> A power law is the maximum entropy distribution with a well defined mean, but undefined variance, on the range (0, infinity).
The maximum entropy distribution with a given mean is the exponential. I think to define power law distributions you will need additional constraints more concrete than "undefined variance".
Re:Why isn't everything normally distributed?
by antognini on Friday July 21, 2017 @11:09AM
(#14821127)
That's if you require the range to be [0, infinity). If you don't require 0 to be a valid point in the distribution then a power law is the maximum entropy distribution. A power law just diverges if you try to integrate to zero, so you have to find a lower entropy distribution.
Of course in reality, at some point, some other physical process starts to dominate and cuts off the power law. this then turns it into a power law with a different slope or an exponential cutoff.
Edit: I forgot to add that a star's light profile on an image is actually approximately Gaussian. But it isn't exactly Gaussian --- I seem to remember that the core more closely resembles a Lorentzian. I am obviously not an observer, otherwise I would have thought of that immediately!
[1]: https://en.wikipedia.org/wiki/Maximum_entropy_probability_di...