Probability Theory With Applications in Science and Engineering


E. T. Jaynes

The material available from this page is a pdf version of Jaynes' book titled Probability Theory With Applications in Science and Engineering. If you need postscript please follow this link: postscript.

Ed Jaynes began working on his book on probability theory as early as 1954. A very preliminary version of the book was published by the Socony-Mobil Oil Co. in 1956. This preliminary version contained only 5 lectures. From 1956 through the early 70's Dr. Jaynes continued to work on these lectures and actively used them in his courses on probability theory and statistical mechanics. By the mid 70's he had a contract with a publisher and had nearly completed the problem of producing a publication quality version of the text. For reasons unknown to me, he never published this version of his book, nor did he ever finish all of the lectures that were to be included in it. Rather he began the process of converting the material into a document that could be typeset by computer. As a result the typed publication quality version of his book was put aside. I first learned of the existence of this manuscript when I began the process of completing his book on probability theory.

Table Of Contents

  1. Front Title Page

  2. Preface

  3. Introduction And Background

  4. Plausible Reasoning

  5. Laplace's Model of Common Sense

  6. Bayes' Theorem And Maximum Likelihood

  7. Sequential Hypothesis Testing

  8. Multiple Hypothesis Testing

  9. Queer Uses For Bayes' Theorem

  10. Point Estimation With Binomial And Poisson Distributions

  11. Interval Estimation And Asymptotic Properties

  12. Discrete Prior Probabilities-The Entropy Principle

  13. A First Look At Statistical Mechanics - this lecture was never written

  14. Continuous Prior Probabilities: Transformation Groups - this lecture was never written.

    See `Prior Probabilities,' available as a pdf file or as a postscript file. Also see `Prior Probabilities and Transformation Groups,' an unpublished manuscript available as a pdf file or as a level 2 postscript file.

  15. Introduction To Decision Theory

  16. Decision Theory In Signal Detection

  17. Survey Of Orthodox Principles

  18. The Ap Distribution And Rule Of Succession

  19. Probability And Frequency In Exchangeable Sequences

  20. Application Of Probability Theory To Physical Measurements

  21. Physics of 'Random' Experiments

  22. Introduction To Communication Theory

  23. Inference With A Gaussian Distribution

  24. Inference With A Cauchy Distribution

  25. Optimal Antenna And Filter Design

    See `Mine Detection Study Program, Final Report,' The final report on work done for Varian. It contains a calculation on the generalized detection problem. The report is available as a pdf or as a level 2 postscript file.

  26. Irreversible Statistical Mechanics I: Heims Perturbation Theory

An 8.9Mb pdf file containing the entire document is available. Additionally, a 11Mb level 2 postscript file containing the entire document is also available.

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Larry Bretthorst
Dept. Of Chemistry and Radiology
Washington University
St. Louis MO 63130

Phone: 314 362-9994