We develop the hypothesis that an individual can get some value of information, even if
they do not use the information for his subsequent decision, contrary to the expected utility
theory. Curiosity is associated with the direct utility from information and is defined
formally by using the concept of entropy. We can measure an agent's curiosity level by the
maximum amount of money that he is willing to pay in order to obtain the information
thereby reducing the entropy. We test the hypothesis from lab experiments and obtain the
empirical evidence that people are actually willing to pay a positive amount of money to
obtain payoff-irrelevant information. Also, the comparison of the coefficients of variation
for our curiosity measure and the IPI (Imaginal Processes Inventory) curiosity measure
which is widely used in psychology suggests that our measure is more informative.