---
title: "Data processing inequality"
chunk: 1/1
source: "https://en.wikipedia.org/wiki/Data_processing_inequality"
category: "reference"
tags: "science, encyclopedia"
date_saved: "2026-05-05T11:32:29.558623+00:00"
instance: "kb-cron"
---

The data processing inequality is an information theoretic concept that states that the information content of a signal cannot be increased via a local physical operation.  This can be expressed concisely as 'post-processing cannot increase information'. 


== Statement ==
Let three random variables form the Markov chain 
  
    
      
        X
        →
        Y
        →
        Z
      
    
    {\displaystyle X\rightarrow Y\rightarrow Z}
  
, implying that the conditional distribution of 
  
    
      
        Z
      
    
    {\displaystyle Z}
  
 depends only on 
  
    
      
        Y
      
    
    {\displaystyle Y}
  
 and is conditionally independent of 
  
    
      
        X
      
    
    {\displaystyle X}
  
. Specifically, we have such a Markov chain if the joint probability mass function can be written as

  
    
      
        p
        (
        x
        ,
        y
        ,
        z
        )
        =
        p
        (
        x
        )
        p
        (
        y
        
          |
        
        x
        )
        p
        (
        z
        
          |
        
        y
        )
        =
        p
        (
        y
        )
        p
        (
        x
        
          |
        
        y
        )
        p
        (
        z
        
          |
        
        y
        )
      
    
    {\displaystyle p(x,y,z)=p(x)p(y|x)p(z|y)=p(y)p(x|y)p(z|y)}
  

In this setting, no processing of 
  
    
      
        Y
      
    
    {\displaystyle Y}
  
, deterministic or random, can increase the information that 
  
    
      
        Y
      
    
    {\displaystyle Y}
  
 contains about 
  
    
      
        X
      
    
    {\displaystyle X}
  
. Using the mutual information, this can be written as :

  
    
      
        I
        (
        X
        ;
        Y
        )
        ⩾
        I
        (
        X
        ;
        Z
        )
        ,
      
    
    {\displaystyle I(X;Y)\geqslant I(X;Z),}
  

with the equality 
  
    
      
        I
        (
        X
        ;
        Y
        )
        =
        I
        (
        X
        ;
        Z
        )
      
    
    {\displaystyle I(X;Y)=I(X;Z)}
  
 if and only if 
  
    
      
        I
        (
        X
        ;
        Y
        ∣
        Z
        )
        =
        0
      
    
    {\displaystyle I(X;Y\mid Z)=0}
  
. That is, 
  
    
      
        Z
      
    
    {\displaystyle Z}
  
 and 
  
    
      
        Y
      
    
    {\displaystyle Y}
  
 contain the same information about 
  
    
      
        X
      
    
    {\displaystyle X}
  
, and 
  
    
      
        X
        →
        Z
        →
        Y
      
    
    {\displaystyle X\rightarrow Z\rightarrow Y}
  
 also forms a Markov chain.


== Proof ==
One can apply the chain rule for mutual information to obtain two different decompositions of 
  
    
      
        I
        (
        X
        ;
        Y
        ,
        Z
        )
      
    
    {\displaystyle I(X;Y,Z)}
  
:

  
    
      
        I
        (
        X
        ;
        Z
        )
        +
        I
        (
        X
        ;
        Y
        ∣
        Z
        )
        =
        I
        (
        X
        ;
        Y
        ,
        Z
        )
        =
        I
        (
        X
        ;
        Y
        )
        +
        I
        (
        X
        ;
        Z
        ∣
        Y
        )
      
    
    {\displaystyle I(X;Z)+I(X;Y\mid Z)=I(X;Y,Z)=I(X;Y)+I(X;Z\mid Y)}
  

By the relationship 
  
    
      
        X
        →
        Y
        →
        Z
      
    
    {\displaystyle X\rightarrow Y\rightarrow Z}
  
, we know that 
  
    
      
        X
      
    
    {\displaystyle X}
  
 and 
  
    
      
        Z
      
    
    {\displaystyle Z}
  
 are conditionally independent, given 
  
    
      
        Y
      
    
    {\displaystyle Y}
  
, which means the conditional mutual information, 
  
    
      
        I
        (
        X
        ;
        Z
        ∣
        Y
        )
        =
        0
      
    
    {\displaystyle I(X;Z\mid Y)=0}
  
. The data processing inequality then follows from the non-negativity of 
  
    
      
        I
        (
        X
        ;
        Y
        ∣
        Z
        )
        ≥
        0
      
    
    {\displaystyle I(X;Y\mid Z)\geq 0}
  
. 


== See also ==
Garbage in, garbage out


== References ==


== External links ==
http://www.scholarpedia.org/article/Mutual_information