Sir Ronald A. Fisher (1890-1962) is considered one of the 20th century's greatest statisticians. Together with his work in biology ("If you shoot at a king you must kill him."(Ralph Waldo Emerson)

*"the greatest biologist since Darwin"*in Richard Dawkins' opinion) Fisher's contributions earned him among other honours and awards,

*"three medals of the Royal Statistical Society, the Darwin Medal (1948) and the Copley Medal (1956). He received honorary degrees from numerous Universities, and was a member in over 20 academies, societies, and institutes"*.

In 1910, while a student, Fisher joined the Cambridge Eugenics Society, meeting John Maynard Keynes, already a high-profile member (at the time, Keynes and Karl Pearson, Francis Galton's protégé and heir as head of the British Eugenics Society, had a acrimonious spat, Keynes allegedly writing to a friend

*"the man is a liar"*). Like Keynes (7 years his senior), Fisher became a eugenicist.

In the early 1920s, to supplement his income after the birth of his first child, Fisher became a casual book reviewer for the Eugenics Review, the journal of the BES. Fisher (32 at the time) was commissioned to review Keynes' 1921 "A Treatise on Probability". One should imagine it was a sensitive assignment for Fisher, then a humble statistician at the Rothamsted Experimental Station (Hertfordshire): not only was Keynes well-known and respected in eugenic circles, but his previous book, the influential "The Economic Consequences of the Peace" (1919) made of him a celebrity.

The result was Fisher's extraordinary "Mr. Keynes' Treatise on Probability" (1922. Eugenics Review. 14: 46-50: freely available). It's tempting to quote extensively from Fisher's work. For brevity's sake, however, I'll be highly selective and quote verbatim one key comment, only.

After dismissing a more

*"indulgent account"*of Keynes' work, Fisher relates how Keynes, in

*"Part II of his book (71 pages)"*, proceeds to prove

*"all the laws of probability"*… when

*"no definition of probability whatever enters into these proofs. Probability is introduced surreptitiously, not in a definition of probability, but in the definitions of addition and multiplication!"*(exclamation point in the original).

In other words: nothing more natural, for Keynes, than to prove theorems already proved and available in any Probability101 textbook, with a

**concept of probability. You've got to wonder at Keynes' priorities.**

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*"the fact that the binomial distribution is not in general symmetrical seems to strike him as a novelty"*(?!?!). The very idea behind his book was an anachronism; his numerical examples, plagued with errors:

(I couldn't resist: I enjoyed reading that as much as Fisher evidently enjoyed writing it)"The author's intention is evidently to contradict Bernoulli's theorem: it is a nice problem, however, to determine how few arithmetical corrections will suffice to bring the above figures into agreement with the binomial distribution."

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This particular exhibition of ineptitude, however, is especially telling. For one, Keynes'

**real academic training was in mathematics and he did not perform well in that, to put it mildly. For another, Keynes' statistical uncertainty is a foundational stone for his economics.**

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[A] |

At any event, the king, it seems, was dead.

Unfortunately, his subjects did survive: they never read the reviews to "A Treatise on Probability". They are -- and shall remain -- none the wiser.

"A Treatise on Probability" itself has been largely forgotten, to the delight and relief of statisticians.

__Image Credits:__[A] Author: New York, Underwood & Underwood, publishers (circa 1906). Image in the public domain. Source: Wikipedia.

Awhile ago, I ran across the reviews of one Michael Emmett Brady on Amazon. Brady is a huge fan of Keynes' Treatise on Probability and claims that it was widely misunderstood at the time. Brady's review is worth reading.

ReplyDeletehttp://www.amazon.com/Treatise-Probability-Full-Text-Illustrated-ebook/dp/B00JJ5EO0O/ref=sr_1_2?ie=UTF8&qid=1450198672&sr=8-2&keywords=keynes+probability

Hi Tao.

ReplyDeleteNice to hear from you, Tao. It's been a while since you last commented.

"Awhile ago, I ran across the reviews of one Michael Emmett Brady on Amazon. Brady is a huge fan of Keynes' Treatise on Probability and claims that it was widely misunderstood at the time. Brady's review is worth reading."

I'm aware of Dr. Brady's opinions, even though I can't say I've followed his work.

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Regarding the "misunderstanding thing". Frankly, in Keynes' case, I am not sympathetic to this kind of claim, at all. And for many reasons, too.

For one, because if there really was any misunderstanding (and I'm not convinced there was), it was caused -- or at least made worse -- by Keynes himself. A quarter of a century ellapsed since 1921 (when "A Treatise" was published) and Keynes' death in 1946: he had ample time to dispel any "misunderstandings", but he didn't. Why not?

Timidity, maybe? But the man was no shrinking violet: he enjoyed controversies and the attention they bring. I mentioned a very remarkable one in the post (Keynes' very public and long-term feud with Pearson); I am sure you know all about the disputes Keynes had with other economists.

Speaking plainly, Keynes was a bully, the alpha dog: he doesn't strike me as the kind who turns the other cheek. Would Keynes cop unjustified mockery from a guy who at the time was a nobody, like Fisher, if he could avoid it?

If you ask me, Keynes did what many others in similar circumstances do (think of any politician or even economist): keep the head down and wait for the whole thing to blow over. He knew he could not bullshit Fisher (and, indeed, many others!), so what was the point of engaging him? To get more ridicule heaped upon himself?

He could have had the basic decency to admit that he fucked things up, but he could not accept the loss of face. People like Keynes, my friend, do not fight for high principles: they fight to win, only.

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I should add that I understand this may be upsetting to Keynes' fans. While I'm not sympathetic to Keynes, I don't extend that to the universe of his fans. In fact, I sympathise with a few of them. I'd rather recommend them to have a look at "A Treatise", with Fisher's comments in mind.

You may want to check out a book on R Fisher by Brady at Amazon.Good Luck

ReplyDeleteactually,it is not a book on fisher,although there is an essay in which Brady simply refutes Fisher's review about Keynes's book in 1921.The book shows where many of the reviewers went astray.

ReplyDeleteBrady does more than refute Fisher. He refutes every single ,negative book review

ReplyDelete