From: Dilip Warrier on 19 Nov 2009 17:21 On Nov 18, 5:33 pm, "Anand P. Paralkar" <anand.paral...(a)jmale.com> wrote: > Hi, > > I am doing an introductory course to Information Theory where I have come > across: > > h(A) = -log(P(A)), where h(A) represents the quantity of information > associated with the event A, with a probability P(A). > > Further, we use conditional probability to define the quantity of > conditional information, mutual information and so on: > > h(A, B) (sometimes denoted as h(A intersection B)) = h(A) + h(B|A) > > where h(B|A) = quantity of conditional information B given A > > and i(A, B) = h(A) - h(A|B) = h(B) - h(B|A) > > where i(A, B) is the mutal information between A and B. > > All of this can be interpreted for source-channel-receiver model where: > > h(A) : Quantity of information in the source, > h(B) : Received information from the channel > i(A, B): Usefull information > h(B|A): Information added/subtracted by channel. (Channel noise.) > > I would like to know if the quantity h(A U B) is defined (and how). And if > it is defined, what does it signify in the source-channel-receiver model? > > Thanks, > Anand Anand, yes. The entropy for any event X is defined as: h(X) = -log p(X). So, in particular for the event A U B, you have h(A U B) = -log p(A U B). That said, I haven't seen much use of this quantity in information theory. Dilip.
From: Clay on 20 Nov 2009 10:20 On Nov 19, 5:21 pm, Dilip Warrier <dili...(a)yahoo.com> wrote: > On Nov 18, 5:33 pm, "Anand P. Paralkar" <anand.paral...(a)jmale.com> > wrote: > > > > > > > Hi, > > > I am doing an introductory course to Information Theory where I have come > > across: > > > h(A) = -log(P(A)), where h(A) represents the quantity of information > > associated with the event A, with a probability P(A). > > > Further, we use conditional probability to define the quantity of > > conditional information, mutual information and so on: > > > h(A, B) (sometimes denoted as h(A intersection B)) = h(A) + h(B|A) > > > where h(B|A) = quantity of conditional information B given A > > > and i(A, B) = h(A) - h(A|B) = h(B) - h(B|A) > > > where i(A, B) is the mutal information between A and B. > > > All of this can be interpreted for source-channel-receiver model where: > > > h(A) : Quantity of information in the source, > > h(B) : Received information from the channel > > i(A, B): Usefull information > > h(B|A): Information added/subtracted by channel. (Channel noise.) > > > I would like to know if the quantity h(A U B) is defined (and how). And if > > it is defined, what does it signify in the source-channel-receiver model? > > > Thanks, > > Anand > > Anand, yes. > > The entropy for any event X is defined as: > h(X) = -log p(X). > So, in particular for the event A U B, you have h(A U B) = -log p(A U > B). > I think you would want to start with a correct defn for entropy. H(p1,p2,p3,...,p_n) = - sum(over i) p_i log(p_i) You can use any reasonable radix for the log function. Commonly used is 2. Clay
From: maury on 20 Nov 2009 11:04 On Nov 18, 4:33 pm, "Anand P. Paralkar" <anand.paral...(a)jmale.com> wrote: > Hi, > > I am doing an introductory course to Information Theory where I have come > across: > > h(A) = -log(P(A)), where h(A) represents the quantity of information > associated with the event A, with a probability P(A). > > Further, we use conditional probability to define the quantity of > conditional information, mutual information and so on: > > h(A, B) (sometimes denoted as h(A intersection B)) = h(A) + h(B|A) > > where h(B|A) = quantity of conditional information B given A > > and i(A, B) = h(A) - h(A|B) = h(B) - h(B|A) > > where i(A, B) is the mutal information between A and B. > > All of this can be interpreted for source-channel-receiver model where: > > h(A) : Quantity of information in the source, > h(B) : Received information from the channel > i(A, B): Usefull information > h(B|A): Information added/subtracted by channel. (Channel noise.) > > I would like to know if the quantity h(A U B) is defined (and how). And if > it is defined, what does it signify in the source-channel-receiver model? > > Thanks, > Anand Anand, H(X,Y) was derived by using the equivalent P(X,Y) = P(X) P(Y|X) in the basic entropy equation. Now, use the equivalent P(X U Y) = P(X) + P(Y) - P(X,Y) to find H(X U Y). You now have the log of a sum instead of the log of a product. Happy deriving :) Maurice Givens
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