Given two systems, correlations quantify how much information we can gain about system 1 by measuring system 2.
Entanglement is a type of correlations which only occurs in quantum mechanics.
There was discussion how this works, and Bell was able to show through his inequalities that it is not hidden variables responsible for it meaning that locality is violated.
I know when I have a entangled state like
$$\mid \psi \rangle = \frac{1}{\sqrt{2}}\mid 01 \rangle +\frac{1}{\sqrt{2}}\mid 10 \rangle$$
I can calculate the reduced density matrix
$$\rho_A = \mathrm{Tr}(\rho_{AB})$$
and then use the Von-Neumann entropy
$$S = -\mathrm{Tr}(\rho_A \mathrm{log}(\rho_A))$$
to quantify the entanglement present in $\mid \psi \rangle$. It's easy to see that entanglement is maximized if $\rho_A$ is maximally mixed.
What is here weird to me is the property that it seems that the less knowledge I have about the subsystems the more entangled they are.
What is even additionally confusing is the fact that this property seems also to be present for classical correlations.
Can someone give me maybe a nice analogy or something to help me to understand how less knowledge means more correlations/entanglement?