In this paper we present an entropy characterization of general
exponential model and use entropy of regular model to construct a
testing of hypothesis for parameters of some common distributions
such as normal, exponential, gamma and beta. Furthermore we use
these concepts and methods to construct interval estimators for
) ( H ? and for ? if ) ( H ? is one to one, where ) (? H is Shannon’s
entropy of X with density function ) (x f ? or probability mass function
) ( x X P =? .