Bayesian Analysis

When did Bayesian inference become "Bayesian"?

Stephen E. Fienberg

Abstract

While Bayes' theorem has a 250-year history, and the method of inverse probability that flowed from it dominated statistical thinking into the twentieth century, the adjective "Bayesian" was not part of the statistical lexicon until relatively recently. This paper provides an overview of key Bayesian developments, beginning with Bayes' posthumously published 1763 paper and continuing up through approximately 1970, including the period of time when "Bayesian" emerged as the label of choice for those who advocated Bayesian methods.

Article information

Source
Bayesian Anal. Volume 1, Number 1 (2006), 1-40.

Dates
First available in Project Euclid: 22 June 2012

http://projecteuclid.org/euclid.ba/1340371071

Digital Object Identifier
doi:10.1214/06-BA101

Mathematical Reviews number (MathSciNet)
MR2227361

Citation

Fienberg, Stephen E. When did Bayesian inference become "Bayesian"?. Bayesian Anal. 1 (2006), no. 1, 1--40. doi:10.1214/06-BA101. http://projecteuclid.org/euclid.ba/1340371071.

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