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[[File:Entropy-mutual-information-relative-entropy-relation-diagram.svg|thumb|256px|right|[[Venn diagram]] showing additive and subtractive relationships various information measures associated with correlated variables <math>X</math> and <math>Y</math>. The area contained by both circles is the [[joint entropy]]  

[[File:Entropy-mutual-information-relative-entropy-relation-diagram.svg|thumb|256px|right|[[Venn diagram]] showing additive and subtractive relationships various information measures associated with correlated variables <math>X</math> and <math>Y</math>. The area contained by both circles is the [[joint entropy]] <math>H(X,Y)</math>. The circle on the left (red and violet) is the [[Entropy (information theory)|individual entropy]] <math>H(X)</math>, with the red being the [[conditional entropy]] <math>H(X|Y)</math>. The circle on the right (blue and violet) is <math>H(Y)</math>, with the blue being <math>H(Y|X)</math>. The violet is the [[mutual information]] <math>\operatorname{I}(X;Y)</math>.  这里的维恩图显示了各种信息间的交并补运算关系关系，这些信息都可以用来度量变量<math>X</math>和<math>Y</math>的各种相关性。图中所有面积（包括两个圆圈）表示二者的<font color="#ff8000"> '''联合熵 Joint entropy'''</font><math>H(X,Y)</math>。左侧的整个圆圈表示变量<math>X</math>的<font color="#ff8000"> '''独立熵 Individual entropy'''</font><math>H(X)</math>，红色（差集）部分表示X的<font color="#ff8000"> '''条件熵 Conditional entropy'''</font><math>H(X|Y)</math>。右侧的整个圆圈表示变量<math>Y</math>的独立熵<math>H(Y)</math>，蓝色（差集）部分表示X的条件熵<math>H(Y|X)</math>。两个圆中间的交集部分（紫色的部分）表示二者的<font color="#ff8000">'''互信息 Mutual information，MI'''</font><math>\operatorname{I}(X;Y)</math>）。]]

<math>H(X,Y)</math>. The circle on the left (red and violet) is the [[Entropy (information theory)|individual entropy]] <math>H(X)</math>, with the red being the [[conditional entropy]] <math>H(X|Y)</math>. The circle on the right (blue and violet) is <math>H(Y)</math>, with the blue being <math>H(Y|X)</math>. The violet is the [[mutual information]] <math>\operatorname{I}(X;Y)</math>.  这里的维恩图显示了各种信息间的交并补运算关系关系，这些信息都可以用来度量变量<math>X</math>和<math>Y</math>的各种相关性。图中所有面积（包括两个圆圈）表示二者的<font color="#ff8000"> '''联合熵 Joint entropy'''</font><math>H(X,Y)</math>。左侧的整个圆圈表示变量<math>X</math>的<font color="#ff8000"> '''独立熵 Individual entropy'''</font><math>H(X)</math>，红色（差集）部分表示X的<font color="#ff8000"> '''条件熵 Conditional entropy'''</font><math>H(X|Y)</math>。右侧的整个圆圈表示变量<math>Y</math>的独立熵<math>H(Y)</math>，蓝色（差集）部分表示X的条件熵<math>H(Y|X)</math>。两个圆中间的交集部分（紫色的部分）表示二者的<font color="#ff8000">'''互信息 Mutual information，MI'''</font><math>\operatorname{I}(X;Y)</math>）。]]

Venn diagram showing additive and subtractive relationships various information measures associated with correlated variables <math>X</math> and <math>Y</math>. The area contained by both circles is the joint entropy <math>H(X,Y)</math>. The circle on the left (red and violet) is the individual entropy <math>H(X)</math>, with the red being the conditional entropy <math>H(X|Y)</math>. The circle on the right (blue and violet) is <math>H(Y)</math>, with the blue being <math>H(Y|X)</math>. The violet is the mutual information <math>\operatorname{I}(X;Y)</math>.

Venn diagram showing additive and subtractive relationships various information measures associated with correlated variables <math>X</math> and <math>Y</math>. The area contained by both circles is the joint entropy <math>H(X,Y)</math>. The circle on the left (red and violet) is the individual entropy <math>H(X)</math>, with the red being the conditional entropy <math>H(X|Y)</math>. The circle on the right (blue and violet) is <math>H(Y)</math>, with the blue being <math>H(Y|X)</math>. The violet is the mutual information <math>\operatorname{I}(X;Y)</math>.