For any chosen input distribution, the chain rule and nonnegativity of conditional mutual information give
and likewise . Choosing an input distribution attaining either marginal capacity proves .
For the upper bound, conditional independence implies , while entropy subadditivity gives . Therefore
Maximizing over the input law gives
More precisely, under the conditional-independence assumption,
The outputs may be dependent through the common input, and this final term measures the information they share rather than add independently.