  We show that the previously introduced concept of distance on statistical
spaces leads to a straightforward definition of differential entropy on these
statistical spaces. These spaces are characterized by the fact that their
points can only be localized within a certain volume and exhibit thus a feature
of fuzziness. This implies that Riemann integrability of relevant integrals is
no longer secured. Some discussion on the specialization of this formalism to
quantum states concludes the paper.
