Thus <math>I(X;Y|Z)</math> is the expected (with respect to <math>Z</math>) [[Kullback–Leibler divergence]] from the conditional joint distribution <math>P_{(X,Y)|Z}</math> to the product of the conditional marginals <math>P_{X|Z}</math> and <math>P_{Y|Z}</math>. Compare with the definition of [[mutual information]]. | Thus <math>I(X;Y|Z)</math> is the expected (with respect to <math>Z</math>) [[Kullback–Leibler divergence]] from the conditional joint distribution <math>P_{(X,Y)|Z}</math> to the product of the conditional marginals <math>P_{X|Z}</math> and <math>P_{Y|Z}</math>. Compare with the definition of [[mutual information]]. |