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Lucas Fidon edited subsubsection_Mutual_Information_There_are__.tex
almost 8 years ago
Commit id: c8926e2380842e5c72cae4c0cc3bdacbe0fcabad
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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
of between $X$ and $Y$, noted $MI(X,Y)$, as:
\[ MI(X,Y) = S(X) + S(Y) - S(X,Y) \]
or again as: