Gaussian distributions work well very frequently there are times it is better to use a different distribution if using a different distribution: use the distribution with the biggest entropy, because: the biggest entory is the widest and least informative distribution that still contrains the problem to values that are possible nature tends to produce emperical distributions with high entropy it works (pragmatic justification) this chapter is an introduction to generalized linear models (GLM) and the principle of maximum entropy GLMs are similar to the linear regressions we have used previously but they need not use Gaussian likelihoods any likelihood function can be used parameters can be atached to any of the parameters that describe its shape the principle of maximum entropy helps choose the likelihood functions choose the most conservative prior with the known constraints the following chapters look more closely as a few specific GLM types (counts, ordinal outcomes, mixtures) 9.