A Review of Bernoulli’s Fallacy

Aubrey Clayton’s book, Bernoulli’s Fallacy, covers the same ground as Jaynes’s Probability Theory: The Logic of Science, for a broader audience. It is also an easier read, at 347 pages versus 727. In addition, the author also discusses the socio-political context of mathematical statistics in the late 19th and early 20th centuries. According to his account, mistakes ranged from justice and medicine to social sciences. It ends with recommendations to avoid repeating them. 

This book is definitely a shot from the Bayesian side in the war between Bayesians and frequentists.  It is tearing apart the world of statisticians but most data scientists have no wish to enlist on either side.  They should nonetheless read it, for challenging ideas and historical background. 

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