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by kmmlng 1058 days ago
I would consider a well-defined mean and standard deviation an assumption. The distribution of maximum entropy is determined by the constraints. Those constraints have to be assumed. If you constrain your problem to only have nonzero probabilities in a fixed interval, then a uniform distribution will have maximum entropy.
1 comments

I agree that there is an assumption that the data are well described by a distribution on R instead of some interval [a,b]. I don't know how well justified this is. The assumption of well defined mean and stddev is weak and better supported each time you collect more data. If your stddev is ill defined then you'll find your sample stddev will diverge (increase) as you add more data points.