ABSTRACT

Bayesian methodology would likely not be recognized by the person who is regarded as the founder of the tradition. Thomas Bayes (1702-1761) was a British Presbyterian country minister and amateur mathematician who had a passing interest in what was called inverse probability. Bayes wrote a paper on the subject, but it was never submitted for publication. He died without anyone knowing of its existence. Thomas Price, a friend of Bayes, discovered the paper when going through Bayes’s personal effects. Realizing its importance, he managed to have it published in the Royal Society’s Philosophical Transactions in 1764. The method was only accepted as a curiosity and was largely forgotten until Pierre-Simon Laplace, generally recognized as the leading mathematician worldwide during this period, discovered it several decades later and began to employ its central thesis to problems of probability. However, how Bayes’s inverse probability was employed during this time is quite different from how analysts currently apply it to regression modeling. For those who are interested in the origins of Bayesian thinking, and its relationship to the development of probability and statistics in general, I recommend reading Weisberg (2014) or Mcgrayne (2011).