CS205: Building with Artificial Intelligence

Bayes' theorem is named after the Reverend Thomas Bayes, also a statistician and philosopher. Bayes used conditional probability to provide an algorithm (his Proposition 9) that uses evidence to calculate limits on an unknown parameter. His work was published in 1763 as An Essay towards solving a Problem in the Doctrine of Chances. Bayes studied how to compute a distribution for the probability parameter of a binomial distribution (in modern terminology). On Bayes's death his family transferred his papers to a friend, the minister, philosopher, and mathematician Richard Price.

Over two years, Richard Price significantly edited the unpublished manuscript, before sending it to a friend who read it aloud at the Royal Society on 23 December 1763. Price edited Bayes's major work "An Essay towards solving a Problem in the Doctrine of Chances" (1763), which appeared in Philosophical Transactions, and contains Bayes' theorem. Price wrote an introduction to the paper which provides some of the philosophical basis of Bayesian statistics and chose one of the two solutions offered by Bayes. In 1765, Price was elected a Fellow of the Royal Society in recognition of his work on the legacy of Bayes. On 27 April a letter sent to his friend Benjamin Franklin was read out at the Royal Society, and later published, where Price applies this work to population and computing 'life-annuities'.

Independently of Bayes, Pierre-Simon Laplace in 1774, and later in his 1812 Théorie analytique des probabilités, used conditional probability to formulate the relation of an updated posterior probability from a prior probability, given evidence. He reproduced and extended Bayes's results in 1774, apparently unaware of Bayes's work. The Bayesian interpretation of probability was developed mainly by Laplace.

About 200 years later, Sir Harold Jeffreys put Bayes's algorithm and Laplace's formulation on an axiomatic basis, writing in a 1973 book that Bayes' theorem "is to the theory of probability what the Pythagorean theorem is to geometry".

Stephen Stigler used a Bayesian argument to conclude that Bayes' theorem was discovered by Nicholas Saunderson, a blind English mathematician, some time before Bayes; that interpretation, however, has been disputed. Martyn Hooper and Sharon McGrayne have argued that Richard Price's contribution was substantial:

By modern standards, we should refer to the Bayes–Price rule. Price discovered Bayes's work, recognized its importance, corrected it, contributed to the article, and found a use for it. The modern convention of employing Bayes's name alone is unfair but so entrenched that anything else makes little sense.