ABSTRACT
The main purpose for studying entropy is that it provides a new tool for assigning initial probability distributions. The word entropy apparently arose first in classical thermodymanics. Classical thermodynamics treats state variables that pertain to the whole system, such as pressure, volume and temperature of a gas. The entropy function measures the amount of information contained in the distribution, and is sometimes called thenegentropy since it is thought to be the negative of the usual entropy which in turn is supposed to measure the "mixed-up-ness" of a distribution. In a sense the maximum entropy principle is an extension of the principle of indifference, or of consistency, since with nothing known both principles assign a uniform distribution. The maximum entropy principle allows to make an assignment of the probabilities that in a reasonable sense makes the least additional assumptions about the interrelationships of the probabilities.
