Don’t put all your eggs in one basket: The principle of maximum entropy

When people talk about investment, they often say, “don’t put all your eggs in one basket,” meaning that one should reduce the risk factor of an investment. In information processing, this principle also applies. In mathematics, this principle is called the Principle of Maximum Entropy. This is a very interesting and profound topic. However, due to its complexity, we are only able to roughly introduce its elements here.