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Probability Theory: The Logic of Science (Vol 1)

Probability Theory: The Logic of Science (Vol 1)Author: E. T. Jaynes
Creator: G. Larry Bretthorst
Publisher: Cambridge University Press

List Price: $89.00
Buy New: $60.07
as of 11/23/2009 10:11 CST details
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New (15) Used (16) from $55.00

Seller: Amazon.com
Rating: 5.0 out of 5 stars 18 reviews
Sales Rank: 66800

Media: Hardcover
Pages: 758
Number Of Items: 1
Shipping Weight (lbs): 3.6
Dimensions (in): 9.6 x 6.9 x 1.7

ISBN: 0521592712
Dewey Decimal Number: 519.2
EAN: 9780521592710
ASIN: 0521592712

Publication Date: June 9, 2003
Availability: Usually ships in 24 hours

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Editorial Reviews:

Product Description
Going beyond the conventional mathematics of probability theory, this study views the subject in a wider context. It discusses new results, along with applications of probability theory to a variety of problems. The book contains many exercises and is suitable for use as a textbook on graduate-level courses involving data analysis. Aimed at readers already familiar with applied mathematics at an advanced undergraduate level or higher, it is of interest to scientists concerned with inference from incomplete information.

Book Description
Going beyond the conventional mathematics of probability theory, this study views the subject in a wider context. It discusses new results, along with applications of probability theory to a variety of problems. The book contains many exercises and is suitable for use as a textbook on graduate level courses involving data analysis. Aimed at readers already familiar with applied mathematics at an advanced undergraduate level or higher, it is of interest to scientists concerned with inference from incomplete information.


Customer Reviews:
Showing reviews 1-5 of 18



5 out of 5 stars More clarifying than groundbreaking   November 20, 2009
Marion Delgado (Eugene OR)
Since the frequentist vs. Bayesian controversy is mentioned right in the book, it didn't set off that controversy. A lot of the edition I acquired is out of date. The supplementary readings recommended by Jaynes make it much more worthwhile, especially examples and worked-out problems.


As Jaynes predicted, it's still entirely relevant 10 years later. Not much was altered posthumously. The reason it's going to get nothing but good reviews is that it's an overview, not an argument on a controversy or a textbook.



5 out of 5 stars unbelievably charming and intelligent   October 14, 2008
Gertude Whitman (New York, NY)
4 out of 4 found this review helpful

Jaynes' book is a deep and opinionated exposition of probability theory and Baysean reasoning -- with detours into the nature of inductive reasoning, and a non-trivial investigation of scientific epistemology. The prose style is stunningly good -- by any standard, not just the low bar set by mathematical texts -- and the exposition is both rigorous and philosophically provocative. I'm a scientist, and can safely say I've not enjoyed a mathematics book as much as this one since I was a child reading Alice in Wonderland.

I actually bought this three years ago (or so) when I needed an emergency crash-course in statistics -- of course, I found it utterly useless as a cookbook! It sat on my shelf for years, and I looked at it guiltily, until I was faced in my work with far more complex situations than the usual recipes could cover. I sat down for a few hours and by the end I was hooked.



5 out of 5 stars Thought provoking   July 7, 2008
A. Barfoot
2 out of 2 found this review helpful

This is a refreshingly unique book about logical and statistical inference. It's the antidote to cookbooks of statistical tests.

I would recommend it to anyone who: understands calculus at a high school level, enjoyed a previous class or book on probability, and desires a solid understanding of statistics.

D.S. Sivia's short book is a good companion, because of its additional worked-out examples.

Errata: http://ksvanhorn.com/bayes/jaynes/index.html




4 out of 5 stars Flawed gems   October 15, 2007
Vancouver Breton
17 out of 17 found this review helpful

First off, I can in good conscience only recommend this book to experts who already have a deep understanding of both Bayesian and frequentist probability theory. The most useful function of this book is to illuminate puzzling features of probability theory that niggle at the minds of experts. If you don't already understand the subject at a fairly deep level, Jaynes will only leave you confused. (I could not imagine the torment of someone trying to learn probability and statistics for the first time from this book!)

Expect little in the way of examples or practical solutions here. Jaynes is concerned more with fundamentals and philosophy. Phil Gregory's textbook, although overly fond of Mathematica, is a better intro to practical applications. What examples there are tend to be highly idealized, with a high amount of tedious calculation.

Jaynes died with his book in an unfinished state. What he needed was an editor, but what he got instead was a hagiographer. Rather than inject himself into Jaynes' work, the editor instead has left all of the flaws, incomplete explanations, and many out-and-out mistakes in place. This was a bad mistake. Too many important points are left as exercises to the reader.

Jaynes himself is highly infuriating on a number of points. He repeatedly argues for a Haldane prior as a non-informative prior for a binomial distribution, but doesn't come to grips with the fact that this improper prior gives absurd results in some limits, whereas the more commonly used and more robust Jeffreys prior is ignored. Jeffreys priors themselves are scarcely mentioned in most places, while discussion of how to apply KL information measures to construct non-informative priors is completely missing. Jaynes' commentary on the state of quantum mechanics will strike most physicists as misguided as at best.

I find it ironic that I have mostly negative things to say about a book that I rank at 4 out of 5. The trouble is that this could have been the greatest single book ever written on the subject if it only had better editing, fewer polemics, and a more practical bent. I find myself mourning for what this book could have been. What it actually is, however, is a great probability text from a Bayesian perspective. It contains many gems, but you have to wade through a lot to find them.



4 out of 5 stars On first reading   September 9, 2007
Laurence Cuffe
3 out of 3 found this review helpful

This is a great book. Getting it all together is well worth the price. Jaynes is always a joy to read, polemical and opinionated as he is. One of the very few writers who can put drama into the dry subject of statistics. This is a book about the subject of statistics, rather than a statistics book, with a lot of critical thought and criticism of other statisticians, and statistical paradoxes. It's not, however, the book to choose if you just want another text to help you pass your stats course as its more about the why rather than the how of statistical thinking and logic.

Showing reviews 1-5 of 18





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