“The Total Evidence Theorem for Probability Kinematics”, 1989-06 (; similar):
L. J. Savage and I. J. Good have each demonstrated that the expected utility of free information [Value of Information] is never negative for a decision maker who updates her degrees of belief by conditionalization on propositions learned for certain.
In this paper Good’s argument is generalized to show the same result for a decision maker who updates her degrees of belief on the basis of uncertain information by Richard Jeffrey’s probability kinematics.
The Savage/Good result is shown to be a special case of the more general result.