Bernoulli entropy
The uncertainty of a binary probability peaks at one half.
Guarding against certainty unsupported by data
With very little data, maximum likelihood can become certain after a lucky or unlucky sample. An entropy constraint keeps the model honest about what the evidence supports.
The essential idea: uncertainty can be imposed as useful structure when data alone are insufficient.
The uncertainty of a binary probability peaks at one half.
A minimum entropy rules out probabilities too close to zero or one.
Choose the number of observed heads and a minimum entropy. Compare unconstrained and constrained estimates.
Entropy constraints prevent scarce data from producing overconfident, unstable predictions.