The Principle of Maximum Entropy

The Principle of Maximum Entropy states that, when making predictions or filling in missing information based on limited data, the best choice is to select the probability distribution that has the most uncertainty or randomness while still fitting what we know. This approach ensures we avoid assuming unwarranted details and only rely on the known facts. In essence, it favors the most unbiased, fair distribution that aligns with current information, providing the least biased estimate consistent with what’s known.