Solution

ID: past-exam-of-the-information-theory-course-of-the-university-of-oxford/2021/1/a/iv/solution

Here the asserted bound is actually an identity, so equality always holds whenever the displayed quantities are defined. Expand the same mutual information in two orders:
Equating these expressions and using symmetry of mutual information and conditional mutual information gives
There is no further independence condition. Treating this part as a strict inequality would obscure its cancellation.

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