E. T. Jaynes died April 30, 1998. Before his death he asked me to finish and publish his book on probability theory. I struggled with this for some time, because there is no doubt in my mind that Jaynes wanted this book finished. Unfortunately, most of the later chapters, Jaynes' intended volume 2 on applications, were either missing or incomplete, and some of the early chapters also had missing pieces. I could have written these latter chapters and filled in the missing pieces, but if I did so, the work would no longer be Jaynes'; rather, it would be a Jaynes–Bretthorst hybrid with no way to tell which material came from which author. In the end, I decided the missing chapters would have to stay missing – the work would remain Jaynes'.

There were a number of missing pieces of varying length that Jaynes had marked by inserting the phrase ‘much more coming’. I could have left these comments in the text, but they were ugly and they made the book look very incomplete. Jaynes intended this book to serve as both a reference and a text book. Consequently, there are question boxes (Exercises) scattered throughout most chapters. In the end, I decided to replace the ‘much more coming’ comments by introducing ‘Editor's’ Exercises. If you answer these questions, you will have filled in the missing material.

Jaynes wanted to include a series of computer programs that implemented some of the calculations in the book.