This isn’t my copy! When I bought it (circa 1988), the bookstores gave no jacket any longer…

]]>That’s the sign of an old love…

]]>**Andrew:** I had the same reaction as yours and this why I immediately went to check the book. At the bottom of page 63. there is indeed this hand-waving argument about the uniform log-transform for justifying the common occurrence of (the correct) Bendford’ Law on the first significant digit… So Feller got his intuition somehow wrong, not his definition. An interesting mathematical question remains though, which is why the law is so common in data collections. There is a kind of weak “central limit” theorem linked to the product of arbitrary rv’s but this is not satisfactory.

Feller does, however, have one buffonish thing in his book–I can’t remember whether it’s in volume 1 or 2, and my copies are an ocean away–which is an ill-informed and mocking dismissal of Bayesian inference. I can’t imagine that Feller ever thought much about that particular topic, and I imagine he was influenced by some no-nothing colleague. I found it pretty sad to see Feller not only make a mistake, but do it in such a smug way. A lesson for us all, I suppose: if the great Feller could make a fool of himself in this way, so can we.

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