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La derniere chose qu 'on trouve en faisant un ouvrage, est de savoir celie qu 'il faut mettre la premiere. Blaise Pascal, Pensees. In the Preface to the first edition of his Grammar of Science Karl Pearson, with a cavalier approach to one of the niceties of conventional grammar, wrote There are periods in the growth of science when it is well to turn our attention from its imposing superstructure and to carefully examine its foundations. Since statistics is fundamental to all science, and since probability in turn is as necessary in the understanding and development of statistical techniques and theory as it is in life in general, it is necessary, I believe, for statisticians to heed Pearson's dictum and to consider, at least from time to time, the foundations of their discipline. It is with this in mind that this work is offered, my particular concern being the examination of the development of one of the fundamental aspects of modern Bayesian Statistics