Information Theory and Coding Basics
For two random variables X and Y, which of the following correctly describes the conditional entropy H(X|Y) and the mutual information I(X;Y)?
- AKnowing the value of Y can make H(X|Y), the uncertainty about X, larger than H(X) on average
- BThe mutual information I(X;Y) is greatest when X and Y are independent, and its value is then H(X) + H(Y)
- CI(X;Y) = H(X) − H(X|Y) is the reduction in uncertainty about X from knowing Y, and is 0 if they are independent
Show answer and explanation
Answer: C. I(X;Y) = H(X) − H(X|Y) is the reduction in uncertainty about X from knowing Y, and is 0 if they are independent
H(X|Y) is the average uncertainty about X that remains after the value of Y is known; knowing Y never increases the average uncertainty, so H(X|Y) ≤ H(X). The reduction is the mutual information I(X;Y) = H(X) − H(X|Y) = H(X) + H(Y) − H(X, Y), and if X and Y are independent it is 0, because Y tells us nothing about X. In communication, with X the symbol sent and Y the symbol received, I(X;Y) is the amount of information actually conveyed per transmission.
- A. It does not increase on average. H(X|Y) ≤ H(X), with equality when X and Y are independent.
- B. When they are independent, Y tells us nothing about X, so the mutual information is at its minimum of 0.
- C. Correct. The reduction in uncertainty from knowing Y is the information Y gives about X.
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