Donato Michele Cifarelli
and Eugenio Regazzini
De Finetti's contribution to
probability and statistics
Source:
Statist.
Sci. 11 (1996), no. 4,
253–282
Abstract:
This paper summarizes the scientific activity of de Finetti
in probability and statistics. It falls into three sections:
Section 1 includes an essential biography of de Finetti and a
survey of the basic features of the scientific milieu in which
he took the first steps of his scientific career; Section 2
concerns de Finetti's work in probability: (a) foundations,
(b) processes with independent increments, (c) sequences of
exchangeable random variables, and (d) contributions which
fall within other fields; Section 3 deals with de Finetti's
contributions to statistics: (a) description of frequency
distributions, (b) induction and statistics, (c) probability
and induction, and (d) objectivistic schools and theory of
decision. Many recent developments of de Finetti's work are
mentioned here and briefly described.
References Primary
Subjects: Keywords: Associative mean; Bayesian
nonparametric statistics; Bayes-Laplace paradigm; completely
additive probabilities; correlation and monotone dependence;
exchangeable and partially exchangeable random variables;
finitely additive probabilities; gambler's ruin;
Glivenko-Cantelli theorem; infinitely decomposable laws;
predictive inference; prevision; principle of coherence
processes with independent increments; reasoning by induction;
statistical decision; subjective probability; utility
function;
Full-text: Open access
Euclid Identifier:
euclid.ss/1032280303 Mathmatical
Reviews number (MathSciNet): 98b:01033 Digital
Object Identifier (DOI): 10.1214/ss/1032280303 Zentralblatt Math Identifier : 0955.01552
To
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