− | Notice, as per property of the [[Kullback–Leibler divergence]], that <math>I(X;Y)</math> is equal to zero precisely when the joint distribution coincides with the product of the marginals, i.e. when <math>X</math> and <math>Y</math> are independent (and hence observing <math>Y</math> tells you nothing about <math>X</math>). In general <math>I(X;Y)</math> is non-negative, it is a measure of the price for encoding <math>(X,Y)</math> as a pair of independent random variables, when in reality they are not. | + | Notice, as per property of the [[Kullback–Leibler divergence]], that <math>I(X;Y)</math> is equal to zero precisely when the joint distribution coincides with the product of the marginals, i.e. when <math>X</math> and <math>Y</math> are independent (and hence observing <math>Y</math> tells you nothing about <math>X</math>). <font color="#32CD32">In general <math>I(X;Y)</math> is non-negative, it is a measure of the price for encoding <math>(X,Y)</math> as a pair of independent random variables, when in reality they are not. |
− | 需要注意的是,根据Kullback–Leibler散度的性质,当两个随机变量的联合分布与其分别的边缘分布的乘积相等时,即当<math>X</math>和<math>Y</math>是相互独立的时,<math>I(X;Y)</math>等于零(因此已知<math>Y</math>的信息并不能得到任何关于<math>X</math>的信息)。一般来说,<math>I(X;Y)</math>是非负的,因为它是编码<math>(X,Y)</math>作为一对独立随机变量的价格度量,但实际上它们并不一定是非负的。 | + | 需要注意的是,根据Kullback–Leibler散度的性质,当两个随机变量的联合分布与其分别的边缘分布的乘积相等时,即当<math>X</math>和<math>Y</math>是相互独立的时,<math>I(X;Y)</math>等于零(因此已知<math>Y</math>的信息并不能得到任何关于<math>X</math>的信息)。'''<font color="#32CD32">一般来说,<math>I(X;Y)</math>是非负的,因为它是编码<math>(X,Y)</math>作为一对独立随机变量的价格(价值)度量,但实际上它们并不一定是非负的。</font>''' |