Wednesday, October 2, 2013

The True Title of Bayes's Essay

As someone whose Ph.D. dissertation was in the area of Bayesian Econometrics, I was fascinated to read this recent paper by Stephen Stigler: "The True Title of Bayes's Essay". It appeared this month in Statistical Science, 2013, vol. 28(3), 283-288.

The abstract of the paper is succinct, but very clear:
"New evidence is presented that Richard Price gave Thomas Bayes's famous essay a very different title from the commonly reported one. It is argued that this implies Price almost surely and Bayes not improbably embarked upon this work seeking a defensive tool to combat David Hume on an issue in theology."
So, it wasn't just intended to provide a painful experience for those being introduced to probability theory for the first time, after all!

Here's the first page of Stigler's paper (please excuse the poor quality of the image):

Bayes's essay is usually reported to have been titled, " An Essay Toward Solving a Problem in the Doctrine of Chances". In fact it seems that the title selected by Richard Price, when he arranged for the posthumous publication of Bayes's work, was actually "A Method of Calculating the Exact Probability of all Conclusions Founded on Induction".

I just love the concluding passage of Stigler's paper:
"The choice Price made for the offprint title does not directly come from the text of the printed paper - similar words can be found there but none that make so all-encompassing a claim, a claim that even a charitable reading of the paper would, strictly speaking, not support. But the new title would better support the case against Hume, and Price may also have seen the need for a more informative title, lest the work sink without a trace. Even with his bold choice, that is pretty well what did happen, for it was only in the twentieth century that Bayes was, like the bones of an ancient dinosaur, unearthed, dissected and put on prominent display for all to admire."
In case you weren't aware, Stephen Stigler is arguably the foremost authority on the history of statistics. And you've probably heard of his father - the late George Stigler.

© 2013, David E. Giles

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