Chain Rule of Joint Entropy | Information Theory 5 | Cover-Thomas Section 2.2
4 years ago
15
H(X, Y) = H(X) + H(Y | X). In other words, the entropy (= uncertainty) of two variables is the entropy of one, plus the conditional entropy of the other. In particular, if the variables are independent, then the uncertainty of two independent variables is the sum of the two uncertainties.
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