let us suppose we have following joint probability distribution table
i would like to calculate mutual information between two variable, first of all i have calculated marginal distributions
which i have considered as this one
Using excel I have calculated following table
zero is written because it is accepted generally that
$0*log(0)=0$
so finally i got following result
0.334497797
because it is different from zero, that means that these two random variable are not independent right?
Best Answer
It's all right.
Yes. That can also be seen by checking that the joint probability doesn't equal the product of the marginals (at least for some values). For example $P(X=0,Y=0)=0.2$ while $P(X=0)P(Y=0)= 0.5 \times 0.3 = 0.15$