GATE 2017 EC – Question 31
Let $(X_1, X_2)$ be independent random variables. $X_1$ has mean 0 and variance 1, while $X_2$ has mean 1 and variance 4. The mutual information $I(X_1; X_2)$ between $X_1$ and $X_2$ in bits is ________.
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Correct answer: 0
Explanation
Mutual information measures how much knowing one variable tells you about the other. For independent variables the joint distribution is the product of the individual ones, so it is 0.