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Last active November 6, 2025 19:28
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Cox’s Theorem

Cox’s theorem proves that probability theory is the unique consistent framework for reasoning under uncertainty.[1][2] Any system satisfying basic consistency requirements must be isomorphic to probability theory.

This framework is compositional over viewpoints: you assign probabilities over models/hypotheses and update via Bayes’ rule. Aumann’s Agreement Theorem shows that rational agents with common priors who update on shared evidence converge in their beliefs.

[1] Cox, R. T. (1946). “Probability, Frequency and Reasonable Expectation”. American Journal of Physics. 14 (1): 1–13.

[2] Cox, R. T. (1961). The Algebra of Probable Inference. Johns Hopkins University Press.​​​​​​​​​​​​​​​​

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