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Dennis Lindley

Leading British statistician, Dennis Lindley, dies
StatsLife.org, 16 December 2013

Dennis Lindley was a leading proponent of Bayesian methods in statistics. The memorial tribute in StatsLife includes this link to 32 minute video of an interview with Lindley.

Section 6.8 of Lindley's book Understanding Uncertainty (Wiley, 2005), a devoted to an discussion of Cromwell's Rule, which was featured in our Quotations above. From Lindley's description:

Bayes rule in its original, probability, form says that

p(F | E) = p(E | F) p(F) / p(E)

providing p(E) is not zero. ...Suppose that your probability for F were zero, then since multiplication of zero by any number always gives the same reulst, zero, the right-hand, and hence also the left-hand, sides will always be zero whatever be the evidence E. In other words, if you have probability zero for something, F, you will always have probability zero for it, whatever evidence E you receive. Since, if an event has portability zero, the complementary event always has probability one, then, whatever evidence you receive, you will continue to believe in it. No evidence can possibly shake your strongly held belief.

… As an example of such a result, consider the case of a person who holds a view F with probability 1. Then coherence says that it is no use having a debate with them because

nothing will change their mind [pp. 90-91].

Submitted by Paul Alper