Conceptually, this formula identifies mutual information as the Kullback-Leibler (KL) divergence between the actual joint distribution p(x,y) and the independent reference distribution p(x)p(y). It measures how far the actual joint distribution is from pure independence.
Conditions: The displayed derivation is for discrete distributions using probability mass functions.; The ratio form requires p(x,y)>0 and p(x)p(y)>0 on the summed support.
Conceptually, this formula identifies mutual information as the Kullback-Leibler (KL) divergence between the actual joint distribution p(x,y) and the independent reference distribution p(x)p(y). It measures how far the actual joint distribution is from pure independence.
Conditions: The displayed derivation is for discrete distributions using probability mass functions.; The ratio form requires p(x,y)>0 and p(x)p(y)>0 on the summed support.