A simple derivation and classification of common probability distributions based on information symmetry and measurement scale
Commonly observed patterns typically follow a few distinct families of probability distributions. Over one hundred years ago, Karl Pearson provided a systematic derivation and classification of the common continuous distributions. His approach was phenomenological: a differential equation that generated common distributions without any underlying conceptual basis for why common distributions have particular forms and what explains the familial relations. Pearson's system and its descendants remain the most popular systematic classification of probability distributions. Here, we unify the disparate forms of common distributions into a single system based on two meaningful and justifiable propositions. First, distributions follow maximum entropy subject to constraints, where maximum entropy is equivalent to minimum information. Second, different problems associate magnitude to information in different ways, an association we describe in terms of the relation between information invariance and measurement scale. Our framework relates the different continuous probability distributions through the variations in measurement scale that change each family of maximum entropy distributions into a distinct family. From our framework, future work in biology can consider the genesis of common patterns in a new and more general way. Particular biological processes set the relation between the information in observations and magnitude, the basis for information invariance, symmetry and measurement scale. The measurement scale, in turn, determines the most likely probability distributions and observed patterns associated with particular processes. This view presents a fundamentally derived alternative to the largely unproductive debates about neutrality in ecology and evolution.