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If RVs, X,Y,ZX,Y,ZX,Y,Z form a Markov chain, XāYāZX\to Y\to ZXāYāZ, then I(X;Y)ā„I(X;Z)I(X;Y)\ge I(X;Z)I(X;Y)ā„I(X;Z)
1. Equality holds iff I(X;Yā£Z)=0ā āāŗā āXāZāYI(X;Y|Z)=0 \iff X\to Z\to YI(X;Yā£Z)=0āŗXāZāY 2. Can be similarly shown that I(Y;Z)ā„I(X;Z)I(Y;Z)\ge I(X;Z)I(Y;Z)ā„I(X;Z) 3. Conditioning Reduces Mutual Information: I(X;Y)ā„I(X;Yā£Z)ā āāŗā āXāYāZI(X;Y)\ge I(X;Y|Z) \iff X\to Y\to ZI(X;Y)ā„I(X;Yā£Z)āŗXāYāZ
Equivalent Properties in Discrete & Continuous IT