Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

Joseph B. Kadane's "Principles of Uncertainty" Wins Coveted DeGroot Prize

"Principles of Uncertainty," written by Carnegie Mellon University's Joseph B. (Jay) Kadane, has won the International Society for Bayesian Analysis' coveted DeGroot Prize.

The prize, awarded every two years to honor an outstanding statistical science book, was established to recognize Morris H. (Morrie) DeGroot, the founding head of Carnegie Mellon's Department of Statistics and renowned author of statistics and decision theory books.

"Jay Kadane's book, 'Principles of Uncertainty,' carries out two fundamental dimensions of Jay's career in statistics: the subjective Bayesian foundations of the field of statistics and the critical importance that statistical thinking and methods must play in a wide range of application areas," said John Lehoczky, dean of the Dietrich College of Humanities and Social Sciences and the Thomas Lord University Professor of Statistics. "It is marvelous to see his outstanding book awarded a prize named after Morrie DeGroot, the founder of the department and a major figure in the development of Bayesian statistics."

Throughout his career, Kadane, the Leonard J. Savage University Professor of Statistics and Social Sciences, Emeritus, used the Bayesian theory, both in its decision-theoretic foundations and in problems of elicitation and computation, to solve political science, law, physics, medicine and computer science problems. Kadane drew on his vast experiences in "Principles of Uncertainty" as an effort to explain Bayesian statistics and math.
David Draper, chair of the award committee, said that "Principles of Uncertainty" was chosen for the DeGroot Prize for "its clear, correct and original exploration of the consequences - for inference, prediction and decision-making- of completely adopting a subjective Bayesian viewpoint."

"This book addresses how to think about uncertainty," Kadane wrote in the preface. "It is addressed to those who want to know 'why.' I have chosen a particular point of view, the subjective Bayesian view, because this approach has best survived the tumult of doing statistical applications and worrying about the meaning behind the calculations."

Kadane starts each chapter with a poem or song verse that relates to the chapter. He did this to help lighten the topic. For example, the book begins with a quote from "Zooropa," the popular U2 song:
"Don't worry baby. It's going to be alright. Uncertainty can be a guiding light."

The first chapters introduce one new concept or assumption, and the rest of the book explores the consequences of each new assumption. Kadane organized the book this way to permit the use of "just-in-time mathematics," or the introduction of mathematical ideas just before they are applied to advancing the main argument, which is about uncertainty.

Christian P. Robert, professor of statistics at Université Paris-Dauphine and head of the Stat Lab at the Center for Research in Economics and Statistics of the National Institute for Statistics and Economic Studies in Paris, France, called the book "a profound and mesmerizing book on the foundations and principles of subjectivist or behaviorist Bayesian analysis."

He continued, "It represents the legacy he [Kadane] wants to leave for the future. And this is a legacy Jay can certainly be proud of! I highly recommend 'Principles of Uncertainty' for teaching as it can be used at so many different levels."

For more information about Kadane's "Principles of Uncertainty," visit