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Summary: Generalization of Information Measures \Lambda
PoNing Chen y and Fady Alajaji z
y Computer & Communication Research Laboratories,
Industrial Technology Research Institute, Taiwan 310, Republic of China
Email: poning@e0sun3.ccl.itri.org.tw
z Department of Mathematics & Statistics,
Queen's University, Kingston, ON K7L 3N6, Canada
Email: fady@polya.mast.queensu.ca
Abstract --- General formulas for entropy, mu
tual information, and divergence are estab
lished. It is revealed that these quantities
are actually determined by three decisive se
quences of random variables; which are, respec
tively, the normalized source information den
sity, the normalized channel information den
sity, and the normalized loglikelihood ratio.
In terms of the ultimate cumulative distribu
tion functions or spectrums of these random
sequences, entropy, mutual information and di
vergence are respectively expressed in their
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