A new definition of cross-entropy for uncertain variables
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Cross-entropy for uncertain variables is used to measure the divergence between two uncertainty distributions. Logarithm cross-entropy and quadratic cross-entropy for uncertain variables fail to measure the degree of divergence associated with some uncertain variables; thus, this paper proposes a new definition of cross-entropy for uncertain variables as a supplement and discusses its properties. A formula of cross-entropy is derived via inverse uncertainty distributions. Moreover, this paper also defines the generalized cross-entropy of uncertain variables and investigates its properties.
KeywordsUncertainty theory Uncertain variable Cross-entropy
This work was supported by the Fundamental Research Funds for the Central Universities No. 2016MS65 and National Natural Science Foundation of China Grant No. 71671064.
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Conflict of interest
The authors declare that they have no conflict of interest.
This article does not contain any studies with human participants performed by any of the authors.
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