Calculus of variations: the Gaussian has the most entropy
Every density here has the same mean and the same spread as the Gaussian. Entropy is the number the Gaussian wins.
Gaussian against another density with the same mean and spread
Gaussian
Alternative (same μ, σ)
Mixture (1−t)·Gaussian + t·alternative
H[Gaussian]
H[alternative]
H[mixture]
Gap to maximum
Entropy along the path from the Gaussian to the alternative
The mixture keeps the same mean and variance at every t, so every point on the path obeys the constraints. The entropy peaks at t = 0.
The shortest path on a sphere
Two points on a sphere. The bold orange arc is the great-circle arc. Push it sideways with the slider: every bump makes the path longer, which is the nudge-and-look-at-the-slope argument.
Great-circle arc (short way)
Nudged path
The rest of the great circle
Great-circle arc (in radii R)
Nudged path (in radii R)
Extra length