The joint probability distribution of x and y is


Infomax Principle

Consider two channels whose outputs are represented by the random variables X and Y. The requirement is to maximize the mutual information between X and Y. Show that this requirement is achieved by satisfying two conditions:

(a) The probability of occurrence of X or that of Y is 0.5.

(b) The joint probability distribution of X and Y is concentrated in a small region of the probability space.

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Electrical Engineering: The joint probability distribution of x and y is
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