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2026-07-16
On the entropy of the log-normal distribution
Christian BergHenrik Laurberg Pedersen
文献摘要
In a paper by Novi Inverardi and Tagliani from 2024 it is claimed that the log-normal density has maximal entropy in the class of densities having the same moments as the log-normal density. We disprove the claim by finding a family of densities with larger entropy.
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