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Notion of Effective size of support (Ess) of a random variable is introduced. A smallset of natural requirements that a measure of Ess should satisfy is presented. The measure withprescribed properties is in a direct (exp-) relationship to the family of R ÃŒÂnyi’s α-entropies which eincludes also Shannon’s entropy H. Considerations of choice of the value of α imply that exp(H)appears to be the most appropriate measure of Ess.Entropy and Ess can be viewed thanks to their log / exp relationship as two aspects of the samething. In Probability and Statistics the Ess aspect could appear more basic than the entropic one.