Information-theoretic significance of the Wigner distribution
  A coarse grained Wigner distribution p_{W}(x,u) obeying positivity derives out of information-theoretic considerations. Let p(x,u) be the unknown joint PDF (probability density function) on position- and momentum fluctuations x,u for a pure state particle. Suppose that the phase part Psi(x,z) of its Fourier transform F.T.[p(x,u)]=|Z(x,z)|exp[iPsi(x,z)] is constructed as a hologram. (Such a hologram is often used in heterodyne interferometry.) Consider a particle randomly illuminating this phase hologram. Let its two position coordinates be measured. Require that the measurements contain an extreme amount of Fisher information about true position, through variation of the phase function Psi(x,z). The extremum solution gives an output PDF p(x,u) that is the convolution of the Wigner p_{W}(x,u) with an instrument function defining uncertainty in either position x or momentum u. The convolution arises naturally out of the approach, and is one-dimensional, in comparison with the two-dimensional convolutions usually proposed for coarse graining purposes. The output obeys positivity, as required of a PDF, if the one-dimensional instrument function is sufficiently wide. The result holds for a large class of systems: those whose amplitudes a(x) are the same at their boundaries (Examples: states a(x) with positive parity; with periodic boundary conditions; free particle trapped in a box). 
B. Roy Frieden, Bernard H. Soffer