Compute the random variables with probabilities


Response to the following problem:

X and Y are two discrete random variables with probabilities

P(X = x, Y = y) ≡ P(x,y)

Show that I(X; Y ) ≥ 0, with equality if and only if X and Y are statistically independent.

Make sure you use enough details to support your answer.

 

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Applied Statistics: Compute the random variables with probabilities
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