Why can't I define a variable like "miles_driven" with an underscore in Python 3.4.3 ?

[Cai Gengyang]

I managed to get this piece of code to work :

>>> print("This program calculates mpg.")
This program calculates mpg.
>>> milesdriven = input("Enter miles driven:")
Enter miles driven: 50
>>> milesdriven = float(milesdriven)
>>> gallonsused = input("Enter gallons used:")
Enter gallons used: 100
>>> gallonsused = float(gallonsused)
>>> gallonsused = float(gallonsused)
>>> mpg = milesdriven / gallonsused
>>> print("Miles per gallon:", mpg)
Miles per gallon: 0.5
>>> print("This program calculates mpg.")
This program calculates mpg.
>>> milesdriven = input("Enter miles driven:")
Enter miles driven: 100
>>> milesdriven = float(milesdriven)
>>> gallonsused = input("Enter gallons used:")
Enter gallons used: 500
>>> gallonsused = float(gallonsused)
>>> mpg = milesdriven / gallonsused
>>> print("Miles per gallon:", mpg)
Miles per gallon: 0.2

But, why can't i define a variable like "miles_driven" with an underscore in my Python Shell ? When I try to define it , the underscore doesn't appear at all and instead I get this result : 
"miles driven" , with no underscore appearing even though I have already typed "_" between "miles" and "driven" ?