Question about entropy, probability

smk037
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Homework Statement


The entropy of a random variable X is defined as -E[ln(fX(X))]
where fX(X) is the pdf of the random variable X

Show that the translation of X by a constant (e.g. adding a constant value to X) does not effect the entropy.


The Attempt at a Solution



To be honest, I have no idea where to start this. I tried to look at it as integral(x(ln(fX(X)), but it did not help. I don't understand how the translation by a constant would not effect the expected value, since I would expect it to change the value of the function, and therefore the natural log of the function, and therefore the expected value of the function.

Thanks in advance
 
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smk037 said:
I tried to look at it as integral(x(ln(fX(X))

It would be E[\ln f_X(X)]=\int_{-\infty}^{\infty} [\ln f_X(x)] f_X(x)\,dx
 
Hint: Show and use

f_{X+c}(x) = f_{X}(x-c)
 
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