Each parameter ` in an abstract parameter space Θ is associated with a different probability distribution on a set Y . A parameter ` is chosen at random from Θ according to some a priori distribution on Θ, and n conditionally independent random variables Y n = Y 1 ; : : : Yn are observed with common distribution determined by `. We obtain bounds on the mutual information between the random variable Θ, giving the choice of parameter, and the random variable Y n , giving ...