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NEW
PRINCIPLES OF COMPUTER PROCESSING
Notion
of information
The
object having very close relationship to the entropy is information.
Notion of information naturally arises in the following context.
Suppose we have two experiments
and ß which are not independent i.e. probability of
outcome AjBk (we denote this probability by p(AjBk)) does
not equal to the product of probabilities p(Aj) and p(Bk)
any more. Instead, we have the relation

where pAj (Bk) is so-called conditional probability of outcome
Bk, which equals to probability of Bk under condition that
outcome Aj was realized. If experiments a and ß are
independent, the realization of outcome Aj can in no way influence
experiment ß and pAj(Bk) = p(Bk).
Now
it is natural to ask the question: Is it possible to give
a numerical value to the measure of uncertainty of experiment
ß under condition of realization of experiment a?. The
answer turns out to be positive again; this measure of uncertainty
is given by conditional entropy, which may be written in the
form

It is a function of probabilities p(Aj) and the matrix of
conditional probabilities pAj (Bk).
It turns out to be possible to prove that conditional entropy
always satisfies inequality

Therefore, we can define non-negative value

which
shows how much the uncertainty of experiment ß decreases
if we know the result of the experiment .
Value of I( ,
ß) is called the amount of information about experiment
ß contained in experiment .
It
is possible to verify the following properties of information
defined by (2.8):
- Information
is symmetric:
i.e. the amount of information about experiment ß
carried by experiment a always equals to the amount of information
about experiment a carried by experiment ß.
- Information
is zero: I(
,
ß) = 0 if and only if experiments
and ß are independent.
- If
experiments a and ß coincide, information reduces
to entropy of experiment a:
- Therefore,
the entropy
( )
of experiment a may be interpreted as the total amount of
information which we obtain after carrying out experiment
(if the experiment
a does not contain any uncertainty i.e. ( )
= 0, we do not gain any information after realization of
the experiment, in full accordance with intuitive notion
of information).
- If
, ß,
? are three arbitrary experiments, the following inequality
always takes place:
i.e. the information about experiment
carried by combined experiment ßy
is always greater or equal then the information about experiment
a carried by experiment ß alone.
The
listed properties make intuitive justification of the use
of word "information" for variable I( ,
ß). An additional, already empirical, justification
will be given below in sect. 2.3.
Random
Variables »
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