  This paper considers the problem of guessing the realization of a finite
alphabet source when some side information is provided. The only knowledge the
guesser has about the source and the correlated side information is that the
joint source is one among a family. A notion of redundancy is first defined and
a new divergence quantity that measures this redundancy is identified. This
divergence quantity shares the Pythagorean property with the Kullback-Leibler
divergence. Good guessing strategies that minimize the supremum redundancy
(over the family) are then identified. The min-sup value measures the richness
of the uncertainty set. The min-sup redundancies for two examples - the
families of discrete memoryless sources and finite-state arbitrarily varying
sources - are then determined.
