The mutual information I(X,Y)=H(X)−H(X|Y) between two random variables X and Y satisfies
I(X,Y)>0
I(X,Y)≥0
I(X,Y)≥0, equality holds when X and Y are uncorrelated
I(X,Y)≥0 , equality holds when X and Y are independent
I(X,Y)>0
I(X,Y)≥0
I(X,Y)≥0, equality holds when X and Y are uncorrelated
I(X,Y)≥0 , equality holds when X and Y are independent