For (absolutely) continuous random variables <math>X</math>, <math>Y</math>, and <math>Z</math> with [[Support (mathematics)|support sets]] <math>\mathcal{X}</math>, <math>\mathcal{Y}</math> and <math>\mathcal{Z}</math>, the conditional mutual information <math>I(X;Y|Z)</math> is as follows | For (absolutely) continuous random variables <math>X</math>, <math>Y</math>, and <math>Z</math> with [[Support (mathematics)|support sets]] <math>\mathcal{X}</math>, <math>\mathcal{Y}</math> and <math>\mathcal{Z}</math>, the conditional mutual information <math>I(X;Y|Z)</math> is as follows |