Open Access
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


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.


Download Citation

D. V. Lindley. "On a Measure of the Information Provided by an Experiment." Ann. Math. Statist. 27 (4) 986 - 1005, December, 1956.


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

Vol.27 • No. 4 • December, 1956
Back to Top