  What is a question? According to Cox a question can be identified with the
set of assertions that constitute possible answers. In this paper we propose a
different approach that combines the notion that questions are requests for
information with the notion that probability distributions represent
uncertainties resulting from lack of information. This suggests that to each
probability distribution one can naturally associate that particular question
which requests the information that is missing and vice-versa. We propose to
represent questions q by probability distributions Next we consider how
questions relate to each other: to what extent is finding the answer to one
question relevant to answering another? A natural measure of relevance is
derived by requiring that it satisfy three desirable features (three axioms).
We find that the relevance of a question q to another question Q turns out to
be the relative entropy S[q,Q] of the corresponding distributions. An
application to statistical physics is briefly considered.
