Mutual Information (transinformation)
It turns out that one of the most useful and important measures of information is the mutual information, or transinformation. This is a measure of how much information can be obtained about one random variable by observing another. The mutual information of relative to (which represents conceptually the average amount of information about that can be gained by observing ) is given by:
A basic property of the mutual information is that:
That is, knowing Y, we can save an average of bits in encoding X compared to not knowing Y. Mutual information is symmetric:
Mutual information can be expressed as the average Kullback–Leibler divergence (information gain) of the posterior probability distribution of X given the value of Y to the prior distribution on X:
In other words, this is a measure of how much, on the average, the probability distribution on X will change if we are given the value of Y. This is often recalculated as the divergence from the product of the marginal distributions to the actual joint distribution:
Mutual information is closely related to the log-likelihood ratio test in the context of contingency tables and the multinomial distribution and to Pearson's χ2 test: mutual information can be considered a statistic for assessing independence between a pair of variables, and has a well-specified asymptotic distribution.
Read more about this topic: Quantities Of Information
Famous quotes containing the words mutual and/or information:
“Nature’s law says that the strong must prevent the weak from living, but only in a newspaper article or textbook can this be packaged into a comprehensible thought. In the soup of everyday life, in the mixture of minutia from which human relations are woven, it is not a law. It is a logical incongruity when both strong and weak fall victim to their mutual relations, unconsciously subservient to some unknown guiding power that stands outside of life, irrelevant to man.”
—Anton Pavlovich Chekhov (1860–1904)
“So while it is true that children are exposed to more information and a greater variety of experiences than were children of the past, it does not follow that they automatically become more sophisticated. We always know much more than we understand, and with the torrent of information to which young people are exposed, the gap between knowing and understanding, between experience and learning, has become even greater than it was in the past.”
—David Elkind (20th century)