TITLE: entropy of normal distribution
QUESTION [5 upvotes]: What is the entropy of a normal distribution with mean 0 and variance \sigma?
Thanks!

REPLY [6 votes]: I found here that "the negative differential entropy of the normal distribution"
(which may not be what you are asking for?) is:
$$-\frac{1}{2} [ \log (2 \pi \sigma^2 ) + 1 ] ,$$
independent of $\mu$.