Mutual Information is a metric used in Information Theory. It describes the amount of information shared by two random variables. Extensions for larger number of variables exist. See https://en.wikipedia.org/wiki/Mutual_information
Questions tagged [mutual-information]
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Mutual information of the joint distribution and the marginal distribution if two random variables are independent?
if $Y \rightarrow X$ and $Y \rightarrow Z$, is it possible to find the equality/inequality between
$$
I(X,Z; Y)
$$
and
$$
I(X;Y) + I(Z;Y)
$$
Or equivently, given $I(X,Z;Y)= I(X; Y) + I (Z; Y |X)$, what's the relationship between
$$
I(Z;…