Noun
joint entropy (countable and uncountable, plural joint entropies)
(information theory) The Shannon entropy of a "script" whose "characters" are elements of the Cartesian product of the sets of characters of the component scripts.
If random variables
X
{\displaystyle X}
and
Y
{\displaystyle Y}
are mutually independent, then their joint entropy
H
(
X
,
Y
)
{\displaystyle H(X,Y)}
is just the sum
H
(
X
)
+
H
(
Y
)
{\displaystyle H(X)+H(Y)}
of its component entropies. If they are not mutually independent, then their joint entropy will be
H
(
X
)
+
H
(
Y
)
−
I
(
X
;
Y
)
{\displaystyle H(X)+H(Y)-I(X;Y)}
where
I
(
X
;
Y
)
{\displaystyle I(X;Y)}
is the mutual information of
X
{\displaystyle X}
and
Y
{\displaystyle Y}
.