Mutual information

Mutual information measures how much knowing one random variable reduces uncertainty about another, counting shared information in bits or nats. It is computed as the sum of the two individual entropies minus their joint entropy.

I(X;Y) = H(X) + H(Y) - H(X,Y)

What the symbols mean

mutual information between X and Y (bits or nats)
entropy of X (information content of X)
entropy of Y (information content of Y)
joint entropy of X and Y

About this formula

  • FieldMathematics
  • TopicInformation theory
  • LevelUniversity
  • Also calledtransinformation content, transferred information, transmitted information, information gain between variables, mutual information formula, entropy mutual information
  • SourceWikidata Q252973

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