The Algebra of Probable Inference: Richard T. Cox

This is a lovely, lovely book and I can’t believe it has taken me this long to find and read it (November 2005: I was lead to this book via Jaynes, who was the author that also recommended Stove). Cox, a physicist, builds the foundations of logical probability using Boolean algebra and just two axioms, which are so concise and intuitive that I repeat them here:

1. “The probability of an inference on given evidence determines the probability of its contradictory on the same evidence.”

2. “The probability on given evidence that both of two inferences are true is determined by their separate probabilities, one on the given evidence, the other on this evidence with the additional assumption that the first inference is true.”

Cox then begins to build. He shows that probability can be, should be, and is represented by logic; he shows the type of function probability is, the relation of uncertainty and entropy, and what expectation is. He ends with deriving Lapace’s rule of succession, and argues when this rule is valid and when it is invalid. And he does it all in only 96 pages!. This is one of the rare books that I also recommend you read each footnote. If you have any interest in probability or statistics, you have a moral obligation to read this book.

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