Maximum entropy and the normal distribution

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 • Maximum entropy and th...
We the multivariate normal distribution in the same manner. See • Deriving the multivari...

[@detranquoc2608]

nice, thanks alot for sharing

[@BruneiMathClub]

You are welcome.