Imagine a table with a large number of objects of different colors, shapes, weights, sizes, flavors, smells … I’ll think of one of the objects and I’ll challenge you to guess it. You are allowed to ask what is the object’s color, or maybe its shape, which side of the table it is located or any other characteristic until you finally guess it. Which characteristic should you ask about first?

The purpose of this lecture is to discuss, in a mathematically precise way, how to measure the value of information, leading up to the notion of entropy, and to show how it can be used to gauge how much information you should expect to get with each question in the above game, and also in games such as “twenty questions” or “Mastermind.”