A PERSONAL HISTORY OF BAYESIAN STATISTICS

 

Thomas Hoskyns Leonard

 

Retired Professor of Statistics, Universities of Wisconsin-Madison and Edinburgh

 

APPENDIX B

 

THE BAYESIANS OF AULD EDINBURGH

 

By Thomas Hoskyns Leonard

 

 

O’er the spot on Kirk 0’ Field
Where the pox-ridden King Darnley was strangled and blown,
And the fate of the royal line of Scotland sealed,
After the stabbing of Daddy Rizzio in his Holyrood home,
Was Edinburgh’s new college in luxury built,
While the Chancellor lined his nest up to the hilt,
To cover the eternal grief and shame
After good Queen Mary took the blame.
Over the centuries,
And after many inventories,
The new college became old
And crusted in mould;
It a sad relic became
Though having achieved everlasting fame.
 

‘Twas there on a bricht braw night
That the Head Proctor went roost
While from his Leith Street mistress in full michty flight,
Only to encounter a most bewildering beastie ghoost;
‘Twas dressed like a clergyman from Marchmont,
Dog collar und all,
When o’er a dusty chest of parchments
It took a tumbling fall.
‘What do I see and who might you be?’
Snorted the snotty proctor.
‘You certainly ain’t a divine doctor,
I think you’re a scant beggar,
Cringin in from the cold;
But you’re much too mingin
And a touch too bold.


‘I’m Pastor Tom Bayes of Tunbridge Wells,
Into bells with no incense or smells,’
Growled the schemy ghost,
Looking as hot as a Sunday pot roast,
‘And I’ve in from my gangrene green grave in Moorgate flown
With my spare femur and collar bone.
To visit my very own alma mater,
Even though I’m an Auld Reekie hater.
I’m searching for my degree certificate from 1722;
I trained here to be a Presbyterian,
And with John Gregory to be a mathematical Rastafarian too,
But where the feckin thing is, I ain’t got a clue.


‘You senile old dodderer,’
Chortled the prickly proctor.
‘You’re such a narcoleptic pre-Grecian fool;
I should stick your face in this soggy gruel.
They said you’d discovered conditional probability
Though that ain’t even a remote possibility,
At Edinburgh you did never matriculate,
And I doubt that you from anywhere ever did graduate.
Steve Stigler in the Windy City right sorted you out,
During a fit of hypomania and gout,
And confined you to the margins of history.
Go and wallow in your Sassenach misery.’
‘But I did discover it first,’ wailed Bayes,
‘Whatever the daft crazies say.
I threw balls back over my shoulder,
Getting bolder and bolder.
Then with neat algebra did I play
Before leaving it for a rainy day.’


‘Richard Price did that,
You fat, non-conformist confabulator,’
Yelped the cocky University procrastinator,
‘When you were deid,
The ideas came into his heid,
And the banger off to the Royal Society did go,
To describe his inverse probabilities in full flow,
And the Fellows’ questions he did parry,
Blow for blow,
While disposing of every Tom, Dick, and Harry.


‘Oh weary, weary me,’ groaned Tom Bayes,
Drooping into a clinically imagined faze,
‘I’ll a phoney for ever be,
While many wise men follow me,
And the Queen will ne’er invite me to tea.
At least at the happy Scriptures I was a busy bee;
Now out of sight I’ll vanish like one of Ezra’s fleas.’
Hearing that, the ghost of the assassin Bothwell burst in,
With his red-hot death poker and a warped grin,
And showered the poor Reverend with brimstone and gin,
Until he became almighty thin,
And wished he’d never bin.


Meanwhile, Flo Gale sat legs awry
In the Blind Poet on nearby West Nick,
Looking like Yankee cherry pie,
Munching her Balaclava pie chart
And gawping at the Ruskies and bucks most slick,
Making her heart beat quick,
And at trios of freshers tied ankle to ankle,
Living it up, and drinking Aeilidh’s Spanky Spankle,
When in did wander scrawny Malky Nuke,
Looking sullen and ready to puke,
Waving his jack-knife and trailing his bootstraps,
As if ready to find a wife and toast her with Schnapps.


‘May I enquire after your Vital Statistics?’ asked Nuke,
Looking tolerably handsome and certainly no gook.
‘I’m a Bayesian you see, out of the Savage-De Finetti school am I,
And I’ll be a sure winner and coherent until the day I die.
I’d like to date you and randomly mate you
So that into Hardy-Weinberg equilibrium we can go,
While with Jose Bernardo and Susie Bayarri we go with the flow.
Please, my darling Flo, why don’t we to Gregor’s Go Go Club go,
And mix it with the genocrats, lawyers and politicians,
And make a meal of fishy Fisherian statisticians,
While we rid ourselves or our inhibitions?


‘What is the probability of us hitting it off?’ flirted flighty Flo,
As always in the proverbial know.
‘And is it classical, subjective, frequency,
Or full of indecency?
To be at your disposal
I’d require a better proposal.
Perchance I could maximise your expected utility,
And put an end to my futility
By refuting Maurice Allais’ paradox
While being as sly as Don Fraser’s fiducial fox.


‘The conditional probability is zero point nine recurring,’
Said Malky, twitching his nostrils and purring,
‘If we a touch of amyl nitrite snort,
And dodge out of the way of Jerzy Neyman
When he emerges from a region of Type B, looking as frought
As an agitated prehistoric clay man.
Then we’ll listen to the nightingale on Charlotte Square,
Chirp about Tukey and Lehmann,
And perform a conjugate analysis just for a dare.


‘Then off to UCL on I’ll take you,’ smirked Flo,
Pulling out a wallet full of dough.
‘That’s where the fired Cantab dons hang out,
With other Bayesians, feds, and rozzers of redoubt,
While the Beefeaters in the Quadrangle pout
And Sir Ronald’s administrators cock a snout.
We’ll dream up a three-stage hierarchical prior
While eating peanuts by the roaring fire
And listening to the heavenly choir
Oh, happy, happy, day!
Everything’s going my way.


Just then, sulky Malky was nailed in the head,
As if being impaled by Vlad, Mack, and Fred,
By a full-blown Jeffreys invariant prior 
Which shred the keelie’s grey matter in a manner most dire
And turned him into a burlesque Jekyll-Lehmann-Tukey zombie,
Like the one from Lower and Upper Abercrombie.
‘Screw Bayes,’ he howled, ‘and screw you.
You can pour your posteriors down the flue.
Meanwhile I’m off on the night bus to Edinburgh Zoo,
To play with Wojtek the Bear and Winnie the Pooh.’


After Malky had fled like a Ned,
His lion’s tail between his Rabbie Burns legs a’ trailing,
Poor Flo contented herself with regaling,
A loquacious machine intelligence expert called Jack O’Neill,
A Home Counties type From Upper Snailing,
Who had an intriguingly prior-informative, robust, and strangely explicative feel.
What a delightful Lindley-Smithsonian deal!
But O’Neill, who enjoyed taking Flo’s flack,
And was really a Polak called Gudak,  
Wasn’t ne’er as good as young Malky Nuke,
The Bayesian nerd who’d been hit by a fluke,
And a long-run sure winner to boot.

 

 
 
 
 
  © Thomas Hoskyns Leonard, 2014