  It is well known that a quantum correlated probe can yield better precision
in estimating an unknown parameter than classically possible. However, how such
a quantum probe should be measured remains somewhat elusive. We examine the
role of measurements in quantum metrology by considering two types of readout
strategies: coherent, where all probes are measured simultaneously in an
entangled basis; and adaptive, where probes are measured sequentially, with
each measurement one way conditioned on the prior outcomes. Here we firstly
show that for classically correlated probes the two readout strategies yield
the same precision. Secondly, we construct an example of a noisy multipartite
quantum system where coherent readout yields considerably better precision than
adaptive readout. This highlights a fundamental difference between classical
and quantum parameter estimation. From the practical point of view, our
findings are relevant for the optimal design of precision-measurement quantum
devices.
