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While reading Goodfellow's Deep Learning Book, I came across the below fact about Normal Distribution. I am not sure I have understood what led to this conclusion, Can someone help with it?

"Out of all possible probability distributions with the same variance, the normal distribution encodes the maximum amount of uncertainty over the real numbers. We can thus think of the normal distribution as being the one that inserts the least amount of prior knowledge into a model"

umesh
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    This is a statement about the maximum entropy properties of the normal distribution. https://en.wikipedia.org/wiki/Normal_distribution#Maximum_entropy – Sycorax Dec 27 '21 at 05:30
  • @Sycorax: Turn this into an answer? – Ben Dec 27 '21 at 09:47

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