Bayes' Theorem - History

History

Bayes' theorem was named after the Reverend Thomas Bayes (1701–61), who studied how to compute a distribution for the probability parameter of a binomial distribution (in modern terminology). His friend Richard Price edited and presented this work in 1763, after Bayes' death, as An Essay towards solving a Problem in the Doctrine of Chances. The French mathematician Pierre-Simon Laplace reproduced and extended Bayes' results in 1774, apparently quite unaware of Bayes' work. Stephen Stigler suggested in 1983 that Bayes' theorem was discovered by Nicholas Saunderson some time before Bayes. However, this interpretation has been disputed.

Stephen Fienberg describes the evolution from "inverse probability" at the time of Bayes and Laplace, a term still used by Harold Jeffreys (1939), to "Bayesian" in the 1950s. Ironically, Ronald A. Fisher introduced the "Bayesian" label in a derogatory sense.