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m →Expectation values: typo |
→Expectation values: again with the measure spaces. |
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\end{align}
</math>
The above notation is strictly correct for a finite number of discrete random variables, but should be seen to be somewhat 'informal' for continuous variables; properly, the summations above should be replaced with the notations of the underlying [[sigma algebra]] used to define a [[probability space]]. That said, the identities continue to hold, when properly formulated on a [[measure space]].
Thus, for example, the [[entropy (general concept)|entropy]] is given by
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