Function File: mutualinformation (xy)

Computes the mutual information of the given channel transition matrix. By definition we have I(x, y) given as I(x:y) = SUM(P(x,y) * log2(p(x,y) / p(x)/p(y))) = relative_entropy(P(x,y) || P(x),P(y)) Mutual Information, is amount of information, one variable has, about the other. It is the reduction of uncertainity. This is a symmetric function.

See also: entropy conditionalentropy