ThmDex – An index of mathematical definitions, results, and conjectures.
F11271
Formulation 0
Let $X$ and $Y$ each be a D202: Random variable such that
(i) $f$ is a D201: Measurable map
Then
(1) \begin{equation} I(X; Y) \geq I(X; f(Y)) \end{equation}
(2) \begin{equation} I(X; Y) = I(X; f(Y)) \quad \iff \quad I(X; Y \mid f(Y)) = 0 \end{equation}