## Theory of Probability revisited

**L**ast year, I gave an advanced graduate course at **CREST** about Jeffreys’ ** Theory of Probability**, where I tried to present the many advances contained in the book using modern concepts and notations. With Judith Rousseau and Nicolas Chopin who attended the course, we then decided to make a paper of those notes, because we thought [and think] that (a) this book was truly foundational for the field of Bayesian statistics and (b) a guide to the most relevant parts could be useful to get over the idiosyncrasies of a book published in 1939, that is, seventy years ago… Here are the slides of that course (

**Warning:**huge file!)

**T**he paper was submitted to ** Statistical Science** and it (surprisingly) came back with very minimal requests for changes, which is great of course! We have now resubmitted the revised version, also posted on

*arXiv*. Hopefully, the paper will be discussed as well and the discussion will make Jeffreys’ book even more appealing for new readers. Hopefully, contributors will also attend the Jeffreys’ session I am organising at the

**meeting next June. It would be nice also if the paper could appear in the 2009 volume of**

*O’Bayes 09***, in order to make it a nice 70th anniversary celebration for this still relevant book. Next year, I may try re-reading and teaching Keynes’**

*Statistical Science**.*

**A Treatise On Probability***Related*

This entry was posted on April 4, 2009 at 12:43 am and is filed under Books, Statistics, University life with tags Bayesian statistics, book review, graduate course, Jeffreys, slides. You can follow any responses to this entry through the RSS 2.0 feed. You can leave a response, or trackback from your own site.

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August 24, 2011 at 11:17 am

[…] makes me reflect on lectures from the past years, from those on the diverse notions of probability (Jeffreys, Keynes, von Mises, and Burdzy) to those on scientific discovery (mostly Seber‘s, and the […]

July 2, 2010 at 12:08 am

[…] Following the two past PhD courses on Jeffreys‘ Theory of Probability and Keynes‘ Treatise On Probability, I will propose next year a […]

January 20, 2010 at 12:44 am

[…] Jeffreys’ Theory of Probability Our paper with Nicolas Chopin and Judith Rousseau, Harold Jeffreys’s Theory of Probability Revisited, has now appeared in Statistical Science, 2009, Vol. 24, No. 2, 141-172, along with six discussions […]