For $p\in[0,1]^{\mathbb{N}}$ and $\alpha\ge1$, define $$ H_\alpha(p) = \sum_{i\in\mathbb{N}}p_i|\log(p_i)|^\alpha. $$ When $\sum_i p_i=1$ and $\alpha=1$, $H_1(p)$ is just the Shannon entropy of the distribution $p$. Has anyone encountered the object $H_\alpha$ anywhere in the literature? A reference would be much appreciated. I'm thinking of calling $H_\alpha$ hyperentropy for $\alpha>1$; is that term already taken by chance?


It's the $\alpha^{\mathrm{th}}$ moment of the Tribus surprisal.

This generalizes the statement that entropy = expected surprisal.

Or in Ross's textbook, "expected surprise".

  • 2
    $\begingroup$ So... "moment of surprise"? $\endgroup$ – Bjørn Kjos-Hanssen Sep 23 '20 at 19:49
  • $\begingroup$ I searched Ross's book for "expected surprise" and nothing came up -- what page is it on? $\endgroup$ – Aryeh Sep 23 '20 at 22:33
  • $\begingroup$ Any chance you have Trubus's book in pdf? $\endgroup$ – Aryeh Sep 23 '20 at 22:38
  • 1
    $\begingroup$ You can search for "surprise" $\endgroup$ – Bjørn Kjos-Hanssen Sep 24 '20 at 2:39

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