Take the tour ×  How is entropy of a general probability measure
defined?  share|improve this question I can suggest
en.wikipedia.org/wiki/Differential_entropy –  falagar Jul 23 '10
at 13:10 Did you try Google and/or Wikipedia? –  Qiaochu Yuan
Jul 23 '10 at 15:14 I am casting the final vote to close,
because even though the original question has generated some
interesting details, it wasn't asked with enough background
context., nor with indication of what the questioner already
knows or has read. –  Captain Oates Jul 23 '10 at 20:31 add
comment  closed as off topic by Gjergji Zaimi, Steve Huntsman,
Andrey Rekalo, Qiaochu Yuan, Captain Oates Jul 23 '10 at 20:31
3 Answers  up vote 6 down vote accepted  The Entropy of a
function $f$ with respect to a measure $\mu$ is  $$
Ent_{\mu}(f)=\int f \log f d\mu - \int f d\mu \log(\int f d\mu )
$$  The entropy of a probability distribution $P$ with respect
to $\mu$ is given by $ Ent(\frac{dP }{d\mu })$. I a not aware of
a general definition that would not implie a refe