## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 27, Number 4 (1956), 879-1212

### On a Measure of the Information Provided by an Experiment

#### Abstract

A measure is introduced of the information provided by an experiment. The measure is derived from the work of Shannon [10] and involves the knowledge prior to performing the experiment, expressed through a prior probability distribution over the parameter space. The measure is used to compare some pairs of experiments without reference to prior distributions; this method of comparison is contrasted with the methods discussed by Blackwell. Finally, the measure is applied to provide a solution to some problems of experimental design, where the object of experimentation is not to reach decisions but rather to gain knowledge about the world.

#### Article information

**Source**

Ann. Math. Statist. Volume 27, Number 4 (1956), 986-1005.

**Dates**

First available: 28 April 2007

**Permanent link to this document**

http://projecteuclid.org/euclid.aoms/1177728069

**JSTOR**

links.jstor.org

**Digital Object Identifier**

doi:10.1214/aoms/1177728069

**Mathematical Reviews number (MathSciNet)**

MR83936

**Zentralblatt MATH identifier**

0073.14103

#### Citation

Lindley, D. V. On a Measure of the Information Provided by an Experiment. The Annals of Mathematical Statistics 27 (1956), no. 4, 986--1005. doi:10.1214/aoms/1177728069. http://projecteuclid.org/euclid.aoms/1177728069.