| Conditioning on a third random variable may either increase or decrease the mutual information: that is, the difference <math>I(X;Y) - I(X;Y|Z)</math>, called the [[interaction information]], may be positive, negative, or zero. This is the case even when random variables are pairwise independent. Such is the case when: <math display="block">X \sim \mathrm{Bernoulli}(0.5), Z \sim \mathrm{Bernoulli}(0.5), \quad Y=\left\{\begin{array}{ll} X & \text{if }Z=0\\ 1-X & \text{if }Z=1 \end{array}\right.</math>in which case <math>X</math>, <math>Y</math> and <math>Z</math> are pairwise independent and in particular <math>I(X;Y)=0</math>, but <math>I(X;Y|Z)=1.</math> | | Conditioning on a third random variable may either increase or decrease the mutual information: that is, the difference <math>I(X;Y) - I(X;Y|Z)</math>, called the [[interaction information]], may be positive, negative, or zero. This is the case even when random variables are pairwise independent. Such is the case when: <math display="block">X \sim \mathrm{Bernoulli}(0.5), Z \sim \mathrm{Bernoulli}(0.5), \quad Y=\left\{\begin{array}{ll} X & \text{if }Z=0\\ 1-X & \text{if }Z=1 \end{array}\right.</math>in which case <math>X</math>, <math>Y</math> and <math>Z</math> are pairwise independent and in particular <math>I(X;Y)=0</math>, but <math>I(X;Y|Z)=1.</math> |