Unit content
Mutual information
Mutual information measures how much observing one random variable reduces uncertainty about another.
For discrete $X$ and $Y$,
$$I(X;Y)=H(X)-H(X\mid Y).$$
By symmetry,
$$I(X;Y)=H(Y)-H(Y\mid X).$$
An equivalent expression is
$$I(X;Y)=\sum_{x,y}p(x,y)\log_2\frac{p(x,y)}{p(x)p(y)}.$$
If $X$ and $Y$ are independent, the joint distribution factors and
$$I(X;Y)=0.$$
If $Y$ determines $X$ exactly, then $H(X\mid Y)=0$ and
$$I(X;Y)=H(X).$$
In communication, $X$ can represent the transmitted symbol and $Y$ the channel observation. Mutual information then measures how much information about the input remains accessible after channel uncertainty has acted.