Well, it is an image which has a higer dynamic range of color values (i think), in contrast to other formats which has only 0-255 steps (I think). Any manipulation with HDR images will keep some or all of the HDRI's "contrast value", as the image gets lighter or darker. I think it has something to do with floating points, but I know nothing about it yet

oh, and the HDR image in my experiments, doesnt seem to be really neccessary after all I think. But I guess it is theoretically "better/more accurate", than a tif or a jpeg image to illuminate the scene.