Now, we will show that Information Theory provides the language
necessary to describe the metrization procedure in detail.
It is possible to introduce Information Theory axiomatically by a
suitable generalization of the axioms[16] in Feinstein.[17] But
to simplify the discussion here, we will use the less elegant but
equivalent method of defining certain definite integrals. The
probability density distribution p is defined from the cumulative
probability distribution P by