Mutual information I(X;Y) is related to marginal entropies H(X) and H(Y), and joint entropy H(X,Y) by the identity I(X;Y)=H(X)+H(Y)−H(X,Y). This is derived from the Venn diagram where the union of the two entropy circles is the joint entropy, and their intersection is the mutual information.
Conditions: X and Y are random variables with finite entropies.; The diagram treats H(X,Y) as the union of the two entropy circles and I(X;Y) as their intersection.
Mutual information I(X;Y) is related to marginal entropies H(X) and H(Y), and joint entropy H(X,Y) by the identity I(X;Y)=H(X)+H(Y)−H(X,Y). This is derived from the Venn diagram where the union of the two entropy circles is the joint entropy, and their intersection is the mutual information.
Conditions: X and Y are random variables with finite entropies.; The diagram treats H(X,Y) as the union of the two entropy circles and I(X;Y) as their intersection.