Cox's theorem

Part of a series on
Bayesian statistics
Posterior = Likelihood × Prior ÷ Evidence
Background
Bayesian inference Bayesian probability Bayes' theorem Bernstein–von Mises theorem Coherence Cox's theorem Cromwell's rule Principle of indifference Principle of maximum entropy
Model building
Weak prior ... Strong prior Conjugate prior Linear regression Empirical Bayes Hierarchical model
Posterior approximation
Markov chain Monte Carlo Laplace's approximation Integrated nested Laplace approximations Variational inference Approximate Bayesian computation
Estimators
Bayesian estimator Credible interval Maximum a posteriori estimation
Evidence approximation
Evidence lower bound Nested sampling
Model evaluation
Bayes factor Model averaging Posterior predictive
Mathematics portal
v t e

Cox's theorem, named after the physicist Richard Threlkeld Cox, is a derivation of the laws of probability theory from a certain set of postulates.^[1][2] This derivation justifies the so-called "logical" interpretation of probability, as the laws of probability derived by Cox's theorem are applicable to any proposition. Logical (also known as objective Bayesian) probability is a type of Bayesian probability. Other forms of Bayesianism, such as the subjective interpretation, are given other justifications.