Generalizing the Fano inequality

The Fano inequality gives a lower bound on the mutual information between two random variables that take values on an M-element set, provided at least one of the random variables is equiprobable. The authors show several simple lower bounds on mutual information which do not assume such a restriction. In particular, this ran be accomplished by replacing log M with the infinite-order Renyi entropy in the Fano inequality. Applications to hypothesis testing are exhibited along with bounds on mutual information in terms of the a priori and a posteriori error probabilities.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>