Jaynes vs Billingsley

The hipster lit flowchart begins with a single question, “Have you read Infinite Jest?”, to which the follow up for a negative answer is simply, “You’re not a hipster.”.  Period.  The same must surely be true for a hypothetical astrostatistics lit flowchart with Wallace’s rambling epic replaced by E.T. Jaynes’ Probability Theory, The Logic of Science.  If you haven’t read this book you’re not an astrostats nerd. And if you have, well you’re probably banging on to someone right now about how humans are nothing more than imperfect Bayesian logic machines and that the only sensible prior EVER is a maximum entropy prior.  And no doubt, Jaynes’ is a statistics legend.  But, if you would answer yes to the above then I have a follow-up question, “Have you read Billingsley’s Convergence of Probability Measures?”.

Assuming only a modest background knowledge of undergrad Analysis (including  Lebesgue integration and measure theory) Billingsley elucidates everything you need to know about mathematical probability to be confident in developing your own convergence/consistency proofs and to work with topologies outside that of the familiar R^N.  AND, by the way, Billingsley was also a ridiculously successful actor, even making a brief appearance in The Untouchables, which surely puts him in the exclusive club of cool scienticians bossed by Carl Sagan and Richard Feynman.  Check it out …

Patrick_Billingsley  0471197459

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