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Lucas Fidon edited subsubsection_Mutual_Information_There_are__.tex
almost 8 years ago
Commit id: 3fc780dc306818959ce8c1fd1d6abcb17f111ec9
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The most intuitive definition is the following.
Let $X : P_{1} \rightarrow E_{1}$ and $Y: P_{2} \rightarrow E_{2}$ be two random variables, where $E_{1}$ and $E_{2}$ are two discrete probability spaces.
We define the Mutual
information Information of $X$ and $Y$, noted $I(X,Y)$, as:
\[ I(X,Y) = S(X) + S(Y) - S(X,Y) \]
Another definition of $I(X,Y)$ is:
\[ I(X,Y) = \sum_{(x,y) \in E_1\times E_2}P_{(X,Y)}(x,y)*log\Bigg(\frac{log(P_{(X,Y)}(x,y))}{P_{X}(x)*P_{Y}(y)}\Bigg) \]