Data processing inequality: Difference between revisions

Revision as of 18:33, 18 November 2015

Revision as of 18:37, 18 November 2015

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==Example==

Let be an [[Markov chain]]

<math>X \rightarrow Y \rightarrow Z</math><br>

Then,<br>

<math> I(x;y) \geqslant I(x;z)</math> with <br>

<math>I(x;y) = I(x;z)</math> if and only if <math>X \rightarrow Z \rightarrow Y</math><br>

where <math>I(x;y)</math> is the [[Mutual information]]