Thomas Bayes

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Thomas Bayes
Portrait used of Bayes in a 1936 book,[1] but it is doubtful whether the portrait is actually of him.[2] No earlier portrait or claimed portrait survives.
Bornc. 1701
London, England
Died7 April 1761(1761-04-07) (aged 59)
Tunbridge Wells, Kent, England
NationalityEnglish
Known forBayes' theorem
Signature

Thomas Bayes (/ˈbeɪz/; c. 1701 – 7 April 1761)[2][3][note a] was an English statistician, philosopher and Presbyterian minister who is known for having formulated a specific case of the theorem that bears his name: Bayes' theorem. Bayes never published what would eventually become his most famous accomplishment; his notes were edited and published after his death by Richard Price.[4]

Biography

Thomas Bayes was the son of London Presbyterian minister Joshua Bayes,[5] and was possibly born in Hertfordshire.[6] He came from a prominent nonconformist family from Sheffield. In 1719, he enrolled at the University of Edinburgh to study logic and theology. On his return around 1722, he assisted his father at the latter's chapel in London before moving to Tunbridge Wells, Kent, around 1734. There he was minister of the Mount Sion chapel, until 1752.[7]

He is known to have published two works in his lifetime, one theological and one mathematical:

  1. Divine Benevolence, or an Attempt to Prove That the Principal End of the Divine Providence and Government is the Happiness of His Creatures (1731)
  2. 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's calculus ("fluxions") against the criticism of George Berkeley, author of The Analyst

It is speculated that Bayes was elected as a Fellow of the Royal Society in 1742[8] on the strength of the Introduction to the Doctrine of Fluxions, as he is not known to have published any other mathematical works during his lifetime.

In his later years he took a deep interest in probability. Professor Stephen Stigler, historian of statistical science, thinks that Bayes became interested in the subject while reviewing a work written in 1755 by Thomas Simpson,[9] but George Alfred Barnard thinks he learned mathematics and probability from a book by Abraham de Moivre.[10] His work and findings on probability theory were passed in manuscript form to his friend Richard Price after his death.

Monument to members of the Bayes and Cotton families, including Thomas Bayes and his father Joshua, in Bunhill Fields burial ground

By 1755 he was ill and by 1761 had died in Tunbridge Wells. He was buried in Bunhill Fields burial ground in Moorgate, London, where many nonconformists lie.

Bayes' theorem

Main article: Bayes' theorem

Bayes' solution to a problem of inverse probability was presented in "An Essay towards solving a Problem in the Doctrine of Chances" which was read to the Royal Society in 1763 after Bayes' death. Richard Price 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.[11] This essay contains a statement of a special case of Bayes' theorem.

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" problems.

Bayes' "Essay" contains his solution to a similar problem posed by Abraham de Moivre, author of The Doctrine of Chances (1718).

In addition, a paper by Bayes on asymptotic series was published posthumously.

Bayesianism

Bayesian probability is the name given to several related interpretations of probability, which have in common the notion of probability as something like a partial belief, 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 techniques. The use of the Bayes theorem has been extended in science and in other fields.[12]

Bayes himself might not have embraced the broad interpretation now called Bayesian. Mathematician Pierre-Simon Laplace pioneered and popularised what is now called Bayesian probability.[13] 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 as follows (Definition 5).

The probability of any event is 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

In modern utility theory, expected utility can (with qualifications, because buying risk for small amounts or buying security for big amounts also happen) be taken as the probability of an event times the payoff received in case of that event. Rearranging that to solve for the probability, Bayes's definition results. As Stigler points out,[9] 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 makes sense only to the extent that one can bet on its observable consequences.

See also

Part of a series on
Bayesian statistics
Posterior = Likelihood × Prior ÷ Evidence
Background
Model building
Posterior approximation
Estimators
Evidence approximation
Model evaluation
  • List of things named after Thomas Bayes
  • Bayesian inference
  • Laplace
  • Royal Society – Bayes was elected to membership in the Society in 1742; and his nomination letter has been posted with other membership records at the Royal Society website here. Those signing that nomination letter were: Philip Stanhope; Martin Folkes; James Burrow; Cromwell Mortimer; John Eames.

    • Notes

    1. ^ Bayes's tombstone says he died at 59 years of age on 7 April 1761, so he was born in either 1701 or 1702. Some sources erroneously write the death date as 17 April, but these sources all seem to stem from a clerical error duplicated; no evidence argues in favour of a 17 April death date. The birth date is unknown likely due to the fact he was baptised in a Dissenting church, which either did not keep or was unable to preserve its baptismal records; accord Royal Society Library and Archive catalogue, Thomas Bayes (1701–1761)[dead link] Thomas Bayes (1701–1761)Template:Updated link[2]

    References

    1. ^ Terence O'Donnell, History of Life Insurance in Its Formative Years (Chicago: American Conservation Co:, 1936), p. 335 (caption "Rev. T. Bayes: Improver of the Columnar Method developed by Barrett.")
    2. ^ a b c Bayes's portrait The IMS Bulletin, Vol. 17 (1988), No. 3, pp. 276–278.
    3. ^ Belhouse, D.R. The Reverend Thomas Bayes FRS: a Biography to Celebrate the Tercentenary of his Birth.
    4. ^ McGrayne, Sharon Bertsch. (2011). The Theory That Would Not Die p. 10., p. 10, at Google Books
    5. ^ "Bayes, Joshua" . Dictionary of National Biography. London: Smith, Elder & Co. 1885–1900.
    6. ^ Oxford Dictionary of National Biography, article on Bayes by A. W. F. Edwards.
    7. ^ "The Reverend Thomas Bayes FRS- A Biography" (PDF). Institute of Mathematical Statistics. Retrieved 18 July 2010.
    8. ^ "Lists of Royal Society Fellows 1660–2007" (PDF). London: The Royal Society. Retrieved 19 March 2011.
    9. ^ a b Stigler, S. M. (1986). The History of Statistics: The Measurement of Uncertainty before 1900. Harvard University Press. ISBN 0-674-40340-1.
    10. ^ Barnard, G. A. (1958). "Thomas Bayes—a biographical note". Biometrika. 45: 293–295. doi:10.2307/2333180.
    11. ^ Edwards, A. W. G. "Commentary on the Arguments of Thomas Bayes," Scandinavian Journal of Statistics, Vol. 5, No. 2 (1978), pp. 116–118; retrieved 6 August 2011
    12. ^ Paulos, John Allen. "The Mathematics of Changing Your Mind," New York Times (US). 5 August 2011; retrieved 6 August 2011
    13. ^ Stigler, Stephen M. (1986) The history of statistics., Harvard University press. pp97-98, 131.

    External links

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