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The author expresses his thanks to Mr. Masashi Okamoto for his valuable advices.
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Ikeda, S. Continuity and characterization of Shannon-Wiener information measure for continuous probability distributions. Ann Inst Stat Math 11, 131–144 (1959). https://doi.org/10.1007/BF01737401
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DOI: https://doi.org/10.1007/BF01737401