Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2023/iii/paper-224/1/a/solution

Because and are independent random variables, conditioning on merely translates . The conditional entropy under a deterministic change of variables and the fact that conditioning reduces entropy therefore give
Interchanging and similarly gives , and hence
The proof applies to countable alphabets whenever the displayed information entropies are finite.

New to topics? Read the docs here!