Chain rule for conditional entropy 2026-10-06
For classical finite random variables, . Each identity follows by inserting the corresponding joint entropy into . The two orders are particularly useful when one variable is a deterministic function of the others, as in Fano's inequality via an error indicator.
Past exam of the mathematics course of the University of Cambridge 2014 iii Paper 60 2 ii c Solution Created 2026-10-03 Updated 2026-10-06
Because is determined by , its conditional entropy satisfies . Equate the two forms of the chain rule for conditional entropy to obtainConditioning cannot increase classical Shannon entropy: by nonnegativity of mutual information. Thus . When , the value of is exactly and . When and , the value is excluded, leaving at most possibilities. By maximum entropy on a finite alphabet,Averaging the two conditional cases now yieldsand consequentlyThis is Fano's inequality via an error indicator. Events of zero probability contribute zero to the average and need no conditional distribution. For , the inference is automatically correct and the entropy is zero; the displayed logarithmic form is intended for . Optimality of the guess is not needed for the inequality: it holds for every deterministic .