I know it's the least biased distribution because the entropy is maximized, but I was wondering how to prove that the gaussian maximizes the entropy. When I formulate the problem is mathematical terms, it reduces to maximizing the integral from -inf to +inf of -f(x)log(f(x)) given some constraints. Is this is a calculus of variations problem?
2026-04-02 11:37:26.1775129846
Why is the gaussian the least biased distribution when the first and second moments are given?
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