The principle of maximum entropy is well used in solving uncertainty problem. Such as physics statistics, irrigation works, aerographs, biomedicine, aviation, image making, ocean science.In this text, we will discuss how to apply the principle of maximum entropy to probability statistics, the way of solving probability distribution function based on the principle of maximum entropy and three methods to solve the unknown parameter in the maximum entropy function: nonlinear programming, maximum likelihood estimate and structural equation modeling. Because the principle maximum entropy is a good method to solve uncertainty questions, we use one or more the principle maximum entropy in our text. According to this thesis, we can see that there will be more and more application in probability statistics.
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