My original question was
<Open quotation>
I have been asked the source of a quotation on Bayesians
'We are all Bayesians now'
(presumably 'we are probably all Bayesians' is meant)
I am ashamed to say that all though the quote seems very familiar, I don't
know the answer. I would currently assign the following probabilities
D Lindley 0.1
A Smith 0.05
D Savage 0.04
J Good 0.02
P Dawid 0.02
G Box 0.02
DG Kendall 0.01
D Rubin 0.01
AN Other 0.73
I believe these are coherent)
Can the list help?
<Close quotation>
My thanks to Andy Grieve, Mike Titterington, Ian White, Nick Cox, John
Stevenson, Brian Francis and David Matz for comments
Mike Titterington and Nick Cox pointed out to me that by D Savage I
presumably meant LJ Savage. I did indeed, so my probabilities may have
been coherent but they were still wrong. Nobody seemed sure as to what
the origin was although many were sure it wasn't by DG Kendall. Ian White
pointed out that I had omitted 'nobody', who is not at all the same as 'AN
Other'. Brian Francis suggested that it was probably adapted from 'We are
all Keynesians now', which, according to Wikepdia was uttered by Milton
Freedman (whom I seem to recall LJ Savage held in awe at one time) in
1965.
However, a search of JSTOR turned up the following:
In a footnote on page 1990 of their article of 1976
Status Attainment and Status Maintenance: A Study of Stratification in Old
Age Author(s): John C. Henretta and Richard T. Campbell
Source: American Sociological Review, Vol. 41, No. 6 (Dec., 1976), pp.
981-992
use the phrase , 'To paraphrase "We are all Bayesians now"'
In consequence, my posterior probability for AN Other (to include Henretta
and Campbell) is now 0.98.
As regards the use of the word Bayesian itself, the earliest reference I
can find in JSTOR is, with appropriate irony, by no less a person than LJ
Savage himself and dates from 1951
The Theory of Statistical Decision
Author(s): L. J. Savage
Source: Journal of the American Statistical Association, Vol. 46, No. 253
(Mar., 1951), pp. 55-67
Finally, I am reminded of the famous exchange
Oscar Wilde: How I wish I had said that. James Whistler: You will, Oscar,
you will.
Stephen Senn
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