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Bivariate Cases


In this subsection, we shall give properties of the generalized conditional entropies for the bivariate case.

Property 6.1. For $ r,s \in (-\infty,\infty)$, we have 

$\displaystyle {\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X,Y)\geq {\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X)\ $   or$\displaystyle \ {\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(Y).$

Property 6.2. We have 
$\displaystyle ^\alpha{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y)\geq 0 \,\,(\alpha=1,2,3\,\,$   and$\displaystyle \,\, 4).$

Property 6.3. If $ X$ and $ Y$ are independent random variables, then 

$\displaystyle {\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X,Y)={\ensuremath{\bo......ldsymbol{\mathscr{H}}}}^s_r(X)\,{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(Y).$

Property 6.4. For any $ X$ and $ Y$, we have

$ {\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(Y)+\ ^2{\ensuremath{\boldsymbol{\m......mathscr{H}}}}^s_r(Y)\,\,^2{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y)$

$\displaystyle =(2^{1-s}-1)^{-1}\{\exp_2[(1-s)({\ensuremath{\boldsymbol{\mathscr{H}}}}^1_r(Y)+{\ensuremath{\boldsymbol{\mathscr{H}}}}^1_r(X\vert Y))]-1\}.$

Property 6.5. The following inequalities hold:

(i)$ ^2{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y)\left\{\begin{array}{ll......ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y),& r<0\end{array}\right.$
(ii)$ ^1{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y)\left\{\begin{array}{ll......remath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y),& s\leq r\end{array}\right.$
(iii)$ {\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X,Y)\left\{\begin{array}{ll} \leq ......ert Y),& r{{s-1}\over {r-1}}\leq 1\leq {{s-1}\over {r-1}}\end{array}\right.$
(iv)$ ^4{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y)\left\{\begin{array}{ll......rt Y),& r{{s-1}\over {r-1}}\leq 1\leq{{s-1}\over {r-1}}\end{array}\right.$
Note 6.2. The conditions $ \frac{s-1}{r-1} \leq 1 \leq r\frac{s-1}{r-1}$ are equivalent to either $ r \geq s \geq2-\frac{1}{r} \geq 1$ or $ r<0$$ s \geq 2-\frac{1}{r}$, and the conditions $ \frac{s-1}{r-1} \geq 1 \geq r \frac{s-1}{r-1}$ are equivalent to either $ 1 \geq r \geq s \geq 2-\frac{1}{r}$$ r>0$ or $ s \leq r < 0$.

Property 6.6. We have

(i) $ ^1{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y)\left\{\begin{array}{ll......\ \mbox{with}\s\leq 1\ \mbox{or}\ 1<s\leq 2-{1\over r};\end{array}\right.$
(ii) $ ^\alpha{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y)\left\{\begin{arra......eq\ {\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X),& r<0,\end{array}\right.$ for $ \alpha$=2 and 3;
(iii) $ ^4{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y)\left\{\begin{array}{ll......suremath{\boldsymbol{\mathscr{H}}}}^s_r(X),& s\leq r < 0.\end{array}\right.$
The equality sign holds iff $ X$ and $ Y$ are independent random variables.

As a consequence of properties 6.5 and 6.6, we have the following property:

Property 6.7. (i) For $ s \leq r < 0$, we have

$\displaystyle 0\leq {\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X)\leq\ ^3{\ens......}}}^s_r(X\vert Y)\leq\ ^4{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y).$

(ii) For $ s\geq r> 0$, we have 

$\displaystyle 0 \leq \, ^1{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y)......athscr{H}}}}^s_r(X\vert Y)\leq{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X).$

(iii) For $ r \geq s \geq2-\frac{1}{r} \geq 1$, we have 

$\displaystyle 0\leq \ ^4{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y)\l......athscr{H}}}}^s_r(X\vert Y)\leq{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X).$

(iv) For $ r<0,\,\, s\geq 2-\frac{1}{r}$, we have 

$\displaystyle 0\leq \ ^4{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y)\l......}}^s_r(X\vert Y)\leq\^2{\ensuremath{\boldsymbol{\mathscr{H}}}}^s_r(X\vert Y).$


21-06-2001
Inder Jeet Taneja
Departamento de Matemática - UFSC
88.040-900 Florianópolis, SC - Brazil