In probability theory, inverse probability is an obsolete term for the probability distribution of an unobserved variable. Today, the problem of determining an unobserved variable (by whatever method) is called inferential statistics, the method of inverse probability (assigning a probability distribution to an unobserved variable) is called Bayesian probability, the "distribution" of data given the unobserved variable is rather the likelihood function (which is not a probability distribution), and the distribution of an unobserved variable, given both data and a prior distribution, is the posterior distribution. The development of the field and terminology from "inverse probability" to "Bayesian probability" is described by . The term "inverse probability" appears in an 1837 paper of De Morgan, in reference to Laplace's method of probability (developed in a 1774 paper, which independently discovered and popularized Bayesian methods, and a 1812 book), though the term "inverse probability" does not occur in these. Fisher uses the term in , referring to "the fundamental paradox of inverse probability" as the source of the confusion between statistical terms that refer to the true value to be estimated, with the actual value arrived at by the estimation method, which is subject to error. Later Jeffreys uses the term in his defense of the methods of Bayes and Laplace, in . The term "Bayesian", which displaced "inverse probability", was introduced by Ronald Fisher in 1950. Inverse probability, variously interpreted, was the dominant approach to statistics until the development of frequentism in the early 20th century by Ronald Fisher, Jerzy Neyman and Egon Pearson. Following the development of frequentism, the terms frequentist and Bayesian developed to contrast these approaches, and became common in the 1950s. In modern terms, given a probability distribution p(x|θ) for an observable quantity x conditional on an unobserved variable θ, the "inverse probability" is the posterior distribution p(θ|x), which depends both on the likelihood function (the inversion of the probability distribution) and a prior distribution.

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Fiducial inference
Fiducial inference is one of a number of different types of statistical inference. These are rules, intended for general application, by which conclusions can be drawn from samples of data. In modern statistical practice, attempts to work with fiducial inference have fallen out of fashion in favour of frequentist inference, Bayesian inference and decision theory. However, fiducial inference is important in the history of statistics since its development led to the parallel development of concepts and tools in theoretical statistics that are widely used.
Frequentist inference
Frequentist inference is a type of statistical inference based in frequentist probability, which treats “probability” in equivalent terms to “frequency” and draws conclusions from sample-data by means of emphasizing the frequency or proportion of findings in the data. Frequentist-inference underlies frequentist statistics, in which the well-established methodologies of statistical hypothesis testing and confidence intervals are founded. The primary formulation of frequentism stems from the presumption that statistics could be perceived to have been a probabilistic frequency.
Thomas Bayes
Thomas Bayes ( , né env. en 1702 à Londres - mort le à Tunbridge Wells, dans le Kent) est un mathématicien britannique et pasteur de l'Église presbytérienne, connu pour avoir formulé le théorème de Bayes. Thomas Bayes est issu d'une famille de protestants, qui étaient couteliers. Il reçoit une éducation privée et en 1719, il part pour l'université d’Édimbourg, afin d'étudier la théologie. À la fin des années 1720, il est nommé pasteur à Tunbridge Wells, près de Londres.
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