Our skin reacts to various stimuli that we receive. Since all parts of the human body are controlled by the brain, a relationship should exist among brain and skin activities. This study evaluates the relation among skin and brain activities. As such, we benefited from the information-based analysis. We collected GSR and EEG signals of eight participants in various olfactory stimulations. Accordingly, we ran Shannon entropy-based analysis to evaluate the correlation between the information contents of these two signals. The results showed that the alterations in the complexity of stimulus and the information of GSR and EEG signals are strongly correlated. We also verified the results of the analysis of Shannon entropy of signals by calculating their Hurst exponent to quantify their memory. According to the results, the alterations of the memory of EEG and GSR signals are similar to the alterations of the information of these signals.