Mathematical Proceedings of the Cambridge Philosophical Society

Research Article

Some Tests of Significance, Treated by the Theory of Probability

Harold Jeffreysa1

a1 St John's College

It often happens that when two sets of data obtained by observation give slightly different estimates of the true value we wish to know whether the difference is significant. The usual procedure is to say that it is significant if it exceeds a certain rather arbitrary multiple of the standard error; but this is not very satisfactory, and it seems worth while to see whether any precise criterion can be obtained by a thorough application of the theory of probability.

(Received January 01 1935)

(Accepted March 11 1935)