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Keywords:

  • Identification;
  • Likelihood;
  • Bayesian inference;
  • Fisher;
  • Jeffreys

Summary

This paper considers how the concepts of likelihood and identification became part of Bayesian theory. This makes a nice study in the development of concepts in statistical theory. Likelihood slipped in easily but there was a protracted debate about how identification should be treated. Initially there was no agreement on whether identification involved the prior, the likelihood or the posterior.