ThmDex – An index of mathematical definitions, results, and conjectures.
F11838
Formulation 2
Let $P = (\Omega, \mathcal{F}, \mathbb{P})$ be a D1159: Probability space such that
(i) $X : \Omega \to \mathcal{X}$ and $Y : \Omega \to \mathcal{Y}$ are each a D5723: Simple random variable on $P$
Let $\log_a$ be the D866: Standard real logarithm function in base $a \in (0, \infty)$.
The mutual information of $(X, Y)$ in base $a$ is the D4767: Unsigned real number \begin{equation} I(X; Y) : = \sum_{x \in \mathcal{X}} \sum_{y \in \mathcal{Y}} \mathbb{P}(X = x, Y = y) \log_a \frac{\mathbb{P}(X = x, Y = y)}{\mathbb{P}(X = x) \mathbb{P}(Y = y)} \end{equation}