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A comment on Why isn't everything normally distributed?. Parent comment

Re:Why isn't everything normally distributed? by kgwgk on Friday July 21, 2017 @12:12AM (#14818013)
> 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".

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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.
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Re:Why isn't everything normally distributed? by kgwgk on Friday July 21, 2017 @11:40AM (#14821370)
I think that if the power law cannot be integrated on [0,infinity), it cannot be integrated on (0,infinity) either.
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