Harold Jeffreys' Theory of Probability revisited - Archive ouverte HAL Accéder directement au contenu
Article Dans Une Revue Statistical Science Année : 2009

Harold Jeffreys' Theory of Probability revisited

Résumé

Published nearly seventy years ago, Jeffreys' Theory of Probability (1939) has had a unique impact on the Bayesian community and is now considered to be one of the main classics in Bayesian Statistics as well as the initiator of the objective Bayes school. In particular, its advances on the derivation of noninformative priors as well as on the scaling of Bayes factors have had a lasting impact on the field. However, the book reflects the characteristics of the time, especially in terms of mathematical rigorousness. In this paper, we point out the fundamental aspects of this reference work, especially the thorough coverage of testing problems and the construction of both estimation and testing noninformative priors based on functional divergences. Our major aim here is to help modern readers in navigating in this difficult text and in concentrating on passages that are still relevant today.

Dates et versions

hal-00274631 , version 1 (20-04-2008)

Identifiants

Citer

Nicolas Chopin, Christian Robert, Judith Rousseau. Harold Jeffreys' Theory of Probability revisited. Statistical Science, 2009, 107 (3), pp.141-172. ⟨10.1214/09-STS284⟩. ⟨hal-00274631⟩
179 Consultations
0 Téléchargements

Altmetric

Partager

Gmail Facebook X LinkedIn More