#### Uniform Distribution

Among probability distributions which are nonzero over a finite range of values , the maximum-entropy distribution is the uniform distribution. To show this, we must maximize the entropy, (D.33)

with respect to , subject to the constraints Using the method of Lagrange multipliers for optimization in the presence of constraints , we may form the objective function (D.34)

and differentiate with respect to (and renormalize by dropping the factor multiplying all terms) to obtain (D.35)

Setting this to zero and solving for gives (D.36)

(Setting the partial derivative with respect to to zero merely restates the constraint.)

Choosing to satisfy the constraint gives , yielding (D.37)

That this solution is a maximum rather than a minimum or inflection point can be verified by ensuring the sign of the second partial derivative is negative for all : (D.38)

Since the solution spontaneously satisfied , it is a maximum.

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