For understanding the information processing in human brain, we analyze the EEG, a spontaneous electric activity on the scalp of the human. In this paper, we used the mutual information to analyze EEG. The mutual information is used to show the stochastic correlation between signals which are generated in the communication and information theory. The used EEG is evoked by each auditory stimulus in positive and negative emotional states. As a result, we found thet there is some difference at the mutual information in each emotional state.