Information and σ-algebras
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2013
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In this work, we clarify the relationship between the information that an agent receives from a signal, from an experiment or from his own ability to determine the true state of nature that occurs and the information that an agent receives from a σ-algebra. We show that, for countably generated σ-algebras, the larger it is, the larger the information is. The same is true for general σ-algebras after the removal of a negligible set of states.