Chapter 2_2 Information Theory Flashcards
information theory
Information theory deals with uncertainty and the transfer or storage of quantified information in the form of bits.
entropy
the quantified uncertainty in predicting the value of a random variable
how does one quantitatively measure the randomness of a random variable?
Roughly, the entropy of a random variable X, H(X), is a measure of expected number of bits needed to represent the outcome of an event x~X
H(X) = - ∑p(x) log p(x)
H(X) = 0
H(X) = 1
the outcome is known
there is complete randomness in that all events are equally likely to happen.
the amount of randomness varies from 0 to 1
H(Y) < H(Z)
a random variable Y always takes a value of 1
a random variable Z is equally likely to take a value of 1, 2, or 3. So, in this case, H(Y) < H(Z), since the outcome of Y is much easier to predict than the outcome of Z
conditional entropy
Intuitively, if X is completely determined by Y, then H(X | Y) = 0 since once we know Y, there would be no uncertainty in X,
whereas if X and Y are independent, then H(X | Y) would be the same as the original entropy of X, i.e., H(X | Y) = H(X) since knowing Y does not help at all in resolving the uncertainty of X.
mutual information
Another useful concept is mutual information defined on two random variables, I(X; Y), which is defined as the reduction of entropy of X due to knowledge about another random variable Y, i.e.,