EC5.102 - Information and Communication | IC Lecture 3

with Prof. Prasad Krishnan
May 28, 2021 - Friday
Written by: Agrim Rawat

Information

Definition

Hartley’s Measure

Definition

For a given set $X$ from which a sample is uniformly picked, the information in outcome is given as \(I(X)=\log_2(|X|)\) where $|X|$ is the cardinality of $X$.

Disadvantage

The weakness of Hartley’s measure is that it ignores the probabilities of the various values of $X$. So, in cases where probabilities are involved Hartley’s measure cannot be applied.

Extending Hartley’s Measure of Information to Probabilities

Since the information is the uncertainty/surprise in an event, we can say that,

\[\text{Information content in Event}\propto\frac{1}{P(\text{Event})}\]

Consider two independent random variables $X_1$ and $X_2$. We know that their joint probability,

\[P(X_1=x_1,X_2=x_2)=P(X_1=x_1)\cdot P(X_2=x_2)\]

Let the information content be represented by function $I$. The joint information in $X_1$ and $X_2$ is

\[I(P(X_1=x_1,X_2=x_2))=I(P(X_1=x_1)\cdot P(X_2=x_2))\]

But intuitively, joint information in $X_1$ and $X_2$ is the sum of the individual information in $X_1$ and $X_2$. So,

\[I(P(X_1=x_1,X_2=x_2))=I(P(X_1=x_1))+I(P(X_2=x_2))\]

Thus, $I$ is a function such that

\[I(P(X_1=x_1)\cdot P(X_2=x_2))=I(P(X_1=x_1)+I(P(X_2=x_2))\]

This property is satisfied if $I$ is the $\log$ function. So, Information contained in a random variable $X$ is given as

\[I(X=x)=\log_2\left(\frac{1}{P(X=x)}\right)\]

Shannon’s Measure

Definition

The average information content or the entropy in random variable $X$ is defined as the weighted sum of the individual information contents. This is called the Shannon’s Measure

\[H(X)\triangleq-\sum_{i=1}^{|X|}P(X=x_i)\log_2(P(X=x_i))\]

Joint Entropy

The joint entropy of two random variables $X\to\mathcal{X}$ and $Y\to\mathcal{Y}$ (where $\mathcal{X}$ and $\mathcal{Y}$ represent the set of outcomes) is defined as follows

\[H(X,Y)\triangleq-\sum_{x\in\mathcal{X}}\sum_{y\in\mathcal{Y}}P(X=x,Y=y)\log_2(P(X=x,Y=y))\]