Origin of the Bayes Factor

Abstract

This article details the historical developments that gave rise to the Bayes factor for testing a point null hypothesis against a composite alternative. In line with current thinking, we find that the conceptual innovation - to assign prior mass to a general law - is due to a series of three articles by Dorothy Wrinch and Sir Harold Jeffreys (1919, 1921, 1923). However, our historical investigation also suggests that in 1932 it was J.B.S. Haldane who derived the first Bayes factor. Jeffreys was well aware of Haldane's work and it may have inspired him to pursue a more concrete statistical implementation for his conceptual ideas. It thus appears that Haldane may have had a much bigger role in the statistical development of the Bayes factor than has hitherto been assumed.