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What does low mutual information mean?
High mutual information indicates a large reduction in uncertainty; low mutual information indicates a small reduction; and zero mutual information between two random variables means the variables are independent.
Is information entropy always non-negative?
We now discuss five important mathematical properties of the entropy H(X). Proof. Non-negativity follows because entropy is the expected information content of i(X), and the information content itself is non-negative.
Can information gain be more than 1?
Yes, it does have an upper bound, but not 1. The mutual information (in bits) is 1 when two parties (statistically) share one bit of information. However, they can share a arbitrary large data. In particular, if they share 2 bits, then it is 2.
Why are equity mutual funds giving negative returns?
Due to the adverse impact of the Covid-19 pandemic on the economy, the returns may be muted this year, too. You should remember that equity as an asset class does not offer linear returns or stead returns year after year.
How to calculate mutual information between two variables?
Definition The mutual information between two discreet random variables X,Y jointly distributed according to p(x,y) is given by I(X;Y) = X x,y p(x,y)log p(x,y) p(x)p(y) (24) = H(X)−H(X|Y) = H(Y)−H(Y|X) = H(X)+H(Y)−H(X,Y). (25) 4
Why are mutual funds not a good investment?
Your mutual fund portfolio is not in line with your stated risk profile. Large & mid cap schemes and small cap schemes have very high risk, they can also be volatile. They are suited for aggressive investors with very large risk appetite. Value schemes are meant for sophisticated investors who love principles of value investing.
Which is a measure of conditional mutual information?
The conditional mutual information is a measure of how much uncertainty is shared byXandY, but not byZ. 4.3 Properties
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