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Theory of Probability (Oxford science publications) [Paperback]

Sir Harold Jeffreys


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Harold Jeffreys
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Another title in the reissued Oxford Classic Texts in the Physical Sciences series, Jeffrey's Theory of Probability, first published in 1939, was the first to develop a fundamental theory of scientific inference based on the ideas of Bayesian statistics. His ideas were way ahead of their time and it is only in the past ten years that the subject of Bayes' factors has been significantly developed and extended. Until recently the two schools of statistics (Bayesian and Frequentist) were distinctly different and set apart. Recent work (aided by increased computer power and availability) has changed all that and today's graduate students and researchers all require an understanding of Bayesian ideas. This book is their starting point. --This text refers to an alternate Paperback edition.

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Amazon.com:  3 reviews
5 of 15 people found the following review helpful
Not for uninitiated 12 Aug 2006
By Mr. Zinovy Shekhtman - Published on Amazon.com
Format:Paperback
If you are looking for a textbook you can use to learn statistical methods, this is not the one. The book is most useful for scientists experienced in applying the methods of statistics, who want to sharpen their mathematical apparatus to put their research on a firm foundation. The level of mathematical knowledge required to read the book is not very high but quite demanding as in many cases lots of intermediary calculations are left to the reader, so to properly read the book you have to have a pen and paper to follow the derivation of formulae.
7 of 22 people found the following review helpful
No,Keynes never changed his mind about partial prob. orders 6 Aug 2004
By Michael Emmett Brady - Published on Amazon.com
Format:Paperback
Jeffreys(J)does an excellent job in laying down a foundation for statistical inference based on a logical theory of probability.However,(J)appears not to have carefully read Keynes's A Treatise on Probability(1921),especially chapters 8,29,30,31 and 32.J appears not to have understood the generality of Keynes's approach.In the physical and life sciences,where one is dealing with evidence which is homogeneous and where every particle,electron,cell,molecule,gene or chromesome,etc.,is identical or practically identical to every other particle,electron,etc.,the only relevant evidence is statistical or frequency evidence.In such cases,Keynes's logical approach will give the same answer as Jeffreys would give.Keynes gave two other useful suggestions that were overlooked by J.The first was that the data pass a Lexis Q test for stability(satisfy the law of large numbers strictly).The second was Keynes's recommendation about using the Chebyshev Inequality as a lower bound on statistical estimates if the required assumptions necessary to assume a normal probability distribution were not met.J never understood that the very general axiomatic foundation that Keynes laid out in Chapter 12 of the TP applied to both precise and imprecise(partially ordered )probabilities.Keynes never claimed that the probabilities of scientific endeavor were partially ordered.Keynes did recognize,however, that the probabilities of the social sciences,liberal arts,economics,business,education and every day practical decision making were,in general,partially ordered.Finally ,J's claim ,in his introduction ,that Keynes withdrew his claim that most probabilities are inexact and indefinite,requiring two real numbers to specify the probability relation instead of one,in a 1931 New Statesman and Nation article reviewing Ramsey's collected essays,does not have a shred of evidence to support it.This type of offhand comment makes no sense as it would require Keynes to give up his general logical theory of probability in order to accept Ramsey's very special and narrow theory of probability.
3 of 36 people found the following review helpful
it is a great theory and it is a great book. 26 Feb 2002
By Wei Qiu - Published on Amazon.com
Format:Paperback
I think bayesian theory will be used inevery fields of our life in the future.

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