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Next: Cross-Entropy Up: Information and Uncertainty Measures Previous: Shannon's Entropy

Transmission

The strength of the relationship between two variables (in bits) can be measured by the following measure which is known as ``information transmission'' [28, pg. 164]:
T(X,Y) = H(X) + H(Y) - H(X,Y)   (11)
  = H(X) - H( X | Y)    
  = H(Y) - H( Y| X )    

From the discussion about Shannon's entropy we know that this measure equals 0 if X and Y are independent. It increases with stronger relationship. In this sense transmission is a kind of nominal measure for correlation.



Thomas Prang
1998-06-07