24 September 2023

On Probability Theory (1950-1974)

"Historically, the original purpose of the theory of probability was to describe the exceedingly narrow domain of experience connected with games of chance, and the main effort was directed to the calculation of certain probabilities." (William Feller, "An Introduction To Probability Theory And Its Applications", 1950)

"Infinite product spaces are the natural habitat of probability theory." (William Feller, "An Introduction To Probability Theory And Its Applications", 1950)

"Probability is a mathematical discipline with aims akin to those, for example, of geometry or analytical mechanics. In each field we must carefully distinguish three aspects of the theory: (a) the formal logical content, (b) the intuitive background, (c) the applications. The character, and the charm, of the whole structure cannot be appreciated without considering all three aspects in their proper relation." (William Feller, "An Introduction to Probability Theory and Its Applications", 1950)

"Sampling is the science and art of controlling and measuring the reliability of useful statistical information through the theory of probability." (William E Deming, "Some Theory of Sampling", 1950)

"The classical theory of probability was devoted mainly to a study of the gamble's gain, which is again a random variable; in fact, every random variable can be interpreted as the gain of a real or imaginary gambler in a suitable game." (William Feller, "An Introduction To Probability Theory And Its Applications", 1950)

"The painful experience of many gamblers has taught us the lesson that no system of betting is successful in improving the gambler's chances. If the theory of probability is true to life, this experience must correspond to a provable statement." (William Feller, "An Introduction To Probability Theory And Its Applications", 1950)

"In a sense, of course, probability theory in the form of the simple laws of chance is the key to the analysis of warfare; […] My own experience of actual operational research work, has however, shown that its is generally possible to avoid using anything more sophisticated. […] In fact the wise operational research worker attempts to concentrate his efforts in finding results which are so obvious as not to need elaborate statistical methods to demonstrate their truth. In this sense advanced probability theory is something one has to know about in order to avoid having to use it." (Patrick M S Blackett, "Operations Research", Physics Today, 1951)

"The study of inductive inference belongs to the theory of probability, since observational facts can make a theory only probable but will never make it absolutely certain." (Hans Reichenbach, "The Rise of Scientific Philosophy", 1951)

"To say that observations of the past are certain, whereas predictions are merely probable, is not the ultimate answer to the question of induction; it is only a sort of intermediate answer, which is incomplete unless a theory of probability is developed that explains what we should mean by ‘probable’ and on what ground we can assert probabilities." (Hans Reichenbach, "The Rise of Scientific Philosophy", 1951)

"The epistemological value of probability theory is based on the fact that chance phenomena, considered collectively and on a grand scale, create non-random regularity." (Andrey N Kolmogorov, "Limit Distributions for Sums of Independent Random Variables", 1954)

"On the other hand, the 'subjective' school of thought, regards probabilities as expressions of human ignorance; the probability of an event is merely a formal expression of our expectation that the event will or did occur, based on whatever information is available. To the subjectivist, the purpose of probability theory is to help us in forming plausible conclusions in cases where there is not enough information available to lead to certain conclusions; thus detailed verification is not expected. The test of a good subjective probability distribution is does it correctly represent our state of knowledge as to the value of x?" (Edwin T Jaynes, "Information Theory and Statistical Mechanics" I, 1956)

"Probability is a mathematical discipline with aims akin to those, for example, of geometry or analytical mechanics. In each field we must carefully distinguish three aspects of the theory: (a) the formal logical content, (b) the intuitive background, (c) the applications. The character, and the charm, of the whole structure cannot be appreciated without considering all three aspects in their proper relation." (William Feller, "An Introduction to Probability Theory and Its Applications", 1957)

"The theory of probability can never lead to a definite statement concerning a single event." (Richard von Mises, "Probability, Statistics, and Truth" 2nd Ed., 1957)

"To the author the main charm of probability theory lies in the enormous variability of its applications. Few mathematical disciplines have contributed to as wide a spectrum of subjects, a spectrum ranging from number theory to physics, and even fewer have penetrated so decisively the whole of our scientific thinking." (Mark Kac, "Lectures in Applied Mathematics" Vol. 1, 1959)

"The mathematician, the statistician, and the philosopher do different things with a theory of probability. The mathematician develops its formal consequences, the statistician applies the work of the mathematician and the philosopher describes in general terms what this application consists in. The mathematician develops symbolic tools without worrying overmuch what the tools are for; the statistician uses them; the philosopher talks about them. Each does his job better if he knows something about the work of the other two." (Irvin J Good, "Kinds of Probability", Science Vol. 129, 1959)

"Incomplete knowledge must be considered as perfectly normal in probability theory; we might even say that, if we knew all the circumstances of a phenomenon, there would be no place for probability, and we would know the outcome with certainty." (Félix E Borel, Probability and Certainty", 1963)

"The probability concept used in probability theory has exactly the same structure as have the fundamental concepts in any field in which mathematical analysis is applied to describe and represent reality." (Richard von Mises, "Mathematical Theory of Probability and Statistics", 1964)

"After all, without the experiment - either a real one or a mathematical model - there would be no reason for a theory of probability." (Thornton C Fry, "Probability and Its Engineering Uses", 1965)

"This faulty intuition as well as many modern applications of probability theory are under the strong influence of traditional misconceptions concerning the meaning of the law of large numbers and of a popular mystique concerning a so-called law of averages." (William Feller, "An Introduction to Probability Theory and Its Applications", 1968)

"Probability theory, for us, is not so much a part of mathematics as a part of logic, inductive logic, really. It provides a consistent framework for reasoning about statements whose correctness or incorrectness cannot be deduced from the hypothesis. The information available is sufficient only to make the inferences 'plausible' to a greater or lesser extent." (Ralph Baierlein, "Atoms and Information Theory: An Introduction to Statistical Mechanics", 1971)

"Since small differences in probability cannot be appreciated by the human mind, there seems little point in being excessively precise about uncertainty." (George E P Box & G C Tiao, "Bayesian inference in statistical analysis", 1973)

"The field of probability and statistics is then transformed into a Tower of Babel, in which only the most naive amateur claims to understand what he says and hears, and this because, in a language devoid of convention, the fundamental distinctions between what is certain and what is not, and between what is impossible and what is not, are abolished. Certainty and impossibility then become confused with high or low degrees of a subjective probability, which is itself denied precisely by this falsification of the language. On the contrary, the preservation of a clear, terse distinction between certainty and uncertainty, impossibility and possibility, is the unique and essential precondition for making meaningful statements (which could be either right or wrong), whereas the alternative transforms every sentence into a nonsense." (Bruno de Finetti, "Theory of Probability", 1974)

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