Questions tagged [mutual-information]

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

80 questions
0
votes
0 answers

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;…