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An Attempt at Reading Keynes's Treatise on Probability

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  • Christian P. Robert

    (Crest)

Abstract

The book A Treatise on Probability was published by John MaynardKeynes in 1921. It contains a critical assessment of the foundations of probabilityand of the current statistical methodology. As a modern reader, we review herethe aspects that are most related with statistics, avoiding a neophyte's perspectiveon the philosophical issues. In particular, the book is quite critical of the Bayesianapproach and we examine the arguments provided by Keynes, as well as the alter-native he proposes. This review does not subsume the scholarly study of Aldrich(2008a) relating Keynes with the statistics community of the time.

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  • Christian P. Robert, 2010. "An Attempt at Reading Keynes's Treatise on Probability," Working Papers 2010-26, Center for Research in Economics and Statistics.
  • Handle: RePEc:crs:wpaper:2010-26
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    Cited by:

    1. Christian Robert, 2013. "Error and inference: an outsider stand on a frequentist philosophy," Theory and Decision, Springer, vol. 74(3), pages 447-461, March.

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