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Maximum entropy and the normal distribution

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Jan 26, 2024
17:19

For a continuous distribution with a known mean and a variance, the maximum entropy principle yields the normal distribution. For the discrete finite distribution with unknown mean and variance, we obtain the uniform distribution. See https://youtu.be/4unT_mQD0Ng We the multivariate normal distribution in the same manner. See https://youtu.be/7qsB8ElrCC4

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Maximum entropy and the normal distribution | NatokHD