Probability Theory: The Logic of Science | 
| Author: E. T. Jaynes
Creator: G. Larry Bretthorst
Publisher: Cambridge University Press
Category: Book
List Price: $85.00
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Avg. Customer Rating:  16 reviews
Sales Rank: 105130
Media: Hardcover
Number Of Items: 1
Pages: 758
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
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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.
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| Customer Reviews: Read 11 more reviews...
Thought provoking July 7, 2008
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
 Flawed gems October 15, 2007
4 out of 4 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.
On first reading September 9, 2007
2 out of 2 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.
Great hard to find information July 16, 2007
1 out of 1 found this review helpful
Its hard to write a review for this book. There are definitely flaws, but the information in this book, is just not anywhere else. This is the first place I had ever seen a general form of the rule of succession, or a worthwhile logical attack on the Copenhagen interpretation. It is a very interesting and thought provoking book, but is also a good practical reference for advanced probability problems.
Engaging, Infuriating, Always Challenging August 15, 2006
7 out of 7 found this review helpful
I've never seen another book like this. Jaynes definitely has an agenda, but he justifies his viewpoint through an amazingly deep tour of probability theory. Not every viewpoint he expresses is convincing (such as his view that quantum theory is inherently probabilistic only because physicists are lazy), but he always raises deep and interesting questions while teaching the ideas. If you can read a book and accept some but not all of its viewpoint, then this is the book on probability for you.
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