In information theory, the conditional entropy (or equivocation) quantifies the amount of information needed to describe the outcome of a random variable given that the value of another random variable is known. Here, information is measured in shannons, nats, or hartleys. The entropy of conditioned on is written as .
The conditional entropy of given is defined as
where and denote the support sets of and .
Let be the entropy of the discrete random variable conditioned on the discrete random variable taking a certain value . Denote the support sets of and by and . Let have probability mass function . The unconditional entropy of is calculated as , i.e.
is the result of averaging over all possible values that may take.
Given discrete random variables with image and with image , the conditional entropy of given is defined as the weighted sum of for each possible value of , using as the weights::15
Conditional entropy equals zero
if and only if the value of is completely determined by the value of .
Conditional entropy of independent random variables
Conversely, if and only if and are independent random variables.
Assume that the combined system determined by two random variables and has joint entropy , that is, we need bits of information on average to describe its exact state. Now if we first learn the value of , we have gained bits of information. Once is known, we only need bits to describe the state of the whole system. This quantity is exactly , which gives the chain rule of conditional entropy:
The chain rule follows from the above definition of conditional entropy:
In general, a chain rule for multiple random variables holds:
It has a similar form to chain rule in probability theory, except that addition instead of multiplication is used.
Bayes' rule for conditional entropy states
Proof. and . Symmetry entails . Subtracting the two equations implies Bayes' rule.
If is conditionally independent of given we have:
Conditional differential entropy
The above definition is for discrete random variables. The continuous version of discrete conditional entropy is called conditional differential (or continuous) entropy. Let and be a continuous random variables with a joint probability density function . The differential conditional entropy is defined as:249
In contrast to the conditional entropy for discrete random variables, the conditional differential entropy may be negative.
As in the discrete case there is a chain rule for differential entropy:
Notice however that this rule may not be true if the involved differential entropies do not exist or are infinite.
Joint differential entropy is also used in the definition of the mutual information between continuous random variables:
Generalization to quantum theory
- "David MacKay: Information Theory, Pattern Recognition and Neural Networks: The Book". www.inference.org.uk. Retrieved 2019-10-25.
- T. Cover; J. Thomas (1991). Elements of Information Theory. ISBN 0-471-06259-6.