Author: Jerzy Neyman
Publisher: Springer-Verlag
ISBN: 3642497500
Category : Mathematics
Languages : de
Pages : 274
Book Description
The present volume represents the Proceedings of an International Research Seminar organized in 1963 by the Statistical Laboratory, Uni versity of California, Berkeley, on the occasion of a remarkable triple anniversary: the 250th anniversary of jACOB BERNOULLI's "Ars Conjectandi", the 200th anniversary of THOMAS BAYES' "Essay towards solving a problem in doctrine of chance", and the!50th anniversary of the PIERRE-SIMON DE LAPLACE's "Essai philosophique sur les probabilites". Financial assistance of the National Science Foundation, without which the Seminar could not have been held, is gratefully acknowledged. The publication of Ars Conjectandi, in 1713, was a milestone in the history of probability theory. Here, for the first time, appeared a careful description of the now well-known combinatorial methods which give solutions of many problems on simple games of chance. Also, Ars Conjectandi contains the Bernoulli numbers, theorems relating to the duration of games, and to the ruin of gamblers and, above all, the state ment and proof of the famous Bernoulli weak law of large numbers. Even though the original Latin edition of Ars Conjectandi was followed by several in modern languages, currently the book is not easily accessible. Apparently the last re-publication, in German, occurred in 1899, in two issues, No. 107 and No. 108, of the series "Ostwald's Klassi ker der exakten Wissenschaften", Wilhelm Engelman, Leipzig. The two books are difficult to locate
Bernoulli 1713 Bayes 1763 Laplace 1813
Author: Jerzy Neyman
Publisher: Springer-Verlag
ISBN: 3642497500
Category : Mathematics
Languages : de
Pages : 274
Book Description
The present volume represents the Proceedings of an International Research Seminar organized in 1963 by the Statistical Laboratory, Uni versity of California, Berkeley, on the occasion of a remarkable triple anniversary: the 250th anniversary of jACOB BERNOULLI's "Ars Conjectandi", the 200th anniversary of THOMAS BAYES' "Essay towards solving a problem in doctrine of chance", and the!50th anniversary of the PIERRE-SIMON DE LAPLACE's "Essai philosophique sur les probabilites". Financial assistance of the National Science Foundation, without which the Seminar could not have been held, is gratefully acknowledged. The publication of Ars Conjectandi, in 1713, was a milestone in the history of probability theory. Here, for the first time, appeared a careful description of the now well-known combinatorial methods which give solutions of many problems on simple games of chance. Also, Ars Conjectandi contains the Bernoulli numbers, theorems relating to the duration of games, and to the ruin of gamblers and, above all, the state ment and proof of the famous Bernoulli weak law of large numbers. Even though the original Latin edition of Ars Conjectandi was followed by several in modern languages, currently the book is not easily accessible. Apparently the last re-publication, in German, occurred in 1899, in two issues, No. 107 and No. 108, of the series "Ostwald's Klassi ker der exakten Wissenschaften", Wilhelm Engelman, Leipzig. The two books are difficult to locate
Publisher: Springer-Verlag
ISBN: 3642497500
Category : Mathematics
Languages : de
Pages : 274
Book Description
The present volume represents the Proceedings of an International Research Seminar organized in 1963 by the Statistical Laboratory, Uni versity of California, Berkeley, on the occasion of a remarkable triple anniversary: the 250th anniversary of jACOB BERNOULLI's "Ars Conjectandi", the 200th anniversary of THOMAS BAYES' "Essay towards solving a problem in doctrine of chance", and the!50th anniversary of the PIERRE-SIMON DE LAPLACE's "Essai philosophique sur les probabilites". Financial assistance of the National Science Foundation, without which the Seminar could not have been held, is gratefully acknowledged. The publication of Ars Conjectandi, in 1713, was a milestone in the history of probability theory. Here, for the first time, appeared a careful description of the now well-known combinatorial methods which give solutions of many problems on simple games of chance. Also, Ars Conjectandi contains the Bernoulli numbers, theorems relating to the duration of games, and to the ruin of gamblers and, above all, the state ment and proof of the famous Bernoulli weak law of large numbers. Even though the original Latin edition of Ars Conjectandi was followed by several in modern languages, currently the book is not easily accessible. Apparently the last re-publication, in German, occurred in 1899, in two issues, No. 107 and No. 108, of the series "Ostwald's Klassi ker der exakten Wissenschaften", Wilhelm Engelman, Leipzig. The two books are difficult to locate
Bernoulli, 1713 ; Bayes, 1763 ; Laplace, 1913
Author: Jerzy Neyman
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 0
Book Description
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages : 0
Book Description
Bernoulli 1713 Bayes 1763 Laplace 1813
Author: Lucien M. Le Cam
Publisher: Springer Science & Business Media
ISBN: 3642998844
Category : Mathematics
Languages : en
Pages : 274
Book Description
1963 Anniversary Volume
Publisher: Springer Science & Business Media
ISBN: 3642998844
Category : Mathematics
Languages : en
Pages : 274
Book Description
1963 Anniversary Volume
Bernoulli 1713, Bayes 1763, Laplace 1813
Author: Jerzy Neyman
Publisher:
ISBN:
Category :
Languages : en
Pages : 262
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 262
Book Description
E.T. Jaynes
Author: Edwin T. Jaynes
Publisher: Springer Science & Business Media
ISBN: 9780792302131
Category : Mathematics
Languages : en
Pages : 468
Book Description
The first six chapters of this volume present the author's 'predictive' or information theoretic' approach to statistical mechanics, in which the basic probability distributions over microstates are obtained as distributions of maximum entropy (Le. , as distributions that are most non-committal with regard to missing information among all those satisfying the macroscopically given constraints). There is then no need to make additional assumptions of ergodicity or metric transitivity; the theory proceeds entirely by inference from macroscopic measurements and the underlying dynamical assumptions. Moreover, the method of maximizing the entropy is completely general and applies, in particular, to irreversible processes as well as to reversible ones. The next three chapters provide a broader framework - at once Bayesian and objective - for maximum entropy inference. The basic principles of inference, including the usual axioms of probability, are seen to rest on nothing more than requirements of consistency, above all, the requirement that in two problems where we have the same information we must assign the same probabilities. Thus, statistical mechanics is viewed as a branch of a general theory of inference, and the latter as an extension of the ordinary logic of consistency. Those who are familiar with the literature of statistics and statistical mechanics will recognize in both of these steps a genuine 'scientific revolution' - a complete reversal of earlier conceptions - and one of no small significance.
Publisher: Springer Science & Business Media
ISBN: 9780792302131
Category : Mathematics
Languages : en
Pages : 468
Book Description
The first six chapters of this volume present the author's 'predictive' or information theoretic' approach to statistical mechanics, in which the basic probability distributions over microstates are obtained as distributions of maximum entropy (Le. , as distributions that are most non-committal with regard to missing information among all those satisfying the macroscopically given constraints). There is then no need to make additional assumptions of ergodicity or metric transitivity; the theory proceeds entirely by inference from macroscopic measurements and the underlying dynamical assumptions. Moreover, the method of maximizing the entropy is completely general and applies, in particular, to irreversible processes as well as to reversible ones. The next three chapters provide a broader framework - at once Bayesian and objective - for maximum entropy inference. The basic principles of inference, including the usual axioms of probability, are seen to rest on nothing more than requirements of consistency, above all, the requirement that in two problems where we have the same information we must assign the same probabilities. Thus, statistical mechanics is viewed as a branch of a general theory of inference, and the latter as an extension of the ordinary logic of consistency. Those who are familiar with the literature of statistics and statistical mechanics will recognize in both of these steps a genuine 'scientific revolution' - a complete reversal of earlier conceptions - and one of no small significance.
Bernoulli's Fallacy
Author: Aubrey Clayton
Publisher: Columbia University Press
ISBN: 0231553358
Category : Mathematics
Languages : en
Pages : 641
Book Description
There is a logical flaw in the statistical methods used across experimental science. This fault is not a minor academic quibble: it underlies a reproducibility crisis now threatening entire disciplines. In an increasingly statistics-reliant society, this same deeply rooted error shapes decisions in medicine, law, and public policy with profound consequences. The foundation of the problem is a misunderstanding of probability and its role in making inferences from observations. Aubrey Clayton traces the history of how statistics went astray, beginning with the groundbreaking work of the seventeenth-century mathematician Jacob Bernoulli and winding through gambling, astronomy, and genetics. Clayton recounts the feuds among rival schools of statistics, exploring the surprisingly human problems that gave rise to the discipline and the all-too-human shortcomings that derailed it. He highlights how influential nineteenth- and twentieth-century figures developed a statistical methodology they claimed was purely objective in order to silence critics of their political agendas, including eugenics. Clayton provides a clear account of the mathematics and logic of probability, conveying complex concepts accessibly for readers interested in the statistical methods that frame our understanding of the world. He contends that we need to take a Bayesian approach—that is, to incorporate prior knowledge when reasoning with incomplete information—in order to resolve the crisis. Ranging across math, philosophy, and culture, Bernoulli’s Fallacy explains why something has gone wrong with how we use data—and how to fix it.
Publisher: Columbia University Press
ISBN: 0231553358
Category : Mathematics
Languages : en
Pages : 641
Book Description
There is a logical flaw in the statistical methods used across experimental science. This fault is not a minor academic quibble: it underlies a reproducibility crisis now threatening entire disciplines. In an increasingly statistics-reliant society, this same deeply rooted error shapes decisions in medicine, law, and public policy with profound consequences. The foundation of the problem is a misunderstanding of probability and its role in making inferences from observations. Aubrey Clayton traces the history of how statistics went astray, beginning with the groundbreaking work of the seventeenth-century mathematician Jacob Bernoulli and winding through gambling, astronomy, and genetics. Clayton recounts the feuds among rival schools of statistics, exploring the surprisingly human problems that gave rise to the discipline and the all-too-human shortcomings that derailed it. He highlights how influential nineteenth- and twentieth-century figures developed a statistical methodology they claimed was purely objective in order to silence critics of their political agendas, including eugenics. Clayton provides a clear account of the mathematics and logic of probability, conveying complex concepts accessibly for readers interested in the statistical methods that frame our understanding of the world. He contends that we need to take a Bayesian approach—that is, to incorporate prior knowledge when reasoning with incomplete information—in order to resolve the crisis. Ranging across math, philosophy, and culture, Bernoulli’s Fallacy explains why something has gone wrong with how we use data—and how to fix it.
Pierre-Simon Laplace, 1749-1827
Author: Charles Coulston Gillispie
Publisher: Princeton University Press
ISBN: 0691187983
Category : Science
Languages : en
Pages : 335
Book Description
Pierre-Simon Laplace was among the most influential scientists in history. Often referred to as the lawgiver of French science, he is known for his technical contributions to exact science, for the philosophical point of view he developed in the presentation of his work, and for the leading part he took in forming the modern discipline of mathematical physics. His two most famous treatises were the five-volume Traité de mécanique céleste (1799-1825) and Théorie analytique des probabilités (1812). In the former he demonstrated mathematically the stability of the solar system in service to the universal Newtonian law of gravity. In the latter he developed probability from a set of miscellaneous problems concerning games, averages, mortality, and insurance risks into the branch of mathematics that permitted the quantification of estimates of error and the drawing of statistical inferences, wherever data warranted, in social, medical, and juridical matters, as well as in the physical sciences. This book traces the development of Laplace's research program and of his participation in the Academy of Science during the last decades of the Old Regime into the early years of the French Revolution. A scientific biography by Charles Gillispie comprises the major portion of the book. Robert Fox contributes an account of Laplace's attempt to form a school of young physicists who would extend the Newtonian model from astronomy to physics, and Ivor Grattan-Guinness summarizes the history of the scientist's most important single mathematical contribution, the Laplace Transform.
Publisher: Princeton University Press
ISBN: 0691187983
Category : Science
Languages : en
Pages : 335
Book Description
Pierre-Simon Laplace was among the most influential scientists in history. Often referred to as the lawgiver of French science, he is known for his technical contributions to exact science, for the philosophical point of view he developed in the presentation of his work, and for the leading part he took in forming the modern discipline of mathematical physics. His two most famous treatises were the five-volume Traité de mécanique céleste (1799-1825) and Théorie analytique des probabilités (1812). In the former he demonstrated mathematically the stability of the solar system in service to the universal Newtonian law of gravity. In the latter he developed probability from a set of miscellaneous problems concerning games, averages, mortality, and insurance risks into the branch of mathematics that permitted the quantification of estimates of error and the drawing of statistical inferences, wherever data warranted, in social, medical, and juridical matters, as well as in the physical sciences. This book traces the development of Laplace's research program and of his participation in the Academy of Science during the last decades of the Old Regime into the early years of the French Revolution. A scientific biography by Charles Gillispie comprises the major portion of the book. Robert Fox contributes an account of Laplace's attempt to form a school of young physicists who would extend the Newtonian model from astronomy to physics, and Ivor Grattan-Guinness summarizes the history of the scientist's most important single mathematical contribution, the Laplace Transform.
Bayesian Theory
Author: José M. Bernardo
Publisher: John Wiley & Sons
ISBN: 047031771X
Category : Mathematics
Languages : en
Pages : 608
Book Description
This highly acclaimed text, now available in paperback, provides a thorough account of key concepts and theoretical results, with particular emphasis on viewing statistical inference as a special case of decision theory. Information-theoretic concepts play a central role in the development of the theory, which provides, in particular, a detailed discussion of the problem of specification of so-called prior ignorance . The work is written from the authors s committed Bayesian perspective, but an overview of non-Bayesian theories is also provided, and each chapter contains a wide-ranging critical re-examination of controversial issues. The level of mathematics used is such that most material is accessible to readers with knowledge of advanced calculus. In particular, no knowledge of abstract measure theory is assumed, and the emphasis throughout is on statistical concepts rather than rigorous mathematics. The book will be an ideal source for all students and researchers in statistics, mathematics, decision analysis, economic and business studies, and all branches of science and engineering, who wish to further their understanding of Bayesian statistics
Publisher: John Wiley & Sons
ISBN: 047031771X
Category : Mathematics
Languages : en
Pages : 608
Book Description
This highly acclaimed text, now available in paperback, provides a thorough account of key concepts and theoretical results, with particular emphasis on viewing statistical inference as a special case of decision theory. Information-theoretic concepts play a central role in the development of the theory, which provides, in particular, a detailed discussion of the problem of specification of so-called prior ignorance . The work is written from the authors s committed Bayesian perspective, but an overview of non-Bayesian theories is also provided, and each chapter contains a wide-ranging critical re-examination of controversial issues. The level of mathematics used is such that most material is accessible to readers with knowledge of advanced calculus. In particular, no knowledge of abstract measure theory is assumed, and the emphasis throughout is on statistical concepts rather than rigorous mathematics. The book will be an ideal source for all students and researchers in statistics, mathematics, decision analysis, economic and business studies, and all branches of science and engineering, who wish to further their understanding of Bayesian statistics
Maximum Entropy and Bayesian Methods
Author: P.F. Fougère
Publisher: Springer Science & Business Media
ISBN: 9400906838
Category : Mathematics
Languages : en
Pages : 481
Book Description
This volume represents the proceedings of the Ninth Annual MaxEnt Workshop, held at Dartmouth College in Hanover, New Hampshire, on August 14-18, 1989. These annual meetings are devoted to the theory and practice of Bayesian Probability and the Maximum Entropy Formalism. The fields of application exemplified at MaxEnt '89 are as diverse as the foundations of probability theory and atmospheric carbon variations, the 1987 Supernova and fundamental quantum mechanics. Subjects include sea floor drug absorption in man, pressures, neutron scattering, plasma equilibrium, nuclear magnetic resonance, radar and astrophysical image reconstruction, mass spectrometry, generalized parameter estimation, delay estimation, pattern recognition, heave responses in underwater sound and many others. The first ten papers are on probability theory, and are grouped together beginning with the most abstract followed by those on applications. The tenth paper involves both Bayesian and MaxEnt methods and serves as a bridge to the remaining papers which are devoted to Maximum Entropy theory and practice. Once again, an attempt has been made to start with the more theoretical papers and to follow them with more and more practical applications. Papers number 29, 30 and 31, by Kesaven, Seth and Kapur, represent a somewhat different, perhaps even "unorthodox" viewpoint, and are included here even though the editor and, indeed many in the audience at Dartmouth, disagreed with their content. I feel that scientific disagreements are essential in any developing field, and often lead to a deeper understanding.
Publisher: Springer Science & Business Media
ISBN: 9400906838
Category : Mathematics
Languages : en
Pages : 481
Book Description
This volume represents the proceedings of the Ninth Annual MaxEnt Workshop, held at Dartmouth College in Hanover, New Hampshire, on August 14-18, 1989. These annual meetings are devoted to the theory and practice of Bayesian Probability and the Maximum Entropy Formalism. The fields of application exemplified at MaxEnt '89 are as diverse as the foundations of probability theory and atmospheric carbon variations, the 1987 Supernova and fundamental quantum mechanics. Subjects include sea floor drug absorption in man, pressures, neutron scattering, plasma equilibrium, nuclear magnetic resonance, radar and astrophysical image reconstruction, mass spectrometry, generalized parameter estimation, delay estimation, pattern recognition, heave responses in underwater sound and many others. The first ten papers are on probability theory, and are grouped together beginning with the most abstract followed by those on applications. The tenth paper involves both Bayesian and MaxEnt methods and serves as a bridge to the remaining papers which are devoted to Maximum Entropy theory and practice. Once again, an attempt has been made to start with the more theoretical papers and to follow them with more and more practical applications. Papers number 29, 30 and 31, by Kesaven, Seth and Kapur, represent a somewhat different, perhaps even "unorthodox" viewpoint, and are included here even though the editor and, indeed many in the audience at Dartmouth, disagreed with their content. I feel that scientific disagreements are essential in any developing field, and often lead to a deeper understanding.
Bayesian Inference
Author: Hanns L. Harney
Publisher: Springer Science & Business Media
ISBN: 366206006X
Category : Mathematics
Languages : en
Pages : 275
Book Description
Solving a longstanding problem in the physical sciences, this text and reference generalizes Gaussian error intervals to situations in which the data follow distributions other than Gaussian. The text is written at introductory level, with many examples and exercises.
Publisher: Springer Science & Business Media
ISBN: 366206006X
Category : Mathematics
Languages : en
Pages : 275
Book Description
Solving a longstanding problem in the physical sciences, this text and reference generalizes Gaussian error intervals to situations in which the data follow distributions other than Gaussian. The text is written at introductory level, with many examples and exercises.