A History of the Central Limit Theorem

A History of the Central Limit Theorem PDF Author: Hans Fischer
Publisher: Springer Science & Business Media
ISBN: 0387878572
Category : Mathematics
Languages : en
Pages : 415

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Book Description
This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications. Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.

A History of the Central Limit Theorem

A History of the Central Limit Theorem PDF Author: Hans Fischer
Publisher: Springer Science & Business Media
ISBN: 0387878572
Category : Mathematics
Languages : en
Pages : 415

Get Book Here

Book Description
This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications. Making this theorem an autonomous mathematical object was very important for the development of modern probability theory.

The Life and Times of the Central Limit Theorem

The Life and Times of the Central Limit Theorem PDF Author: William J. Adams
Publisher: American Mathematical Soc.
ISBN: 0821848992
Category : Mathematics
Languages : en
Pages : 218

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Book Description
About the First Edition: The study of any topic becomes more meaningful if one also studies the historical development that resulted in the final theorem. ... This is an excellent book on mathematics in the making. --Philip Peak, The Mathematics Teacher, May, 1975 I find the book very interesting. It contains valuable information and useful references. It can be recommended not only to historians of science and mathematics but also to students of probability and statistics. --Wei-Ching Chang, Historica Mathematica, August, 1976 In the months since I wrote ... I have read it from cover to cover at least once and perused it here and there a number of times. I still find it a very interesting and worthwhile contribution to the history of probability and statistics. --Churchill Eisenhart, past president of the American Statistical Association, in a letter to the author, February 3, 1975 The name Central Limit Theorem covers a wide variety of results involving the determination of necessary and sufficient conditions under which sums of independent random variables, suitably standardized, have cumulative distribution functions close to the Gaussian distribution. As the name Central Limit Theorem suggests, it is a centerpiece of probability theory which also carries over to statistics. Part One of The Life and Times of the Central Limit Theorem, Second Edition traces its fascinating history from seeds sown by Jacob Bernoulli to use of integrals of $\exp (x^2)$ as an approximation tool, the development of the theory of errors of observation, problems in mathematical astronomy, the emergence of the hypothesis of elementary errors, the fundamental work of Laplace, and the emergence of an abstract Central Limit Theorem through the work of Chebyshev, Markov and Lyapunov. This closes the classical period of the life of the Central Limit Theorem, 1713-1901. The second part of the book includes papers by Feller and Le Cam, as well as comments by Doob, Trotter, and Pollard, describing the modern history of the Central Limit Theorem (1920-1937), in particular through contributions of Lindeberg, Cramer, Levy, and Feller. The Appendix to the book contains four fundamental papers by Lyapunov on the Central Limit Theorem, made available in English for the first time.

Who Gave You the Epsilon?

Who Gave You the Epsilon? PDF Author: Marlow Anderson
Publisher: MAA
ISBN: 9780883855690
Category : Mathematics
Languages : en
Pages : 448

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Book Description
Follows on from Sherlock Holmes in Babylon to take the history of mathematics through the nineteenth and twentieth centuries.

Uniform Central Limit Theorems

Uniform Central Limit Theorems PDF Author: R. M. Dudley
Publisher: Cambridge University Press
ISBN: 0521461022
Category : Mathematics
Languages : en
Pages : 452

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Book Description
This treatise by an acknowledged expert includes several topics not found in any previous book.

A History of Parametric Statistical Inference from Bernoulli to Fisher, 1713-1935

A History of Parametric Statistical Inference from Bernoulli to Fisher, 1713-1935 PDF Author: Anders Hald
Publisher: Springer Science & Business Media
ISBN: 0387464093
Category : Mathematics
Languages : en
Pages : 221

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Book Description
This book offers a detailed history of parametric statistical inference. Covering the period between James Bernoulli and R.A. Fisher, it examines: binomial statistical inference; statistical inference by inverse probability; the central limit theorem and linear minimum variance estimation by Laplace and Gauss; error theory, skew distributions, correlation, sampling distributions; and the Fisherian Revolution. Lively biographical sketches of many of the main characters are featured throughout, including Laplace, Gauss, Edgeworth, Fisher, and Karl Pearson. Also examined are the roles played by DeMoivre, James Bernoulli, and Lagrange.

Martingale Limit Theory and Its Application

Martingale Limit Theory and Its Application PDF Author: P. Hall
Publisher: Academic Press
ISBN: 1483263223
Category : Mathematics
Languages : en
Pages : 321

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Book Description
Martingale Limit Theory and Its Application discusses the asymptotic properties of martingales, particularly as regards key prototype of probabilistic behavior that has wide applications. The book explains the thesis that martingale theory is central to probability theory, and also examines the relationships between martingales and processes embeddable in or approximated by Brownian motion. The text reviews the martingale convergence theorem, the classical limit theory and analogs, and the martingale limit theorems viewed as the rate of convergence results in the martingale convergence theorem. The book explains the square function inequalities, weak law of large numbers, as well as the strong law of large numbers. The text discusses the reverse martingales, martingale tail sums, the invariance principles in the central limit theorem, and also the law of the iterated logarithm. The book investigates the limit theory for stationary processes via corresponding results for approximating martingales and the estimation of parameters from stochastic processes. The text can be profitably used as a reference for mathematicians, advanced students, and professors of higher mathematics or statistics.

Limit Theorems of Probability Theory

Limit Theorems of Probability Theory PDF Author: Yu.V. Prokhorov
Publisher: Springer Science & Business Media
ISBN: 3662041723
Category : Mathematics
Languages : en
Pages : 280

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Book Description
A collection of research level surveys on certain topics in probability theory by a well-known group of researchers. The book will be of interest to graduate students and researchers.

A History of Mathematical Statistics from 1750 to 1930

A History of Mathematical Statistics from 1750 to 1930 PDF Author: Anders Hald
Publisher: Wiley-Interscience
ISBN:
Category : Mathematics
Languages : en
Pages : 832

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Book Description
The long-awaited second volume of Anders Hald's history of the development of mathematical statistics. Anders Hald's A History of Probability and Statistics and Their Applications before 1750 is already considered a classic by many mathematicians and historians. This new volume picks up where its predecessor left off, describing the contemporaneous development and interaction of four topics: direct probability theory and sampling distributions; inverse probability by Bayes and Laplace; the method of least squares and the central limit theorem; and selected topics in estimation theory after 1830. In this rich and detailed work, Hald carefully traces the history of parametric statistical inference, the development of the corresponding mathematical methods, and some typical applications. Not surprisingly, the ideas, concepts, methods, and results of Laplace, Gauss, and Fisher dominate his account. In particular, Hald analyzes the work and interactions of Laplace and Gauss and describes their contributions to modern theory. Hald also offers a great deal of new material on the history of the period and enhances our understanding of both the controversies and continuities that developed between the different schools. To enable readers to compare the contributions of various historical figures, Professor Hald has rewritten the original papers in a uniform modern terminology and notation, while leaving the ideas unchanged. Statisticians, probabilists, actuaries, mathematicians, historians of science, and advanced students will find absorbing reading in the author's insightful description of important problems and how they gradually moved toward solution.

Calculus Reordered

Calculus Reordered PDF Author: David M. Bressoud
Publisher: Princeton University Press
ISBN: 0691218781
Category : Mathematics
Languages : en
Pages : 242

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Book Description
Calculus Reordered takes readers on a remarkable journey through hundreds of years to tell the story of how calculus grew to what we know today. David Bressoud explains why calculus is credited to Isaac Newton and Gottfried Leibniz in the seventeenth century, and how its current structure is based on developments that arose in the nineteenth century. Bressoud argues that a pedagogy informed by the historical development of calculus presents a sounder way for students to learn this fascinating area of mathematics. Delving into calculus's birth in the Hellenistic Eastern Mediterranean--especially Syracuse in Sicily and Alexandria in Egypt--as well as India and the Islamic Middle East, Bressoud considers how calculus developed in response to essential questions emerging from engineering and astronomy. He looks at how Newton and Leibniz built their work on a flurry of activity that occurred throughout Europe, and how Italian philosophers such as Galileo Galilei played a particularly important role. In describing calculus's evolution, Bressoud reveals problems with the standard ordering of its curriculum: limits, differentiation, integration, and series. He contends instead that the historical order--which follows first integration as accumulation, then differentiation as ratios of change, series as sequences of partial sums, and finally limits as they arise from the algebra of inequalities--makes more sense in the classroom environment. Exploring the motivations behind calculus's discovery, Calculus Reordered highlights how this essential tool of mathematics came to be.

The Concise Encyclopedia of Statistics

The Concise Encyclopedia of Statistics PDF Author: Yadolah Dodge
Publisher: Springer Science & Business Media
ISBN: 0387317422
Category : Mathematics
Languages : en
Pages : 612

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Book Description
The Concise Encyclopedia of Statistics presents the essential information about statistical tests, concepts, and analytical methods in language that is accessible to practitioners and students of the vast community using statistics in medicine, engineering, physical science, life science, social science, and business/economics. The reference is alphabetically arranged to provide quick access to the fundamental tools of statistical methodology and biographies of famous statisticians. The more than 500 entries include definitions, history, mathematical details, limitations, examples, references, and further readings. All entries include cross-references as well as the key citations. The back matter includes a timeline of statistical inventions. This reference will be an enduring resource for locating convenient overviews about this essential field of study.