People often go great lengths to earn a reward—no pain, no gain, as the saying goes. A new study published today in the Proceedings of the Royal Society B suggests that many will also go to great lengths for functionally worthless information, showing a willingness to endure physical pain for information about the value of a monetary reward, even when that information won’t affect its value.

“This study gives us a vivid new window to understand how we motivate ourselves to seek information about our future,” says Ethan Bromberg-Martin, a neuroscientist at the Washington University School of Medicine in St. Louis who wasn’t involved in the study.

Between 2009 and 2015, Bromberg-Martin conducted a set of experiments involving macaque monkeys. He showed that monkeys who received rewards in return for performing a computer-based task in a laboratory were willing to sacrifice part of their reward payout (varying amounts of water) to learn what their future rewards would be—even though doing so made no difference to how much water they actually received in the long run.

The results intrigued Stefan Bode, a psychologist at the University of Melbourne, who became curious about how humans would behave in similar situations. In a series of studies, he demonstrated that people were willing to invest small amounts of money and exert physical effort by squeezing a handheld device to learn the outcome of predetermined lotteries. This knowledge was “noninstrumental,” meaning it could not be used to influence the outcome in any way.

“I got more and more interested in this phenomenon,” Bode says. How far would people go to learn inconsequential information, he wondered? Would they be willing to endure pain?

To find out, Bode showed participants a series of coin flips, in which each side of the coin came with a different, small monetary reward—but the participants weren’t told which side came with which prize. Bode offered them a choice: They could immediately learn the payouts of the different sides in exchange for receiving a brief, painful—but ultimately harmless—flash of heat to their forearm. Crucially, this knowledge had no effect on the outcome of the coin flip, which was random. Participants would earn the same amount of money regardless of whether they knew the values ahead of time.

At the lowest pain setting, participants were willing to endure the flash of heat in about 75% of the trials. Their willingness increased as larger amounts of money were on the line. As the intensity of the heat flash ramped up, fewer and fewer participants were willing to endure it. Still, in nearly half of the trials, participants accepted even the most severe level of pain.

This willingness to endure pain in exchange for noninstrumental information may stem from a deep-seated aversion to uncertainty, Bode says—to the point that some people are willing to go through physical discomfort for a few scraps of solid information. “Not knowing is really painful,” he says.

Tali Sharot, a neuroscientist at University College London, says the experiment demonstrates that information’s value is not always tied to its usefulness. “Humans value information even when they cannot use it to change outcomes,” she says, noting that the value of this information increases when uncertainty is high. “What is striking here is that people are willing to endure pain for such information.”

In the future, Bode plans to continue testing the limits of our desire to avoid uncertainty. For instance, he wants to look at whether people would be willing to undergo not just pain, but also stress, in exchange for noninstrumental information. Additionally, he wants to switch around some of the variables: For instance, if people are about to receive a flash of pain, would they be willing to pay money to find out how severe it will be? Ultimately, Bode says, such studies are designed to tease out the answer to one simple question: “What is information worth?”