Thomas Bayes ( ; 1701 7 April 1761
) was an English
statistician
A statistician is a person who works with theoretical or applied statistics. The profession exists in both the private and public sectors.
It is common to combine statistical knowledge with expertise in other subjects, and statisticians may wor ...
,
philosopher
A philosopher is a person who practices or investigates philosophy. The term ''philosopher'' comes from the grc, φιλόσοφος, , translit=philosophos, meaning 'lover of wisdom'. The coining of the term has been attributed to the Greek th ...
and
Presbyterian minister
Presbyterian (or presbyteral) polity is a method of church governance ("ecclesiastical polity") typified by the rule of assemblies of presbyters, or elders. Each local church is governed by a body of elected elders usually called the session or ...
who is known for formulating a specific case of the theorem that bears his name:
Bayes' theorem
In probability theory and statistics, Bayes' theorem (alternatively Bayes' law or Bayes' rule), named after Thomas Bayes, describes the probability of an event, based on prior knowledge of conditions that might be related to the event. For examp ...
. Bayes never published what would become his most famous accomplishment; his notes were edited and published posthumously by
Richard Price
Richard Price (23 February 1723 – 19 April 1791) was a British moral philosopher, Nonconformist minister and mathematician. He was also a political reformer, pamphleteer, active in radical, republican, and liberal causes such as the French ...
.
Biography
Thomas Bayes was the son of London Presbyterian minister
Joshua Bayes
Joshua Bayes (1671–1746) was an English Nonconformist (Protestantism), Nonconformist minister.
Life
Bayes was son of the Rev. Samuel Bayes, who was ejected by the Act of Uniformity of 1662 from a living in Derbyshire, and after 1662 lived at Man ...
, and was possibly born in
Hertfordshire
Hertfordshire ( or ; often abbreviated Herts) is one of the home counties in southern England. It borders Bedfordshire and Cambridgeshire to the north, Essex to the east, Greater London to the south, and Buckinghamshire to the west. For govern ...
. He came from a prominent
nonconformist
Nonconformity or nonconformism may refer to:
Culture and society
* Insubordination, the act of willfully disobeying an order of one's superior
*Dissent, a sentiment or philosophy of non-agreement or opposition to a prevailing idea or entity
** ...
family from
Sheffield
Sheffield is a city status in the United Kingdom, city in South Yorkshire, England, whose name derives from the River Sheaf which runs through it. The city serves as the administrative centre of the City of Sheffield. It is Historic counties o ...
. In 1719, he enrolled at the
University of Edinburgh
The University of Edinburgh ( sco, University o Edinburgh, gd, Oilthigh Dhùn Èideann; abbreviated as ''Edin.'' in post-nominals) is a public research university based in Edinburgh, Scotland. Granted a royal charter by King James VI in 15 ...
to study
logic
Logic is the study of correct reasoning. It includes both formal and informal logic. Formal logic is the science of deductively valid inferences or of logical truths. It is a formal science investigating how conclusions follow from premises ...
and theology. On his return around 1722, he assisted his father at the latter's chapel in London before moving to
Tunbridge Wells
Royal Tunbridge Wells is a town in Kent, England, southeast of central London. It lies close to the border with East Sussex on the northern edge of the Weald, High Weald, whose sandstone geology is exemplified by the rock formation High Roc ...
, Kent, around 1734. There he was minister of the Mount Sion Chapel, until 1752.
He is known to have published two works in his lifetime, one theological and one mathematical:
#''Divine Benevolence, or an Attempt to Prove That the Principal End of the Divine Providence and Government is the Happiness of His Creatures'' (1731)
#''An Introduction to the Doctrine of Fluxions, and a Defence of the Mathematicians Against the Objections of the Author of The Analyst'' (published anonymously in 1736), in which he defended the logical foundation of
Isaac Newton
Sir Isaac Newton (25 December 1642 – 20 March 1726/27) was an English mathematician, physicist, astronomer, alchemist, theologian, and author (described in his time as a "natural philosopher"), widely recognised as one of the grea ...
's
calculus
Calculus, originally called infinitesimal calculus or "the calculus of infinitesimals", is the mathematical study of continuous change, in the same way that geometry is the study of shape, and algebra is the study of generalizations of arithm ...
("fluxions") against the criticism by
George Berkeley
George Berkeley (; 12 March 168514 January 1753) – known as Bishop Berkeley (Bishop of Cloyne of the Anglican Church of Ireland) – was an Anglo-Irish philosopher whose primary achievement was the advancement of a theory he called "immate ...
, a bishop and noted philosopher, the author of ''
The Analyst''
Bayes was elected as a
Fellow of the Royal Society
Fellowship of the Royal Society (FRS, ForMemRS and HonFRS) is an award granted by the judges of the Royal Society of London to individuals who have made a "substantial contribution to the improvement of natural science, natural knowledge, incl ...
in 1742. His nomination letter was signed by
Philip Stanhope Philip Stanhope may refer to:
* Philip Stanhope (Royalist officer) (died 1645), English Civil War Royalist colonel
* Philip Stanhope, 1st Earl of Chesterfield (1584–1656), English peer
* Philip Stanhope, 2nd Earl of Chesterfield (1634–1 ...
,
Martin Folkes
Martin Folkes PRS FRS (29 October 1690 – 28 June 1754), was an English antiquary, numismatist, mathematician, and astronomer.
Life
Folkes was born in Westminster on 29 October 1690, the eldest son of Martin Folkes, councillor at Law.Albe ...
,
James Burrow,
Cromwell Mortimer
Cromwell Mortimer FRS (June 1702 – 7 January 1752) was a British physician, antiquary and second secretary of the Royal Society from 1730 to 1752.
Early life
Mortimer was the second son of John Mortimer of Topping Hall in Hatfield Peverel, Ess ...
, and
John Eames
John Eames (2 February 1686 – 29 June 1744) was an English Dissenting tutor.
Life
Eames was born in London on 2 February 1686. He was admitted to Merchant Taylors' School on 10 March 1696–7, and was subsequently trained for the dissenting m ...
. It is speculated that he was accepted by the society on the strength of the ''Introduction to the Doctrine of Fluxions'', as he is not known to have published any other mathematical work during his lifetime.
In his later years he took a deep interest in probability. Historian
Stephen Stigler
Stephen Mack Stigler (born August 10, 1941) is Ernest DeWitt Burton Distinguished Service Professor at the Department of Statistics of the University of Chicago. He has authored several books on the history of statistics; he is the son of the e ...
thinks that Bayes became interested in the subject while reviewing a work written in 1755 by
Thomas Simpson
Thomas Simpson Fellow of the Royal Society, FRS (20 August 1710 – 14 May 1761) was a British mathematician and inventor known for the :wikt:eponym, eponymous Simpson's rule to approximate definite integrals. The attribution, as often in mathe ...
,
but
George Alfred Barnard
George Alfred Barnard (23 September 1915 – 9 August 2002) was a British statistician known particularly for his work on the foundations of statistics and on quality control.
Biography
George Barnard was born in Walthamstow, London ...
thinks he learned mathematics and probability from a book by
Abraham de Moivre
Abraham de Moivre FRS (; 26 May 166727 November 1754) was a French mathematician known for de Moivre's formula, a formula that links complex numbers and trigonometry, and for his work on the normal distribution and probability theory.
He moved ...
. Others speculate he was motivated to rebut
David Hume
David Hume (; born David Home; 7 May 1711 NS (26 April 1711 OS) – 25 August 1776) Cranston, Maurice, and Thomas Edmund Jessop. 2020 999br>David Hume" ''Encyclopædia Britannica''. Retrieved 18 May 2020. was a Scottish Enlightenment philo ...
's argument against believing in miracles on the evidence of testimony in ''
An Enquiry Concerning Human Understanding''. His work and findings on probability theory were passed in manuscript form to his friend
Richard Price
Richard Price (23 February 1723 – 19 April 1791) was a British moral philosopher, Nonconformist minister and mathematician. He was also a political reformer, pamphleteer, active in radical, republican, and liberal causes such as the French ...
after his death.
By 1755 he was ill and by 1761 had died in Tunbridge Wells. He was buried in
Bunhill Fields
Bunhill Fields is a former burial ground in central London, in the London Borough of Islington, just north of the City of London. What remains is about in extent and the bulk of the site is a public garden maintained by the City of London Cor ...
burial ground in Moorgate, London, where many
nonconformist
Nonconformity or nonconformism may refer to:
Culture and society
* Insubordination, the act of willfully disobeying an order of one's superior
*Dissent, a sentiment or philosophy of non-agreement or opposition to a prevailing idea or entity
** ...
s lie.
In 2018, the
University of Edinburgh
The University of Edinburgh ( sco, University o Edinburgh, gd, Oilthigh Dhùn Èideann; abbreviated as ''Edin.'' in post-nominals) is a public research university based in Edinburgh, Scotland. Granted a royal charter by King James VI in 15 ...
opened a £45 million research centre connected to its informatics department named after its alumnus, Bayes.
In April 2021, it was announced that
Cass Business School
Bayes Business School, formerly known as Cass Business School, is the business school of City, University of London, located in St Luke's, just to the north of the City of London. It was established in 1966, and it is consistently ranked as one ...
, whose
City of London
The City of London is a city, ceremonial county and local government district that contains the historic centre and constitutes, alongside Canary Wharf, the primary central business district (CBD) of London. It constituted most of London fr ...
campus is on
Bunhill Row, was to be renamed after Bayes.
Bayes' theorem
Bayes's solution to a problem of
inverse probability
In probability theory, inverse probability is an obsolete term for the probability distribution of an unobserved variable.
Today, the problem of determining an unobserved variable (by whatever method) is called inferential statistics, the method o ...
was presented in ''
An Essay towards solving a Problem in the Doctrine of Chances
''An Essay towards solving a Problem in the Doctrine of Chances'' is a work on the mathematical theory of probability by Thomas Bayes, published in 1763, two years after its author's death, and containing multiple amendments and additions due to h ...
'', which was read to the
Royal Society
The Royal Society, formally The Royal Society of London for Improving Natural Knowledge, is a learned society and the United Kingdom's national academy of sciences. The society fulfils a number of roles: promoting science and its benefits, re ...
in 1763 after Bayes's death.
Richard Price
Richard Price (23 February 1723 – 19 April 1791) was a British moral philosopher, Nonconformist minister and mathematician. He was also a political reformer, pamphleteer, active in radical, republican, and liberal causes such as the French ...
shepherded the work through this presentation and its publication in the ''Philosophical Transactions of the Royal Society of London'' the following year. This was an argument for using a uniform prior distribution for a binomial parameter and not merely a general postulate. This essay gives the following theorem (stated here in present-day terminology).
Suppose a quantity ''R'' is uniformly distributed between 0 and 1. Suppose each of ''X''1, ..., ''X''''n'' is equal to either 1 or 0 and the conditional probability
In probability theory, conditional probability is a measure of the probability of an event occurring, given that another event (by assumption, presumption, assertion or evidence) has already occurred. This particular method relies on event B occur ...
that any of them is equal to 1, given the value of ''R'', is ''R''. Suppose they are conditionally independent
In probability theory, conditional independence describes situations wherein an observation is irrelevant or redundant when evaluating the certainty of a hypothesis. Conditional independence is usually formulated in terms of conditional probabil ...
given the value of ''R''. Then the conditional probability distribution of ''R'', given the values of ''X''1, ..., ''X''''n'', is
:
Thus, for example,
:
This is a special case of
Bayes' theorem
In probability theory and statistics, Bayes' theorem (alternatively Bayes' law or Bayes' rule), named after Thomas Bayes, describes the probability of an event, based on prior knowledge of conditions that might be related to the event. For examp ...
.
In the first decades of the eighteenth century, many problems concerning the probability of certain events, given specified conditions, were solved. For example: given a specified number of white and black balls in an urn, what is the probability of drawing a black ball? Or the converse: given that one or more balls has been drawn, what can be said about the number of white and black balls in the urn? These are sometimes called "
inverse probability
In probability theory, inverse probability is an obsolete term for the probability distribution of an unobserved variable.
Today, the problem of determining an unobserved variable (by whatever method) is called inferential statistics, the method o ...
" problems.
Bayes's ''Essay'' contains his solution to a similar problem posed by
Abraham de Moivre
Abraham de Moivre FRS (; 26 May 166727 November 1754) was a French mathematician known for de Moivre's formula, a formula that links complex numbers and trigonometry, and for his work on the normal distribution and probability theory.
He moved ...
, author of ''
The Doctrine of Chances
''The Doctrine of Chances'' was the first textbook on probability theory, written by 18th-century French mathematician Abraham de Moivre and first published in 1718.. De Moivre wrote in English because he resided in England at the time, having ...
'' (1718).
In addition, a paper by Bayes on
asymptotic series In mathematics, an asymptotic expansion, asymptotic series or Poincaré expansion (after Henri Poincaré) is a formal series of functions which has the property that truncating the series after a finite number of terms provides an approximation to ...
was published posthumously.
Bayesianism
Bayesian probability
Bayesian probability is an Probability interpretations, interpretation of the concept of probability, in which, instead of frequentist probability, frequency or propensity probability, propensity of some phenomenon, probability is interpreted as re ...
is the name given to several related interpretations of
probability
Probability is the branch of mathematics concerning numerical descriptions of how likely an Event (probability theory), event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and ...
as an amount of epistemic confidence – the strength of beliefs, hypotheses etc. – rather than a frequency. This allows the application of probability to all sorts of propositions rather than just ones that come with a reference class. "Bayesian" has been used in this sense since about 1950. Since its rebirth in the 1950s, advancements in computing technology have allowed scientists from many disciplines to pair traditional Bayesian statistics with
random walk
In mathematics, a random walk is a random process that describes a path that consists of a succession of random steps on some mathematical space.
An elementary example of a random walk is the random walk on the integer number line \mathbb Z ...
techniques. The use of the
Bayes theorem
In probability theory and statistics, Bayes' theorem (alternatively Bayes' law or Bayes' rule), named after Thomas Bayes, describes the probability of an event, based on prior knowledge of conditions that might be related to the event. For examp ...
has been extended in science and in other fields.
Bayes himself might not have embraced the broad interpretation now called Bayesian, which was in fact pioneered and popularised by
Pierre-Simon Laplace
Pierre-Simon, marquis de Laplace (; ; 23 March 1749 – 5 March 1827) was a French scholar and polymath whose work was important to the development of engineering, mathematics, statistics, physics, astronomy, and philosophy. He summarized ...
;
[Stigler, Stephen M. (1986) ''The history of statistics.'', Harvard University press. pp 97–98, 131.] it is difficult to assess Bayes's philosophical views on probability, since his essay does not go into questions of interpretation. There, Bayes defines ''probability'' of an event as "the ratio between the value at which an expectation depending on the happening of the event ought to be computed, and the value of the thing expected upon its happening" (Definition 5). In modern
utility
As a topic of economics, utility is used to model worth or value. Its usage has evolved significantly over time. The term was introduced initially as a measure of pleasure or happiness as part of the theory of utilitarianism by moral philosopher ...
theory, the same definition would result by rearranging the definition of expected utility (the probability of an event times the payoff received in case of that event – including the special cases of buying risk for small amounts or buying security for big amounts) to solve for the probability. As Stigler points out,
this is a subjective definition, and does not require repeated events; however, it does require that the event in question be observable, for otherwise it could never be said to have "happened". Stigler argues that Bayes intended his results in a more limited way than modern Bayesians. Given Bayes's definition of probability, his result concerning the parameter of a
binomial distribution
In probability theory and statistics, the binomial distribution with parameters ''n'' and ''p'' is the discrete probability distribution of the number of successes in a sequence of ''n'' independent experiments, each asking a yes–no quest ...
makes sense only to the extent that one can bet on its observable consequences.
The philosophy of Bayesian statistics is at the core of almost every modern estimation approach that includes conditioned probabilities, such as sequential estimation, probabilistic machine learning techniques, risk assessment, simultaneous localization and mapping, regularization or information theory. The rigorous axiomatic framework for probability theory as a whole, however, was developed 200 years later during the early and middle 20th century, starting with insightful results in
ergodic theory
Ergodic theory (Greek: ' "work", ' "way") is a branch of mathematics that studies statistical properties of deterministic dynamical systems; it is the study of ergodicity. In this context, statistical properties means properties which are expres ...
by
Plancherel in 1913.
See also
*
Alison Gopnik
Alison Gopnik (born June 16, 1955) is an American professor of psychology and affiliate professor of philosophy at the University of California, Berkeley. She is known for her work in the areas of cognitive and language development, specializing ...
*
Bayesian epistemology
Bayesian epistemology is a formal approach to various topics in epistemology that has its roots in Thomas Bayes' work in the field of probability theory. One advantage of its formal method in contrast to traditional epistemology is that its concep ...
*
Bayesian inference
Bayesian inference is a method of statistical inference in which Bayes' theorem is used to update the probability for a hypothesis as more evidence or information becomes available. Bayesian inference is an important technique in statistics, a ...
*
Bayesian network
A Bayesian network (also known as a Bayes network, Bayes net, belief network, or decision network) is a probabilistic graphical model that represents a set of variables and their conditional dependencies via a directed acyclic graph (DAG). Bay ...
*
Bayesian statistics
Bayesian statistics is a theory in the field of statistics based on the Bayesian interpretation of probability where probability expresses a ''degree of belief'' in an event. The degree of belief may be based on prior knowledge about the event, ...
*
Development of doctrine
Development of doctrine is a term used by John Henry Newman and other theologians influenced by him to describe the way Catholic teaching has become more detailed and explicit over the centuries, while later statements of doctrine remain consiste ...
* ''
Grammar of Assent
''An Essay in Aid of a Grammar of Assent'' (commonly abbreviated to the last three words) is John Henry Newman's seminal book on the philosophy of faith."NEWMAN, John Henry", in ''Chambers Biographical Dictionary'' (1990), Edinburgh: Chambers. ...
''
*
Judea Pearl
Judea Pearl (born September 4, 1936) is an Israeli-American computer scientist and philosopher, best known for championing the probabilistic approach to artificial intelligence and the development of Bayesian networks (see the article on belief ...
*
List of things named after Thomas Bayes
*
Probabiliorism
In Catholic moral theology, probabilism provides a way of answering the question about what to do when one does not know what to do. Probabilism proposes that one can follow an authoritative opinion regarding whether an act may be performed moral ...
*
Theory-theory The theory-theory (or theory theory) is a scientific theory relating to the human development of understanding about the outside world. This theory asserts that individuals hold a basic or 'naïve' theory of psychology ("folk psychology") to infer t ...
Notes
References
Citations
Sources
* Thomas Bayes,
An essay towards solving a Problem in the Doctrine of Chances. Bayes's essay in the original notation.
* Thomas Bayes, 1763,
An essay towards solving a Problem in the Doctrine of Chances. Bayes's essay as published in the Philosophical Transactions of the Royal Society of London, Vol. 53, p. 370, on Google Books.
* Thomas Bayes, 1763,
A letter to John Canton" ''Phil. Trans. Royal Society London'' 53: 269–71.
* D. R. Bellhouse,.
* D. R. Bellhouse, 2004,
The Reverend Thomas Bayes, FRS: A Biography to Celebrate the Tercentenary of His Birth" ''Statistical Science'' 19 (1): 3–43.
*
F. Thomas Bruss (2013), "250 years of 'An Essay towards solving a Problem in the Doctrine of Chance. By the late Rev. Mr. Bayes, communicated by Mr. Price, in a letter to John Canton, A. M. F. R. S.' ", , Jahresbericht der Deutschen Mathematiker-Vereinigung, Springer Verlag, Vol. 115, Issue 3–4 (2013), 129–133.
* Dale, Andrew I. (2003.) "Most Honourable Remembrance: The Life and Work of Thomas Bayes". . Springer, 2003.
* ____________. "An essay towards solving a problem in the doctrine of chances" in
Grattan-Guinness, I., ed., ''Landmark Writings in Western Mathematics''. Elsevier: 199–207. (2005).
* Michael Kanellos
"18th-century theory is new force in computing"CNET News, 18 February 2003.
* McGrayne, Sharon Bertsch. (2011). ''The Theory That Would Not Die: How Bayes's Rule Cracked The Enigma Code, Hunted Down Russian Submarines, & Emerged Triumphant from Two Centuries of Controversy.'' New Haven: Yale University Press.
OCLC 670481486*
Stigler, Stephen M.br>
"Thomas Bayes's Bayesian Inference,"''
Journal of the Royal Statistical Society
The ''Journal of the Royal Statistical Society'' is a peer-reviewed scientific journal of statistics. It comprises three series and is published by Wiley for the Royal Statistical Society.
History
The Statistical Society of London was founded ...
'', Series A, 145:250–258, 1982.
* ____________. "Who Discovered Bayes's Theorem?" ''The American Statistician'', 37(4):290–296, 1983.
External links
The will of Thomas Bayes 1761Author profilein the database
zbMATH
zbMATH Open, formerly Zentralblatt MATH, is a major reviewing service providing reviews and abstracts for articles in pure mathematics, pure and applied mathematics, produced by the Berlin office of FIZ Karlsruhe – Leibniz Institute for Informa ...
* Full text o
Divine Benevolence: Or, An Attempt to Prove that the Principal End of the Divine Providence and Government is the Happiness of His Creatures...* Full text o
An Introduction to the Doctrine of Fluxions, And Defence of the Mathematicians Against the Objections of the Author of the Analyst, So Far as They are Designed to Affect Their General Methods of Reasoning
{{DEFAULTSORT:Bayes, Thomas
1701 births
1761 deaths
18th-century English mathematicians
18th-century English non-fiction writers
18th-century essayists
18th-century philosophers
18th-century Presbyterian ministers
Alumni of the University of Edinburgh
Bayesian statisticians
Burials at Bunhill Fields
English Christians
English male non-fiction writers
English philosophers
English Presbyterian ministers
English statisticians
Epistemologists
Fellows of the Royal Society
Mathematicians from London
People from Royal Tunbridge Wells
Philosophers of mathematics
Philosophers of religion
Probability theorists
Rationality theorists