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Unofficial Errata and Commentary for E. T. Jaynes's Probability Theory: The Logic of Science

I consider Edwin T. Jaynes's book Probability Theory: The Logic of Science to be one of the most important works on the theory of probability of the last century. Unfortunately, Jaynes fell ill and died before he could complete the book. His incomplete manuscript was available on the web at that time, and some entire chapters were missing, parts of other chapters were missing, and others were not in as finished and polished a state as they probably would have been had Jaynes remained in good health long enough to finish the book. Jaynes's colleague G. Larry Bretthorst accepted the responsibility to put the unfinished manuscript into publishable form, and it was published in May 2003, five years after Jaynes's death. However, as Bretthorst writes in the editor's foreword,

I could have written these latter chapters and filled in the missing pieces, but if I did so, the work would no longer be Jaynes'; rather, it would be a Jaynes-Bretthorst hybrid with no way to tell which material came from which author. In the end, I decided the missing chapters would have to stay missing--the work would remain Jaynes'.

As a result, there remain omissions and some cases of unclear exposition (that contrast sharply with the clear exposition found in the more finished chapters); furthermore, the author is not in a position to issue his own errata to correct various minor errors that remain in the published form of the book.

The purpose of this web page is then to help the readers of Probability Theory to get more out of it, by

  • collecting and providing a list of (apparent) errata;
  • providing additional information and exposition where it may aid comprehension of material in the book; and
  • providing commentary on specific chapters or sections.

I would welcome contributions by others to any of these categories. Such contributions (or corrections to my commentary and errata) should be sent to bayes@ksvanhorn.com; please indicate whether you wish to be identified as the contributor, and if so, if you wish your email address to be given. I will forward the errata to the editor, Larry Bretthorst, so that appropriate corrections can be made in any future editions.

There is a mailing list for discussion about Jaynes's book: the etjaynesstudy group at Yahoo groups. If you have questions about Jaynes's book, the list is a good place to ask them. You can also email me at bayes@ksvanhorn.com, and I'll try to answer your question if I can.

My thanks go to the following people who have contributed errata or comments: Nick Cox, Philip Dawid, Anthony Garrett, Tony Kocurko, Naoki Saito, Eliezer S. Yudowsky, and Arnold Zellner. (There may be others I've lost track of; if I've inadvertently left your name off of the preceding list, please let me know.)

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