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December, 1956 On a Measure of the Information Provided by an Experiment
D. V. Lindley
Ann. Math. Statist. 27(4): 986-1005 (December, 1956). DOI: 10.1214/aoms/1177728069

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.

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D. V. Lindley. "On a Measure of the Information Provided by an Experiment." Ann. Math. Statist. 27 (4) 986 - 1005, December, 1956. https://doi.org/10.1214/aoms/1177728069

Information

Published: December, 1956
First available in Project Euclid: 28 April 2007

zbMATH: 0073.14103
MathSciNet: MR83936
Digital Object Identifier: 10.1214/aoms/1177728069

Rights: Copyright © 1956 Institute of Mathematical Statistics

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Vol.27 • No. 4 • December, 1956
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