Conditional Entropy

Conditional Mutual Information - 图1

Conditional Mutual Information

对于随机变量Conditional Mutual Information - 图2,条件互信息定义为:
Conditional Mutual Information - 图3

特别的,对于离散变量:
Conditional Mutual Information - 图4
Conditional Mutual Information - 图5

还有另一种定义:
Conditional Mutual Information - 图6

Conditional Mutual Information - 图7完全不相关,则Conditional Mutual Information - 图8
Conditional Mutual Information - 图9完全相关,则Conditional Mutual Information - 图10