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This is an expository essay on information theory for engineers interested in communications, sonar, and radar who have no specialized knowledge of statistical communication theory. The fundamental concepts of information theory, and in particular, quantity of information and channel capacity, are defined and explained in simple terms. These concepts are used to make a quantitative estimate of the performance of several common modulation schemes and to analyze the performance of search and detection systems. The effectiveness of repeated or prolonged observations on detection thresholds and reliability of detection, and the relative performance of coherent and incoherent integration, are explained and illustrated quantitatively.