If the x is large, the less you know, and the information is more diffuse, having less informational content. Since , the Shannon formula can be re-written as Often the symbol S is used to represent the entropy, as in the First Law of Thermodynamics, since H has a different meaning in the First Law. The order is not retained. Each trial is independent of past trials. The tosses are independent.
P is the prob of S in each trial.
K is the trial number when the r th S occurs. The random variable gives the interval probability for possible p values . The computer does the final integral equation. The wait time until the r th event of a Poisson Process with rate G .