Demonstrate the properties of symmetry and nonnegativity

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Demonstrate the properties of symmetry, nonnegativity, and expansion of the mutual information I(X;Y) described in Section.
Consider the continuous random variable Y, defined by
Y = X + N

where the random variables X and N are statistically independent. Show that the conditional differential entropy of Y, given X, equals

h(Y|X) = h(N)

where h(N) is the differential entropy of N.

Reference no: EM131280063

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