On Becoming a Bayesian: Early Correspondences between J Cornfield and LJ Savage

摘要

Jerome Cornfield was arguably the leading proponent for the use of Bayesian methods in biostatistics during the 1960s. Prior to 1963, however, Cornfield had no publications in the area of Bayesian statistics. At a time when frequentist methods were the dominant influence on statistical practice, Cornfield went against the mainstream and embraced Bayes. The goal of this paper is (i) to explore how and why this transformation came about and (ii) to provide some sense as to who Cornfield was and the context in which he worked.