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Maximum entropy distribution on the nonnegative integers

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics Information theory Information entropy
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
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)h2​(1+μ1​).
(1)

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  1. Information entropy
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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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