Friday, May 8, 2015

Edwards on Fisher (2005)

In his discussion of Fisher's 1925 book Statistical Methods for Research Workers, Edwards writes:
It was not until 1950 that the word ‘Bayesian’ was coined, by Fisher himself, to refer to inverse probability (p. 862)
Can this really be true? To be sure, "inverse probability" was the more common term before 1950, but was "Bayesian" really never used, at all?

I thought this claim would not stand up to 30 seconds of googling, but I was wrong. The only reference I've found so far is from the bibliography in Jimmy Savage's Lecture Notes on Mathematical Statistics, which includes the following item:
Jeffreys, Harold. Theory of Probability. New York: Oxford University Press, 1939. 380 pp. A highly controversial book on the philosophical foundations of statistics by the most foremost modern exponent of the Bayesian heresy. Examples largely from geophysics.
I don't have access to Savage's book here, so I can't vouch for the year of publication, but Amazon, WorldCat, Google Books, and a few other resources all give the date as 1947.

If that's true, then the word "Bayesian" was used at least once before 1950. But one is certainly not a crowd.

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