Data Science, Finance, Portfolio Management, Information Theory, Trading.
of the two random variables. If they are equal (i.e., P(X,Y)=P(X).P(Y)), X and Y are independent and therefore I(X:Y)=0. This formalism can be generalized to include more processes. For the case of 3 random variables, the MI becomes: The relation above is evident from the tripartite entropy Venn