ABSTRACT
ACT We crii,ically review the state of t,llc art . The concept of statistical infolxii~tion, measures of ir~folmation, their properties and their use, impa.ct, ant1 role in irrference are discussed. New properties are prcscnted along with recent i~pplications and i~~tcrconnections. The existing litrgt: nunher of measures of infornlation or tlivcrgcnce: tht: appalnit fa.ilure of iiriifica.tiori, i.e., coming up with the measure I'or all cases, settings, concepts ancl propertics ant1 tlic rriultitude of applications ~.angir~g frorrr t11c tl-icory of cstirnation t,o U;tyesim ima.l,ysis lend to the cor~clusion that rncasllres of informatiorl will rerr~ain it citse of diversity. The concept of information will cont,ilnle to be intangible.
