change of variable newbie question

*To*: mathgroup at smc.vnet.net*Subject*: [mg115077] change of variable newbie question*From*: Lynn Bu <bu.lynn5 at gmail.com>*Date*: Thu, 30 Dec 2010 04:12:06 -0500 (EST)

Hi, I work in Mathematica 7.0 and would like to know how to code according to the integral: S[t] = Integral[p[x,t]Log[p[x,t]]dx, {-infinity, infinity}] Where: p[x,t] = (1/t=CE=B4)F(x/ t=CE=B4) There is a change of the variable x into: y = x/ t=CE=B4 In which case; the integral comes out to a form looking like: S(=CF=84) = A + =CE=B4=CF=84 where: A =E2=89=A1 Integral[dy F(y) Ln[F(y)], {-infinity, infinity}] And =CF=84 =E2=89=A1 Ln(t) Would appreciate the assistance =E2=80=93 I tied a number of ways, Solve, combining first two equations, etc. Note first equation is Shannon entropy form. Thanks if you can help, L.B.