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Maximum entropy distribution on the nonnegative integers
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Mathematics
Area of mathematics
Probability and statistics
Information theory
Information entropy
Created
2026-09-24
Updated
2026-09-24
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Among distributions on
{
0
,
1
,
2
,
…
}
with fixed
expected value
μ
, the
geometric distribution
with success
probability
1/
(
1
+
μ
)
uniquely maximizes
information entropy
. Its
entropy
is
(
1
+
μ
)
h
2
(
1
+
μ
1
)
.
(1)
Ancestors
(6)
Information entropy
Information theory
Probability and statistics
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2026
/
iii
/
Paper 224
/
4
/
a
/
Solution
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