Harold Jeffreys based his views on the foundations of statistics on an objective Bayesian account of the theory of probability (see Bayesian interpretation of probability). He agreed with the Neyman-Pearson paradigm that one should always test a null hypothesis against an alternative hypothesis (unlike in Fisher’s paradigm, for instance).
Given such hypotheses and data , Jeffreys wanted to
- Compute the Bayes factor , where each and are given prior probability 1/2 (this is what made Jeffreys an objective Bayesian, as opposed to a subjective Bayesian, who thought the priors should be calculated based on one’s own beliefs).
- Reject if
- As evidence, report the posterior probabilities and . (Recall that in the Bayesian interpretation the hypotheses are considered random objects so is well-defined).