Entropy definition illustration for different example distributions on θ. The first two rows show the PDF of uniform distributions on different sets, and the last row of Gaussian distributions. The distributions in one column have an equal differential entropy h (Θ) whose value depends on a positive constant c. Each arrow indicates a gain of 1 bit of information, i.e., a decrease in the entropy of 1 bit. In the last row, the variance in both horizontal and vertical directions is denoted σ², and the correlation coefficient ρ.