The Radon-Nikodym theorem plays a significant role in the definition of Shannon entropy, f-divergences, and other basic quantities in information theory. The existence of Radon Nikodym derivates appear in many text books in measure theory but in text books on probability or information theory it is often omitted because the proof is often considered to be too difficult.

翻译：拉东-尼科迪姆定理在香农熵、f散度以及信息论中其他基本量的定义中具有重要作用。虽然测度论的许多教科书都会阐述拉东-尼科迪姆导数的存在性，但在概率论或信息论的教材中，由于其证明常被认为过于艰深，该定理的证明往往被省略。