INGENIA

PRB-30

Bernoulli KL

KL between two coins.

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GoverningBernoulli KL

Governing equation

D=pln(p/q)+(1−p)ln((1−p)/(1−q))D=p\\ln(p/q)+(1-p)\\ln((1-p)/(1-q))

p∈[0.02,0.98]p \in \left[0.02, 0.98\right]

where

p
p (—)
q
q (—)
D
Bernoulli KL (nat)

The figure, part by part

Each numbered marker wears the color of its card. Hover a card to light the marker. Tap a marker to jump to that card. The slider walks a red point along the curve; Animate drawing traces it like a pen.

PRB-30 · curve
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①

Governing law — red

D=pln(p/q)+(1−p)ln((1−p)/(1−q))D=p\\ln(p/q)+(1-p)\\ln((1-p)/(1-q))

p∈[0.02,0.98]p \in \left[0.02, 0.98\right]

p=0.02p = 0.02D=0.421D = 0.421

②

Domain of the variable — blue

pmin⁡=0.02,pmax⁡=0.98p_{\min} = 0.02,\quad p_{\max} = 0.98

p∈[0.02,0.98]p \in \left[0.02, 0.98\right]

p=0.02p = 0.02p=0.02p = 0.02

③

Response curve — green

D=pln(p/q)+(1−p)ln((1−p)/(1−q))D=p\\ln(p/q)+(1-p)\\ln((1-p)/(1-q))

p∈[0.02,0.98]p \in \left[0.02, 0.98\right]

p=0.02p = 0.02D=0.421D = 0.421

④

Rate of change — amber

dDdp\frac{\mathrm{d}D}{\mathrm{d}p}

p∈[0.02,0.98]p \in \left[0.02, 0.98\right]

p=0.026p = 0.026D′=−3.225D^{\prime} = -3.225

Lecture brief

Historical brief

Bernoulli trials, Poisson, Gauss, Bayes and Shannon entropy turned chance into a calculus of belief and noise. The lab computes likelihood, interval and information in SI-free counts. This sheet (PRB-30 — Bernoulli KL) is the form associated with Bernoulli KL. Working symbols: pp, qq →\rightarrow DD. KL between two coins. Pedagogical SI sheet with a live model and a swept parameter.

Purpose

Purpose: compute DD from pp, qq in Probability & statistics via D=pln(p/q)+(1−p)ln((1−p)/(1−q))D=p\\ln(p/q)+(1-p)\\ln((1-p)/(1-q)) KL between two coins. Use it when a real probability & statistics question must be answered in SI before a code check.

Live realistic example

In symbols

Live case. Given p=0.600 —p = 0.600\,\mathrm{—}, q=0.400 —q = 0.400\,\mathrm{—}, the governing relation D=pln(p/q)+(1−p)ln((1−p)/(1−q))D=p\\ln(p/q)+(1-p)\\ln((1-p)/(1-q)) yields D=0.081 natD = 0.081\,\mathrm{nat}. One governing identity, SI units, a single sweep on the sheet. Move a slider: the numbers are this situation, not a canned story.

Calculator

Inputs

Outputs

  • Bernoulli KL D0.081 nat
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Narration of this film

One governing identity, SI units, a single sweep on the sheet.

KL between two coins. Pedagogical SI sheet with a live model and a swept parameter.

Reading speed

Watch on YouTube