Existence and Continuity of Differential Entropy for a Class of Distributions

Hamid Ghourchian, Amin Gohari, Arash Amini

In this paper, we identify a class of absolutely continuous probability distributions, and show that the differential entropy is uniformly convergent over this space under the metric of total variation distance. One of the advantages of this class is that the requirements could be readily verified for a given distribution.

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