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R. A.

Fisher on the History of Inverse Probability


Author(s): Sandy Zabell
Source: Statistical Science, Vol. 4, No. 3 (Aug., 1989), pp. 247-256
Published by: Institute of Mathematical Statistics
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StatisticalScience
1989, Vol. 4, No. 3, 247-263

R. A. Fisheron the History


of Inverse Probability
SandyZabell

Abstract.R. A. Fisher'saccountofthedeclineofinverseprobabilitymeth-
ods duringthe latterhalfof the 19thcenturyidentifiesBoole,Venn and
Chrystalas the keyfiguresin this change.Carefulexaminationof these
and otherwritingsof the period,however,revealsa different and much
morecomplexpicture.Contrary to Fisher'saccount,inversemethods-at
leastin modifiedform-remained theoretically untilthe1920's,
respectable
whentheworkofFisherand thenNeymancausedtheireclipseforthenext
quartercentury.
Keywordsandphrases:R. A. Fisher,inverseprobability, of
history
statistics.

R. A. Fisherwas a lifelongcriticofinverseproba- of Fisher'sown evidenceforhis claims revealsan


bility.In thesecondchapterofhislastbook,Statistical interestingstory,tellingus perhapsin somewaysas
Methodsand ScientificInference(1956), Fisher traced muchabout Fisher as it does about the periodhe
thehistory ofwhathe saw as theincreasing disaffec- discusses.
tion withBayesian methodsthat arose duringthe
secondhalfof the 19thcentury.Fisher'saccountis 1. FISHER'S ACCOUNT
oneofthefewthatcoversthisneglected periodin the Fishercitesthreemajorauthorities forthe decline
historyof probability,in effecttaking up where in the prestigeof inversemethods:Boole, Vennand
Todhunter(1865) leftoff,and has oftenbeen cited Chrystal.He had doneso repeatedlyin earlierpapers
(see,e.g.,Passmore,1968,page550,n. 7 andpage551, (Fisher,1922, pages 311 and 326; 1930, page 531;
n. 15; de Finetti,1972,page 159; Shafer,1976,page 1936a,page 248; 1951,page 49), and his accountin
25). The pictureportrayed is one ofgradualprogress, Statistical
Methodsand Scientific
Inference (SMSI) is
thelogicallacunaeand misconceptions oftheinverse an elaborationon these earlier,fragmentary com-
methodsbeingsteadilyrecognized and eventuallydis- ments.The following passagesgivethe flavorof his
credited. argument:
But on reflection Fisher'sportraitdoes notappear
entirelyplausible.Edgeworth and Pearson,twoofthe The firstseriouscriticism
was developedbyBoole
mostdistinguished statisticiansofthegeneration im- in his "Laws of Thought"in 1854.... Boole's
mediately priorto Fisher's,werebothsympathetic to criticismworkedits effectonly slowly.In the
inversemethods; andindeed,as willbe discussedlater, latterhalfof the nineteenthcenturythe theory
Bayesianmethodswerewidelytaughtand employed ofinverseprobabilitywasrejectedmoredecisively
inEnglandand elsewhere untilthe1930's.It was only by Venn and by Chrystal.... [Fisher,1936a,
thenthatFisherand Neymansimultaneously admin- page 2481
istereda nearlylethalblowto Bayesianstatistics, one [Venn's criticismsof the Rule of Succession],
fromwhichitwas notto recoveruntilthepublication, froma writerof his weightand dignity,had an
nearlya quarterofa century later,ofSavage'sFoun- undoubtedeffectin shakingthe confidenceof
dationsofStatisticsin 1954. mathematicians in its mathematicalfoundation.
How was sucha disparity betweenFisher'saccount [SMSI, page 251
and historicalrealitypossible?Carefulexamination
Perhapsthemostimportant resultofVenn'scrit-
icismwas the departuremade by ProfessorG.
Sandy Zabell is Associate Professorof Mathematics Chrystalin eliminatingfromhis celebratedtext-
and Statisticsat NorthwesternUniversity.His mailing bookofAlgebrathewholeofthetraditional ma-
address is: Department of Statistics, Northwestern terial usuallypresentedunderthe headingsof
University,2006 Sheridan Road, Evanston, Illinois InverseProbability
and oftheTheoryofEvidence.
60208. [SMSI, page 29]

247

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248 S. ZABELL

Fisherdidnottrytooverstate theimmediate impact betweenpropositions.In this he was veryclose to


of these He
criticisms. noted "the slowness withwhich De Morgan;bothDe Morgan'sFormalLogic (1847)
theopinionsofBoole,Vennand Chrystal wereappre- and Boole's Investigation of the Laws of Thought
ciated,"and drewattentionto thedefensesofinverse (1854) treatedprobability as a branchof logic.But
probabilitymounted by Edgeworth (1908) and whileDe Morganand othersbelievedthatany event
Pearson(1920). Fisherwas not alwaysconsistenton possessed-at leastin principle-a definitenumerical
this point,however.Writinga fewyears later,he probability relativeto a givenbody of information
describesthesupposedrejectionofinverseprobability (see, e.g.,De Morgan,1847,page 178; Donkin,1851,
in Englandas occurring "abruptly and dramatically" pages 354-355),Boole arguedthat,lackingsufficient
(Fisher,1958,page 273),and uses thephrase"as late information, the probabilitiesof some eventswere
as 1908"in referring to Edgeworth's paper.Neverthe- indeterminate.
less, Fisher'searlierreference to the "decisivecriti- This was an important point,becausea majorde-
cismsto which[themethodsof inverseprobability] fenseofuniform priorsin Boole's daywas a challenge
had been exposedat the handsof Boole, Venn,and to doubtersto producea moreplausiblealternative:
Chrystal"(1922, page 326), and his assertionthat "Apersonwhoshoulddisputethepropriety ofdividing
"[t]hesecriticismsappeartobe unanswerable, andthe ourbeliefequallyamongsthypotheses aboutwhichwe
theoryofinverseprobability . . . is nowalmostuniver- are equallyignorant,oughtto be refutedby asking
sally abandoned"(1951, page 49) capturethe basic himto statewhichis to be preferred. He musteither
pointsof his moreextendedaccountin SMSI: these admittheproposedlaw,or maintainthatthereis no
werethekeycritics, theircriticisms werewell-founded law at all" (Donkin,1851,page 355). The latteris
and theywerelargelyresponsible forthe declineand preciselywhatBoole did. As a result,he was able to
fallofinverseprobability. criticizeprevioustreatmentswhichattempted to side-
The reader,however, whoturnsto Boole,Vennand stepindeterminacy byhypothesis:
Chrystalto see whattheyactuallywrote-howaccu-
ratelyFisherrepresents theirviewsandtowhatextent It has been said, that the principleinvolvedin
theyactuallysupportFisher'sposition-willfindthe the above and in similarapplicationsis that of
resultsurprising. theequal distributionofourknowledge, orrather
ofourignorance-theassigning todifferentstates
2. BOOLE of thingsof whichwe knownothing,and upon
the verygroundthat we know nothing,equal
Boole,Fishersays,was thefirstto seriously criticize degreesofprobability.I apprehend,however, that
"Bayes'doctrine"(Fisher,1936a,page 249;cf.Fisher, thisis an arbitrarymethodofprocedure.[Boole,
1951,page 49). This was onlypartiallytrue.Robert 1854,page 370]
LeslieEllis had a decadeearlierformulated a frequen-
tisttheoryof probability (Ellis, 1844) and criticized Boole supported thiscriticism bymakingthesimple
the Laplacian approachto inference on a numberof buttellingpointthatin somecasestheprinciple could
grounds includingex nihilonihil(outofnothing, noth- be appliedin morethanonewayto thesameproblem,
ing)-i.e., no inferenceat all is warranted in a situa- resultingintwoormoreconflicting assign-
probability
tionofcompleteignorance. JohnStuartMill had also ments.For example,Bayes had arguedthat "in the
been,albeitbriefly, a critic.In addition,bothJakob case of an eventconcerning theprobabilityofwhich
FriedrichFries in Germanyand AntoineAugustin we absolutelyknownothing to anytrials
antecedently
Cournotin Francehad earlierdiscussedobjectiveor madeconcerning it ... I haveno reasonto thinkthat,
frequentist theoriesof probability and attackedun- in a certainnumberoftrials,it shouldratherhappen
criticalapplicationsof inverseprobability. (Cournot anyone possiblenumberoftimesthananother;"i.e.,
was less stridentthan an earlierFrenchtradition that
represented byDestuttde Tracy,PoinsotandAuguste
Comte;see generallyPorter(1986,pages 77-88) and P[Sn = k] = 1/(n+ 1), k = O, 1,.. n
Stigler(1986,pages 194-200).Fishersometimesap-
pearsto havebeen surprisingly unfamiliar with19th (whereSn denotesthenumberofsuccessesin n trials).
centurydevelopments outsideof England,and this But,as Boolepointedout,onecouldequallywellargue
oftengiveshis historicaldiscussionsa somewhatin- thatall sequencesof outcomesin n trialsshouldbe
sular flavor.Thus, he also makes no mentionof in an entirelydif-
viewedas equallylikely,resulting
Bertrand,althoughBertrand'sCalculdesprobabilites ferentprobabilityassignment.(Bertrand'sparadox
(lst edition,1889) sharplycriticizedinversemethods (involvingrandomchoiceof a chord)madethe same
and was withoutquestionhighlyinfluential.) pointfora continuousvariate(Bertrand,1907,pages
Boole's criticismswerea naturaloutgrowth of his 4-5). Alongthesamelines,Fisherwasfondofpointing
philosophical viewthatprobability is a logicalrelation out that uniformpriors on continuousparameter

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FISHER'S HISTORY OF INVERSE PROBABILITY 249

spaceswerenotinvariantunderall continuous trans- positionofEF betweenAB and CD is equallylikely;


formations (e.g.,Fisher,1956,page 16).) or at least we knowwhat amountof assumptionis
This was an important observation, but it did not involvedinthissupposition. which
In theapplications
compelabandonment oftheprincipleofindifference. have been made of Bayes's theorem,and of such
It didprovidea warningthatnaiveapplicationofthe resultsas that whichwe have taken fromLaplace
principlecouldlead to paradoxesand inconsistencies, in Art. 551, therehas howeveroftenbeen no ade-
and duringthe next centurymanyphilosophers- quate groundfor such knowledgeor assumption"
notablyvon Kries,Keynes,Jeffreys, and Carnap- (Todhunter,1865, pages 299-300). Fisher praised
undertookto refineit in an attemptto avoid them Todhunter'semphasison the necessityfor a fac-
(von Kries, 1886; Keynes, 1921; Jeffreys, 1939; tual rather than an axiomatic basis for prior
Carnap,1950). probabilities.Nevertheless,because of Todhunter's
Nor didBoole himself advocateabandonment ofthe use ofthequalifyingphrase"orat leastwe knowwhat
principle.This mightnothavebeenapparentto some- amountofassumption is involvedinthissupposition,"
one readingonly The Laws of Thought,for there Fisherconcludedthat"Nearas he cameto clarifying
mentionoftheprincipleis indeedlimitedto a discus- the situation,Todhunter'sname cannotproperlybe
sion of its improper usage.But Boole repeatedly re- added to thosewho finallysucceededin extricating
turned to the foundations of probability in themathematical thought ofthemid-nineteenth cen-
his subsequentpapers, and Fisher would scarcely turyfromits bewildering This suggests
difficulties."
have foundhimselfin agreement withBoole's later thatFisherwouldhavebeenhighlycriticalofBoole's
opinions. laterremarks.)
In his last, perhapsmostconsideredthoughtson Had Boole changedhismind?He claimsnot,forhe
thesubject,Boole wrotethat: addedin a footnote:
All theprocedure ofthetheoryofprobabilities is .. . I take this opportunityofexplaininga passage
foundedon the mentalconstruction oftheprob- in the Laws of Thought,page 370, relatingto
lemfromsomehypothesis, either,first,ofevents certainapplicationsoftheprinciple.Validobjec-
known to be independent;or secondly,of tion lies not against the principleitself,but
eventsof the connexionof whichwe are totally against its applicationthrougharbitraryhy-
ignorant;so thatupon the groundof this igno- potheses,coupledwiththe assumptionthatany
rance,we can againconstruct a schemeofalter- resultthusobtainedis necessarily the trueone.
nativesall equallyprobable,and distinguished The applicationoftheprincipleemployedin the
merelyas favouring or notfavouringtheeventof text and foundedupon the generaltheoremof
whichtheprobability is sought.In doingthiswe development in Logic,I holdto be notarbitrary.
are not at libertyto proceedarbitrarily. We are
subject,first,to the formalLaws of Thought, The distinction thatBooleintendspitstheso-called
whichdetermine thepossibleconceivablecombi- "principleof insufficient reason,"againstwhat was
nations;secondly,to thatprinciple,moreeasily laterdescribedas the"principle ofcogentreason,"i.e.,
conceivedthanexplained,whichhas beendiffer- thattheprobabilities assignedto alternativesshould
entlyexpressedas the"principle ofnon-sufficient be takento be equal if the information aboutthose
reason,"the "principleof the equal distribution alternatives equallyfavorseach (as Boole puts it, if
ofknowledge or ignorance,"and the"principleof thereis "an equal distribution of our actualknowl-
order."We do not knowthatthe distribution of edge").In anycase, it is clearthatBoole was notan
propertiesin the actual urn is the same as it is opponentoftheuse ofsomeformoftheprinciple, and
conceivedto be in theidealurnoffreeballs,but was opposedinsteadto whathe considered itsuncrit-
the hypothesisthat it is so involvesan equal ical application.(As Keynes (1921, page 167) and
distributionofouractualknowledge, and enables manyothershave noted,Boole's writingson proba-
us to constructthe problemfromultimatehy- bilityare also marredby a systematic confusionbe-
potheseswhichreduceit to a calculationofcom- tween two differentmeanings of independence.
binations.[Boole, 1862,pages 389-390 of 1952 Hailperin(1976)providesa helpfulguidethrough the
edition] thicket.)

ObviouslyFisher could neverhave acceptedthis


3. VENN
viewofthenatureofprobability,ortheimprimatur it
bestowsupon the use of theprincipleof insufficient JohnVennwas a Cambridgelogician,best known
reason.(In thethirdeditionofSMSI, Fisheraddeda todayforhispopularization of"Venndiagrams," and
subsectionon Todhunter, who had emphasizedthat in his own day forhis influential
textbookSymbolic
"in Bayes's ownproblem,we knowthata prioriany Logic (1st edition,1881; 2nd edition,1894). Yet in

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250 S. ZABELL

termsof originality and long-termimpact,Venn's This was not a minormatter,inasmuchas Venn


mostimportant work is his LogicofChance(lst edi- made substantialrevisionsin both the second and
tion,1866),which gave thefirstdetaileddiscussionin thirdeditionsofThe LogicofChance.(A comparative
English of a frequentist theoryofprobability,as well studyof the threeeditionsof the Logic,tracingthe
as a carefulcritiqueof the earlierLaplacean position, evolutionofVenn'sthought, wouldbe ofconsiderable
includingbothits use ofuniform priorsand the con- interest.Salmon (1980) discussessome differences,
sequences that followfrom such an assumption.It was butlargelyconfineshis attention to thefirstedition.)
Venn'sdiscussion of one of these consequences that In thisinstance,betweenthesecondand thirdedi-
Fisher examined in SMSI. tionsVennmademajorchangesin thechapteron the
RuleofSuccession,takingoutprecisely theexamples
thatFisher so vehemently objectedto. It is naturalto
3.1 The Rule of Succession
assume that betweeneditionsa colleagueor corre-
Laplace's"RuleofSuccession"states(in brief)that spondent-verylikelyEdgeworth, whosehelp is ac-
an eventwhichhas occurred n timesin successionwill knowledged in the preface-voiced criticismsvery
recurthe next time with probability (n + 1)/(n+ 2). similarto Fisher's;indeed, Venn's revision addresses
Vennridiculed the Rule of Succession, pointingouta preciselythe pointsraisedby Fisher:the mathematical
variety of cases where it contradicted common sense assumptions underlying thederivationoftherule,and
(rainon three successive days; death caused by admin- theirpossibleempiricalvalidity.
isteredstrychnine on threeseparateoccasions;people Anotherpuzzleis the tenorof Fisher'sdiscussion.
answering a falsecall offireon threedifferent occa- Fisherwas in a certainsense very"political"in his
sions). WhileFishercitedVennwithgeneralappro- writings;oftenquick to attack the opposition,he
bation,hetookissuewithhimon thisparticular point. seldomexpressedin printreservations he mightex-
As Fisherwas quickto pointout,"sucha rulecan be press to close friendsand allies. That he should
basedon Bayes'theoremonlyon certainconditions." sharplycriticizean ally like Venn seems strangely
In particular, the successivetrialsmustbe indepen- inconsistent withhisusualpractice.In thiscase,how-
dent, which is certainly notthecase in twoofVenn's ever,a simpleexplanationsuggestsitself.
examples. Venn's criticisms werenot of the inverseruleper
Fisherwas in fact highlycriticalof Venn: Venn se, but its mathematicalconsequence,the Rule of
"perhapswas not awarethatit [theRule of Succes- Succession.Thus, the exampleshe adduces,to the
sion] had a mathematicalbasis demonstrated by extentthattheydiscredit theRuleofSuccession,also
Laplace;""thereis no doubt that Venn in thischapter discreditany form of inferencethatgivesriseto the
uses arguments of a qualitywhichhe wouldscarcely Rule of Succession.
have employedhad he regardedthe matteras one And that wouldincludefiducialinference. For in
open to rationaldebate;"Venn's examples"seemto thenextchapterofSMSI, duringa discussionofthe
be littlemorethanrhetorical salliesintendedto over- applicationofthefiducialargument to discontinuous
whelman opponent with ridicule;"and "byhis eager- data,Fisher notes that:
ness to dispose of [the Rule of Succession] ... he
becameuncriticalofthe qualityofthe arguments he An odd consequenceof the analysisdeveloped
used." above is that the Rule of Successionderivable
In ordertojudgethevalidityand persuasiveness of fromthe particulardistribution a
of probability
Venn'streatment, in the lightof Fisher's comments, priori
it is naturalto turnto Venn'soriginaldiscussion,in
orderto read his arguments in context.The reader dp
who turnsto the reprinted edition of The Logic of
Chance,however, will find to his surprise that al-
thoughVenndoes indeed devote an entire chapter to ofsuccessin thenext
namelythattheprobability
theRuleofSuccession, the passagesthat Fisher quotes trialis
are nowhereto be found!
The solutiontothispuzzle,however, is notdifficult. a+ 1/2
The Logicof Chance went through three editions a+ b+ 1
1866,1876,and 1888, the currently available Chelsea
reprint being the last of these. Although Fisherdoes is justifiable,at least to a remarkably highap-
not indicate in SMSI which edition he consulted, a proximation, in the absenceof any knowledge a
comparison ofeditions revealsthat Fisher was quoting priori;and thisalthoughthecorresponding com-
fromthe 2nd edition,a copyof whichhe mayhave pletedistribution is notso justifiable.
a posteriori
owned(thiseditionis citedin Fisher,1955). [Fisher,1956,page68]

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FISHER'S HISTORY OF INVERSE PROBABILITY 251

Thusan attackon theRuleofSuccessionwas actually problemdiscussessimplya balancebetweentwo


an indirectattackon the fiducialargumentas well extremely similarcases,andthereis a certainset-
and,as such,had to be met.But Fisherwas curiously offagainsteach otherof the objectionableas-
coy aboutthe matter.In his discussionof Venn,no sumptionson each side. Had one set of experi-
mentionis madeof the factthatthe Rule can be so mentsonlybeenproposed, andhadwebeenasked
justified,onlythat Venn's criticismswerespecious. toevaluatetheprobability ofcontinued repetition
AndwhenFisherderivestheRule as an approximate of themconfirming theirverdict,I shouldhave
consequenceofthe fiducialargument, no mentionis feltall thescruplesI havealreadymentioned. But
madeofVenn'scriticisms. herewe havegottwosetsofexperiments carried
Thereis noclearevidencewhether Fisherwasaware on underalmostexactlysimilarcircumstances,
of the thirdeditionof Venn's Logicof Chance.Cer- and thereis therefore in assum-
lessarbitrariness
tainly,had he seen it,he wouldhaveapprovedofthe ingthattheirunknownconditionsare tolerably
changesVenn made in the chapteron the Rule of equallyprevalent.
Succession.But Venn madea numberof otherrevi-
sionsas well,oneofwhichFisherwouldmostcertainly Venn's logicis difficult
to follow;the last three
nothaveapproved. sentencesseemmorea rationalization thana carefully
thought-out argument.(This is hardlysurprising,
sincethe positionVenn nowtakes is totallyincom-
3.2 Probabilityand Listerism patiblewiththeonehe hadpreviously adopted.)What
In 1879,Dr. Donald MacAlister
posedthefollowing is clearis thatFisherwouldhave rejectedit entirely.
questionin thepagesoftheEducationalTimes: Todhunterhad been excludedfromthe pantheonof
clarificationfordefendingBayes'spostulatewhen"we
Of 10 cases treatedbyLister'smethod,7 didwell knowwhatamountof assumptionis involvedin this
and3 suffered fromblood-poisoning:
of14treated supposition." Fisher'sreactionto Venn'sapostasycan
withordinarydressings,9 did well and 5 had onlybe conjectured.
bloodpoisoning;whatare the oddsthatthe suc-
cess ofLister'smethodwas due to chance? 4. CHRYSTAL
Due to the smallsizes ofthe samplesinvolved, the Chrystal, Fishersays,"does not discussthe objec-
large-samplemethodsthen available for analyzing tions to this material[inverseprobabilityand the
suchdifferences wereinapplicable, and the Bayesian theoryof evidence]."This was onlypartlytrue.Al-
solutionadvocatedby MacAlisterinvolvedassigning thoughChrystaldid not elaboratein his Algebraon
independent uniform priorsto the twounknownbi- his reasonsforomittinginverseprobability, he did
nomialproportions (see generally
Winsor,1947). returnto the subject5 yearslater and presenthis
In the 3rd editionof the Logic of Chance,Venn objectionsin detail.It was easyto overlookthispaper
includeda discussionof MacAlister'squestion.Con- of Chrystal's,forit appearedin the Transactions of
sistencyrequiredthat Venn rejectMacAlister'sap- theActuarialSocietyofEdinburgh(1891), a journal
proach,yetVennwas obviously uncomfortable witha not widelyavailable, as anyone who attemptsto
positionthatno inference couldbe drawn.The result consult Chrystal'spaper will readilyfind. In his
was a surprising reversal.Venndescribestheexample 1891paper,Chrystalspelledout his viewson proba-
as illustratingthosecases whichafforded "[t]henear- bility,viewsthatFisherwouldhave founda serious
estapproachto anypracticaljustification for[inverse] embarrassment.
judgments," and approvesof MacAlister'streatment Fisherhad alwaysbeen at painsto emphasizethat
of it as a 'bag and balls' problem;being "the only he had no objectionto the use of Bayes's theorem,
reasonablewayoftreatingthe problem,ifit is to be only to its unwarrantedapplicationin situations
considered capableofnumerical solutionat all" (Venn, whereinformation justifying the use of a priorwas
1888,pages186-187).Thus farFishermightstillhave in
unavailable; particular, Fisherobjectedto theprin-
had no difficulty.But thenVennwenton to add: cipleof insufficientreasonto assignpriors(see, e.g.,
SMSI, page20). Chrystal's objections, were
ironically,
Of coursethe inevitableassumptionhas to be exactlythe opposite:he did not objectto the use of
madehereaboutthe equal prevalenceofthedif- ignorancepriors,but thoughtthat given a prior,
ferentpossiblekindsofbag-or, as the support- Bayes'stheoremcouldgeneratean incorrect answer!
ers ofthejusticeofthe calculationwouldput it, He writes:
of the obligationto assume the equal a priori
likelihoodofeach kind-but I thinkthatin this Perhapsthefollowing... willmaketheabsurdity
particularexamplethe arbitrariness of the as- of the supposedconclusionof the InverseRule
sumptionis less thanusual. This is becausethe stillclearer.

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925 S. ZABELL

A bag contains threeballs, each ofwhichis either The conclusion to this episode in the historyof the
whiteor black, all possible numbersofwhitebeing historyof statisticsis somewhatbizarre.Of his trinity
equally likely.Two at once are drawn at random of authorities-Boole, Venn and Chrystal-Fisher
and prove to be white;what is the chance that all thoughtBoole was an opponent of inverse methods,
the balls are white? but Boole was not; Venn was an opponent,but only
Any one who knows the definitionof mathemat- in part; and Chrystal was an unqualified opponent,
ical probability,and who considersthis question but on grounds Fisher would have found repugnant,
apart fromthe Inverse Rule, will not hesitate for had he known of them.
a momentto say that the chance is 1/2; that is to
say,that the thirdball is just as likelyto be white
as black. For thereare fourpossible constitutions 5. INVERSE PROBABILITY FROM 1880 TO 1930
of the bag:
What was the actual impact of these critics? Con-
10 20 30 40 traryto what Fisher suggests,they did not eliminate
W 3 2 1 0
inversemethods.Edgeworthand Pearson, perhaps the
B 0 1 2 3 two most prominentEnglish statisticiansof the gen-
eration immediately preceding Fisher's, both re-
each of which,we are told, occurs equally often mained sympatheticto Bayesian methods.Moreover,
in the long run,and among those cases there are we have the testimonyof Fisher himselfthat he had
two (10 and 20) in whichthereare two whiteballs, "learned it at school as an integralpart ofthe subject,
and amongthese the case in whichthereare three and for some years saw no reason to question its
white occurs in the long-runjust as oftenas the validity"(Fisher, 1936a, page 248). Indeed, he had to
case in whichthere are onlytwo. "plead guiltyin my originalstatementof the Method
of Maximum Likelihood [Fisher, 1912] to having
Chrystalthen goes on to correctlycalculate that,in
based my argument upon the principle of inverse
contrast,the "application of the Inverse Rules" leads
probability.. ." (Fisher, 1922, page 326).
to posteriorodds of 3 to 1 in favorof the third ball
The real effectof Boole, Venn, and Chrystal and
being white,and concludes:
other critics appears rather to have been to cause
No one would say that ifyou simplyput twowhite the exponents of inverse methods to hedge their
balls intoa bag containingone ofunknowncolour, claims for the theory. For example, William Allen
equally likelyto be black or white,that this action Whitworth,the author of a popular 19th century
raised the odds that the unknown ball is white textbookChoice and Chance, dealt with objections to
fromeven to 3 to 1. It appears, however,fromthe the rule of succession by conceding that expressions
InverseRule that ifwe findout that the twowhite such as "entirelyunknown" in its formulationwere
balls are in the bag, not by puttingthem in, but "vague." He proposedthat theybe replaced in the rule
by takingthem out, it makes all the difference. by the explicithypothesisthat "all possible probabil-
ities [are] equally likely,"and noted that:
Indeed it does. Chrystal'serroris exactlythe point of
the closely related Bertrand box paradox (Bertrand, Though the cases are very rare in which the
1907, pages 2-3). radical assumption of the Rule of Succession is
In the lightof this fundamentalmisunderstanding, strictlyjustified,the rule may be taken to afford
Chrystal's objections to inverse probability can a rough and ready estimate in many cases in
scarcelybe describedas intellectuallydevastating.He which the assumption is approximatelyjustified.
was merelyone of many (e.g., D'Alembert and Mill) [Whitworth,1901, page 193]
whose intellectualattainmentsin otherareas led him
to uncriticallyaccept his own untutoredprobabilistic This defenseessentiallyoriginateswithEdgeworth,
intuitions.As Jevons once noted, "It is curious how who was an importantdefenderof inverse methods
oftenthe most acute and powerfulintellectshave gone throughoutthis period (see Stigler, 1978, page 296;
astray in the calculation of probabilities" (Jevons, 1986,page 310). In 1884,at the beginningofhis career,
1877, page 213). (In 1893, shortlyafterChrystalread Edgeworthwrote a review of Venn's Logic, entitled
his paper beforethe Actuarial Society of Edinburgh, "The Philosophy of Chance," which appeared in the
JohnGovan read a paper beforethe same body,point- English philosophicaljournal Mind. (Nearly 40 years
ing out the errorsand confusionsin Chrystal'spaper. later, in the twilightof his career, Edgeworthwould
It went unpublished,however,until 1920, when the returnto the same subject withan articleof the same
eminentmathematicianE. T. Whittakerread a simi- titlein the same journal, this time reviewingKeynes's
lar expose before the London Faculty of Actuaries Treatise.) Edgeworthtook an empiricaland pragmatic
(Whittaker,1920).) view of the subject, and, as noted earlier, may well

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FISHER'S HISTORY OF INVERSE PROBABILITY 253
havebeen responsible
formanyofthe changesVenn Gosset's discussion clearlyreflectsa change in cli-
made in the thirdeditionof The Logic of Chance. mate; "some arbitraryassumptionmust in generalbe
The defensesmountedbyEdgeworthand othersfell made;" and a nonuniformprior seems "more in ac-
intothreebroadcategories.
Theywere:(1) TheBayes- cordancewithordinaryexperience."Nevertheless,his
Laplace postulate of equiprobabilitycorresponds,at basic view of estimationis clearlyBayesian. Nor were
least approximately,
to experience.Karl Pearson found the referencesto priorprobabilitiesin the statistical
thisargument particularly
persuasive,and adoptedit literatureof this period mere lip-service:Edgeworth's
in his influentialGrammarof Science (lst edition, important1908 papers on maximumlikelihood were
1892)and laterarticles(Pearson,1907;Pearson,1920, based in part on them, and Neyman himself later
page4). (2) Otherpriors.Anothermovewasto concede employed prior probabilities in some of his earlier
that experiencemightindeedpointto otherpriors. papers (Neyman and Pearson, 1928; Neyman, 1929).
Boththe actuaryG. F. Hardy(1889) and the mathe- (Neymanhad originallyhoped to have Pearson's name
maticianWhitworth (1897,pages 224-225)proposed appear as a co-authoron the second paper,but by this
the class of beta priorsas suitableforthispurpose. time Pearson was unwillingto have his name associ-
Others,such as Gosset (1908) and Bachelier(1912), ated in print with prior probabilities (Reid, 1982,
suggestedthe use of polynomialpriors. (3) The pages 82-85).)
suppressionofa prioriprobabilities(Edgeworth,1922, Acceptance of inverse methods continued into the
page 264). A thirdand finaldefensewas thatwhen 1920's, when theyreceiveda powerfulassist fromthe
largesampleswereinvolvedthe particularpriorem- work of Frank Ramsey (1926). Indeed, Fisher would
ployeddid not matter.This had been notedas early appear to be the firstBritishstatisticianof any stand-
as 1843bybothCournot(1843,Section95,page 170) ingto publiclyattack Bayesian methods.The remark-
and Mill (1843,Book 3, Chapter18, Section6), and ably hostile reaction to his 1935 JRSS discussion
had beenextendedbyEdgeworth to parameters other paper (Fisher, 1935) may reflectin large part the
than binomial proportions (Edgeworth, 1884b, antagonismof the Bayesian old-guardto the nouvelle
page 204). A related developmentwas Poincare's statistique.Writing as late as 1934, Neyman could
methodof arbitrary functions; see, e.g.,Borel (1965, state that "until recently"it had been assumed that
Chapter9). the problemof statisticalestimationin samplingfrom
These were creditableargumentsand, giventhe a population required "knowledge of probabilities a
imprimatur ofEdgeworth and Pearson,it is not sur- priori"(Neyman, 1934).
prisingtofindacceptanceofpriorprobabilities at least Nearly half a centuryelapsed between the appear-
initiallyevenamongstatisticians ofFisher'sowngen- ance of the firstedition of Chrystal'sAlgebra(1886)
eration.Gosset's ["Student"]discussionof the issue and Fisher's attacks on inverse probability.During
in his classic 1908paperon the "Probableerrorof a that period inverse methodswere debated, claims for
correlation coefficient"
is a goodexample.Gossetde- the theoryqualified, and caution in its use advised,
scribesthe estimationproblemfor the correlation but the theoryitselfwas nevertotallyabandoned, and
coefficientas thatofdetermining "theprobability that there is no evidence whatever for what Fisher de-
R [thepopulationcorrelation coefficient]forthepop- scribed on one occasion as an abrupt and dramatic
ulation fromwhichthe sample is drawnshall lie change.Textbookscontinuedto coverthe subject(e.g.,
betweenany givenlimits"(Gosset,1908,page 302). Coolidge, 1925; Burnside, 1928; Fry, 1928), questions
He thenadds: on it continued to appear on actuarial examinations
It is clearthatin orderto solvethisproblemwe (A. Fisher, 1915,page 56), respectedstatisticianscon-
must knowtwo things:(1) the distribution of tinued to employ it (Bowley, 1926). Fisher suggests
values of r [the sample correlationcoefficient] that the mostimportantresultofVenn's criticismhad
derivedfromsamplesof a populationwhichhas been Chrystal's omission of inverseprobabilityfrom
a givenR, and (2) the a prioriprobability thatR his Algebra.Surely moreto the point is that virtually
forthepopulationlies betweenanygivenlimits. everytextbookin probabilitywrittenin English dur-
Now (2) can hardlyeverbe known,so thatsome ing the period 1886-1930 includesthe topic,as well as
arbitrary assumption mustin generalbe made... most texts in French and German. Indeed, it is diffi-
I maysuggesttwomoreor less obviousdistribu- cultto findexceptions-apart fromBertrand-at least
tions.The firstis thatanyvalueis equallylikely amongtextsofthe firstrank.Writingin 1921, Keynes
between+1 and -1, and the second that the could state that "the reaction against the traditional
probability thatx is the value is proportionalto teaching duringthe past hundredyears has not pos-
1 - x2: this I thinkis morein accordancewith sessed sufficientforceto displace the establisheddoc-
ordinaryexperience:the distribution of a priori trine, and the Principle of Indifferenceis still very
probability wouldthenbe expressedbytheequa- widely accepted in an unqualified form" (Keynes,
tiony = (?/) (1- x2). 1921, page 84).

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254 S. ZABELL

Fisher was, in fact,being too modest when he as- ArthurKoestler's The Sleepwalkers,1959) and so is
cribedthe demiseofinverseprobabilityto Boole, Venn repeated fromone misinformedsource to another. It
and Chrystal.The two mostimportantpersons in that does not occur to someone to check the authenticity
undertakingwere none otherthan Fisher himselfand of such a story,any more than it would occur to him
Neyman. (Thus forEgon Pearson, the inverseproba- to check whether Einstein was responsible for the
bilityapproach "had been foreverdiscreditedbyFisher special theoryof relativity,or whetherWatson and
in his 1922 paper .. ." (Reid, 1982, page 79).) Human Crick discoveredthe structureof DNA.
nature being what it is, no matter how cogent or Even when a person has first-handknowledgeof
convincingthe argumentsofthe opponentsof inverse the events about which he is writing,the passage of
probabilitywere, until a credible alternativeto the time may lead to a subtle erosionin the accuracywith
Bayesian methodologywas provided,any attemptto which those events are remembered.A notable ex-
demolishthe edificeofinverseprobabilitywas doomed ample is Karl Pearson's historicalaccount of correla-
to failure(see, e.g., Pearson, 1920, page 3). tion (Seal, 1967; Plackett, 1983). As Stigler notes,
The HarvardmathematicianJulianLowell Coolidge Pearson's commentary"reflects well neither upon
was perhaps merely being more candid than most Pearson nor the generaltrustworthiness of the latter
when he wrote (1925, page 100): recollections of great scientists" (Stigler, 1986,
page 344, n. 11).
Why not, then, reject the formula outright? Under the rubric of sins of commission may be
Because, defectiveas it is, Bayes' formulais the placed an interrelatedcomplex of causes including
only thingwe have to answer certain important subconsciousbias, dogmatism,sensationalismand de-
questions which do arise in the calculus of prob- liberate distortion.Everyone "knows," for example,
ability.... Thereforewe use Bayes' formulawith that the nightbeforehe was fatallywoundedin a duel,
a sigh, as the only thing available under the the unfortunateEvariste Galois stayed up feverishly
circumstances: writingdown a sketch of his theoryof equations so
'Steyning tuk him for the reason the thief tuk that it would not be lost to posterity.In realityGalois
the hot stove-bekaze there was nothing else had publishedan outlineof his resultsmonthsearlier,
that season.' [Kipling, Captains Courageous, and although he did write furtherdetails down the
Chapter 6] nightbeforethe fatal duel, therewas not the urgency
oftendepicted. Reality does not make nearlyas good
a story as the piquant version in circulation. As
6. DISCUSSION Rothman (1982) discusses, this is not an isolated
Paradoxically,the historyof science when written incident in Galois's biography: several of the best
byscientiststhemselvesis sometimesseriouslyflawed. known accounts of Galois's life (those of Bell, Hoyle
A typologyof possible reasons forthis suggeststwo and Infeld) are marredby serious inaccuracies which
generalcategories,involvingsins of omissionand sins occur because of-rather than in spite of-the ability
of commission. of their authors to appreciate the technical achieve-
First and foremost,there may be simplya lack of ments of Galois; "the misfortuneis that the biogra-
interest,resources,time or training.A common man- phers have been scientists" (Rothman, 1982,
ifestationof this is the uncriticalcopyingof earlier, page 104). Similarly,Stigler (1982) argues that many
secondary,oftenhighlyflawedaccounts withoutcon- accounts of Bayes's originalpaper are seriouslyinac-
sulting original sources. Everyone "knows," for ex- curate;here foundationalbiases oftenled statisticians
ample, that during the Middle Ages the Ptolemaic of the statureof Pearson, Fisher and Jeffreys to mis-
modelofthe solar systemwas modifiedbythe addition read into Bayes their own viewpoints.
ofepicycleupon epicycleto artificiallyforceagreement Fisher's account ofthe historyofinverseprobability
with increasinglyaccurate experimentaldata. But in is marredforreasons fallingintoboth ofthese general
reality, nothing of the kind occurred: the original categories. Due perhaps in part to poor eyesight,
Ptolemaic model of one deferentand one epicycle Fisher was never veryscholarlyin documentingpre-
provided a remarkablygood fit to the observational vious work; this was to prove vexatious years later
data available prior to the time of Tycho Brahe; when Neyman and otherswould criticizehim fornot
indeed, given the mathematical sophistication of adequately acknowledgingEdgeworth'searliercontri-
Ptolemy's original system, more simplified models butions to maximum likelihood (Savage, 1976,
weretypicallyemployedthroughoutthe Middle Ages, pages 447-448; Pratt, 1976).
not more complex ones (see, e.g., Gingerich,1973, Nevertheless,throughouthis lifeFisher had a seri-
page 95). But this misconceptionfitspopular preju- ous interest in historical matters. Leafing through
dices about the science of the Middle Ages (see, e.g., Todhunter, he was quick to note the Bernoulli-

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FISHER'S HISTORY OF INVERSE PROBABILITY 255

Montmortcorrespondenceabout the optimalstrategy CARNAP, R. (1950). Logical Foundations of Probability. Univ.


in the game of "le Her," and realized (a decade before Chicago Press, Chicago. (2nd ed., 1962).
CHRYSTAL, G. (1886). Algebra.Adam and Charles Black, London.
the workof von Neumann and Morgensternon game CHRYSTAL, G. (1891). On some fundamentalprinciplesin thetheory
theory) that a randomized strategywas appropriate of probability. Trans. Actuarial Soc. Edinburgh (N. S.) 2
(Fisher,1934). (On the otherhand,had Fisherreferred 421-439.
to Montmort's book he would have discovered an COOLIDGE, J. L. (1925). An Introductionto MathematicalProbabil-
extract of a letter from Waldegrave to Montmort ity.OxfordUniv. Press. (Reprintedby Dover, New York, 1962.)
COURNOT, A. A. (1843). Exposition de la theoriedes chances et des
discussing the possibility of randomized strategies! probabilites.Librairie de L. Hachette, Paris.
(Montmort,1713,pages 409-412).) He was oftenfond DE FINETTI, B. (1972). Probability,Induction,and Statistics: The
of using an historicaldata set as the perfectpedagog- Art ofGuessing.Wiley,New York.
ical foil;the entirethirdchapterof Fisher's Design of DE MORGAN, A. (1847). Formal Logic: or, the Calculus ofInference,
Experiments,forexample,is centeredabout an analy- Necessary and Probable. Taylor and Walton, London. (Re-
printedby The Open Court Co., London, 1926.)
sis ofDarwin's data on cross and self-fertilized plants. DONKIN, W. F. (1851). On certain questions relatingto the theory
Occasionally, the result mighteven suggesta radical of probabilities.Philos. Mag. (4) 1 353-368, 458-466.
historicalreassessment,as in his article on whether EDGEWORTH, F. Y. (1884a). The philosophy of chance. Mind 9
Mendel fudged his data (Fisher, 1936a; Root- 222-235.
Bernstein,1983). EDGEWORTH, F. Y. (1884b). A prioriprobabilities.Philos. Mag. (5)
18 204-210.
And what Fisher was acquainted with, he often EDGEWORTH, F. Y. (1908). On the probable errors of frequency
knew very well indeed. As Savage (1976, page 447) constants.J. Roy. Statist. Soc. 71 381-397, 499-512, 651-678.
notes,Fisher "was well read in the statisticalliterature Addendum72 (1909), 81-90.
of his past," and Fisher's writingsdisplay a detailed EDGEWORTH, F. Y. (1922). The philosophyof chance. Mind 31
knowledge of Bayes, Boole, Venn, Todhunter and 257-283.
ELLIS, R. L. (1844). On the foundationsof the theoryof probabili-
Keynes. But it is a common failingto read into the ties. Trans. CambridgePhilos. Soc. 8 1-6. (Reprinted in The
words of the past the thoughtsof the present,and to Mathematicaland Other Writingsof RobertLeslie Ellis M. A.
view the evolution of history as the progressive (W. Walton, ed.). Deighton and Bell, Cambridge,1863.)
triumphof one's own viewpoint.This Fisher appears FIENBERG, S. E. and HINKLEY, D. V. (eds.) (1980). R. A. Fisher:
to have done. An Appreciation.Lecture Notes in Statist 1. Springer,New
York.
FISHER, A. (1915). The MathematicalTheoryofProbabilitiesand its
Application to Frequency Curves and Statistical Methods 1.
ACKNOWLEDGMENTS MathematicalProbabilitiesand Homograde Statistics,2nd ed.
The author expresses his thanks to Persi Diaconis Macmillan, New York, 1923.
FISHER, R. A. (1912). On an absolute criterionfor fittingfre-
and Paul Meier fora numberof helpfulcommentsand
quency curves. Messenger Math. 41 155-160. (Collected
suggestionsduring the preparation of the paper, to Papers 1.)
Elisabeth Vodola for supplyinga copy of Chrystal's FISHER, R. A. (1921). On the "probable error"or a coefficientof
1891 paper, and to an anonymousrefereefora careful correlationdeduced froma small sample. Metron 1 3-32. (Col-
readingof the manuscript. lected Papers 14; contains Fisher's firstcritical comment on
inverseprobability.)
FISHER, R. A. (1922). On the mathematicalfoundationsof theoret-
ical statistics. Philos. Trans. Roy. Soc. London Ser. A 222
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Corment
Robin L. Plackett

Sandy Zabell deservesour thanksfordiscovering ing why Fisher could not have relied on them to
furtherdetails of what Boole, Venn and Chrystal provide consistent arguments against this form of
forexplain-
wroteonthesubjectofinverseprobability, statistical inferenceand for an analysis of how far
Fisher's claims concerningthe eclipse of inverseprob-
ability are justified. Like everythingelse connected
Robin L. Plackett is Emeritus Professorof Statistics, withFisher,mattersare indeed complex,and Zabell's
Universityof Newcastle upon Tyne. His mailing ad- paper providesa good topic fordiscussion.
dressis: 57 Highbury,Newcastleupon TyneNE2 3LN, At the height of his career, Fisher was certainly
UnitedKingdom. familiar with what mattered in developments of

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