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arXiv · 2607.14674

On the entropy of the log-normal distribution

Christian Berg·Henrik Laurberg Pedersen
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Abstract

In a paper by Novi Inverardi and Tagliani from 2024 it is claimed that the log-normal density has maximal entropy in the class of densities having the same moments as the log-normal density. We disprove the claim by finding a family of densities with larger entropy.

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Christian Berg, Henrik Laurberg Pedersen. 2026-07-16. On the entropy of the log-normal distribution. https://arxiv.org/abs/2607.14674

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