title: How to find entropy of Continuous variable in Python?
body: <p>I have a variable whose values are like [23.13, 56.1, 12.6, 1.23, 5.56]. I want to find the entropy of this variable. I got one code here <a href="https://stackoverflow.com/questions/24144777/how-to-compute-the-shannon-entropy-and-mutual-information-of-n-variables">How to compute the shannon entropy and mutual information of N variables</a> but for continuous variables what bin size should be preferred?</p>