The chain rule is a fundamental principle in probability theory that allows us to express the joint probability of a sequence of random variables as a product of conditional probabilities. It highlights how the probability of a complex event can be broken down into simpler, manageable parts, providing insights into the relationships among multiple random variables and their entropies. This concept is crucial for understanding joint and conditional entropy as well as mutual information, as it allows for the calculation of probabilities and the quantification of information flow between variables.
congrats on reading the definition of Chain Rule. now let's actually learn it.