When did Bayesian inference become “Bayesian”? (English) Zbl 1331.62016

Fienberg, Stephen E.

Bayesian Anal. 1, No. 1, 1-40 (2006).

Summary: 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.

MSC:

62-03	History of statistics
01A50	History of mathematics in the 18th century
62F15	Bayesian inference

Keywords:

Bayes theorem; classical statistical methods; frequentist methods; inverse probability; neo-Bayesian revival; Stigler’s law of eponymy; subjective probability