Transcript Introduction

The probability theory begins in attempts to describe gambling
(how to win, how to divide the stakes, etc.),
probability theory mainly considered discrete events,
and its methods were mainly combinatorial
Gerolamo Cardano
(September 24, 1501 – September 21, 1576)
Author of the first book on probability
“De Ludo Aleae” ~ “On the dice game”
written in 1560s, published in 1663
… eventually, analytical considerations motivated the incorporation of continuous
variables into the theory. The foundations of modern theory of probability were laid by
Andrey Nikolaevich Kolmogorov, who combined the notion of sample space, introduced by
Richard von Mises, and Lebesgue measure theory and presented his axiom system for
probability theory in 1933 (Grundbegrie der Wahrscheinlichkeitsrechnung, by A. Kolmogorov,
Julius Springer, Berlin, 1933, 62 pp.)
Henri Léon Lebesgue
(June 28, 1875 – July 26, 1941)
Andrei Kolmogorov (1903-1987):
A founder of modern theory of
probabilities (1933)
Richard Edler von Mises
(19 April 1883 - 14 July 1953)
Karl Pearson (March 27, 1857 – April 27, 1936)
established the discipline of mathematical statistics
George Udny Yule
(18 Feb 1871, Scotland -- 26 June 1951, England)
“The only theory of correlation at present available for practical use is based
on the normal law of frequency, but, unfortunately, this law is not valid in a
great many cases which are both common and important. It does not hold
good, to take examples from biology, for statistics of fertility in man, for
measurements on flowers, or for weight measurements even on adults. In
economic statistics, on the other hand, normal distributions appear to be
highly exceptional; variation of wages, prices, valuations, pauperisms, and
so forth, are always skew. In cases like these we have at present no means
of measuring the correlation by one or more “correlation coefficients” such
are afforded by the normal theory.”
G.U.Yule (1897) On the theory of correlation
Journal of the Royal Statistical Society, 60, 812-821
Sir Ronald Aylmer Fisher
(17 February 1890 – 29 July 1962)
Ghil and Zaliapin (2013) El Nino, Encyclopedia of Natural Hazards.
http://datamining.typepad.com/gallery/blog-map-gallery.html
No
Heart
attack
Heart
attack
Aspirin
Placebo
No
Heart
attack
Heart
attack
Aspirin
Placebo
No
Heart
attack
Heart
attack
Aspirin
Placebo
John Park Finley -- U.S. Army Signal Corps
Finley, J. P., 1884: Tornado predictions.
American Meteorological Journal, 1, 85 – 88.
In this study tornado predictions were made
for each of 18 districts in the central and
eastern United States during March, April,
and May. The forecasts were produced twice
a day for 8-h periods beginning at 07:00 and
15:00.
VS
Having given the number of instances respectively in which things are
both thus and so, in which they are thus but not so, in which they are
so but not thus, and in which they are neither thus nor so, it is
required to eliminate the general quantitative relativity inhering in the
mere thingness of the things, and to determine the special quantitative
relativity subsisting between the thusness and the soness of the
things.
M. H. Doolittle, Bull. Philos. Soc. Washington, 1888
Tornado
No tornado
Forecasts
Observations
Tornado
No tornado
28
72
23
2680
Finley
Pierce
Gilbert
Doolittle-Heidke
Hanssen-Kuiper
Doolittle
Clayton
‘‘it seems clear to me that no single numerical expression can be a
proper solution of such a problem’’
M. H. Doolittle, Amer. Meteor. J., 1885