Jeffreys at the bar

Posted in Books, Statistics with tags , , on February 1, 2010 by xi'an

This morning, I found out, thanks to Steve Stiegler, that the most useful tool in Bayesian statistics, namely…the bar notation for conditioning, as in

$\pi(\theta|x)$,

is due to none but Harold Jeffreys! It was used in his 1931 edition of Scientific Inference … (Surprisingly, you can buy Scientific Inference on amazon.fr, but not on amazon.com!) And, indeed, in Keynes’ A Treatise On Probability, the conditioning is done using slanted bars. So it may be that, despite the influence of his introduction of Bayes factors and non-informative priors on the Bayesian community, his most lasting influence (in probability and statistics at least) remains this notational device!