Hacker Newsnew | past | comments | ask | show | jobs | submitlogin

Normal distributions are the maximum entropy distributions for a given mean and variance. Therefore, in accordance with the principle of maximum entropy, unless you have some reason to not pick a normal distribution (e.g. you know your values must be non-negative), you should be using a normal distribution.


At least also accept a log-normal distribution. Sometimes you need a factor like .2 ~ 5, but that isn't the same as N(2.6, 1.2).


> you should be using a normal distribution.

...if the only things you know about an uncertain value are its expectation and variance, yes.

Often you know other things. Often you don't know expectation and variance with any certainty.




Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: