When, as a student in 1946, I decided that I ought to learn some probability theory, it was pure chance which led me to take the book Theory of Probability by Jeffreys, from the library shelf. In reading it, I was puzzled by something which, I am afraid, will also puzzle many who read the present book. Why was he so much on the defensive? It seemed to me that Jeffreys’ viewpoint and most of his statements were the most obvious common sense, I could not imagine any sane person disputing them. Why, then, did he feel it necessary to insert so many interludes of argumentation vigorously defending his viewpoint? Wasn’t he belaboring a straw man? This suspicion disappeared quickly a few years later when I consulted another well-known book on probability (Feller, 1950) and began to realize what a fantastic situation exists in this field. The whole approach of Jeffreys was summarily rejected as metaphysical nonsense, without even a description. The author assured us that Jeffreys’ methods of estimation, which seemed to me so simple and satisfactory, were completely erroneous, and wrote in glowing terms about the success of a `modern theory,′ which had abolished all these mistakes. Naturally, I was eager to learn what was wrong with Jeffreys’ methods, why such glaring errors had escaped me, and what the new, improved methods were. But when I tried to nd the new methods for handling estimation problems (which Jereys could formulate in two or three lines of the most elementary mathematics), I found that the new book did not contain them.
Amusing E.T. Jaynes comment:
Jaynes (1974)