Definition
(Mutual information)
.
Let
X
and
Y
be random variables. The
mutual information
I
[
X
:
Y
]
is
H
[
X
]
+
H
[
Y
]
−
H
[
X
,
Y
]
=
H
[
X
]
−
H
[
X
|
Y
]
=
H
[
Y
]
−
H
[
Y
|
X
]