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Mutual information

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Robert

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Nov 18, 2007, 2:04:47 AM11/18/07
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Hi,
I have a question on mutual information.

Given four random variables, X1, X2, X3, and W,

It is known that X1 and X3 are conditionally independent given X2, i.e., I(X1;X3|X2)=0, where I represents the mutual information.

I want to prove

I(W;X3|X2)=I(W;X3|X1,X2)

Thanks in advanced !

Robert

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