ABSTRACT
Frequentists and their guru Ronald Fisher have long persecuted those who, to their eyes, were merely an obscure sect. For two centuries, the few Bayesian believers had to act in secret and did not dare to publicly confess their heretic convictions. Forbidden by frequentists, While the religious metaphor does not help to promote Bayesianism, the history of Bayesianism really is as fascinating as the history of religions. Interestingly, it also yields a great insight into the history of science. This chapter explores of the fascinating back alleys of the history of Bayesianism. And to do so, it’s worth making a detour by the 17th century, when Blaise Pascal and Pierre de Fermat finally attempted the mathematization of the concept of probability. One of the difficulties that Laplace had to face in his astronomy research was the imprecision of the observational data he had to work with.
