Question: Entropy in statistics measures uncertainty or randomness (Cover & Thomas, 2006). The normal distribution has the maximum entropy among all distributions defined on the real
Entropy in statistics measures uncertainty or randomness (Cover & Thomas, 2006). The normal distribution has the maximum entropy among all distributions defined on the real line with a given mean and variance. This means it is the 'most unbiased' or 'least informative' distribution possible under those constraints (Cover & Thomas, 2006). Entropy represents the most conservative assumption about a system when only the mean and variance are known and makes the normal distribution a good default model especially when limited information is available
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