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An Essay on the Double Nature of the Probability

An Essay on the Double Nature of the Probability
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摘要 Classical statistics and Bayesian statistics refer to the frequentist and subjective theories of probability respectively. Von Mises and De Finetti, who authored those conceptualizations, provide interpretations of the probability that appear incompatible. This discrepancy raises ample debates and the foundations of the probability calculus emerge as a tricky, open issue so far. Instead of developing philosophical discussion, this research resorts to analytical and mathematical methods. We present two theorems that sustain the validity of both the frequentist and the subjective views on the probability. Secondly we show how the double facets of the probability turn out to be consistent within the present logical frame. Classical statistics and Bayesian statistics refer to the frequentist and subjective theories of probability respectively. Von Mises and De Finetti, who authored those conceptualizations, provide interpretations of the probability that appear incompatible. This discrepancy raises ample debates and the foundations of the probability calculus emerge as a tricky, open issue so far. Instead of developing philosophical discussion, this research resorts to analytical and mathematical methods. We present two theorems that sustain the validity of both the frequentist and the subjective views on the probability. Secondly we show how the double facets of the probability turn out to be consistent within the present logical frame.
机构地区 IBM
出处 《Advances in Pure Mathematics》 2012年第5期305-309,共5页 理论数学进展(英文)
关键词 Theory of PROBABILITY SUBJECTIVISM Frequentism THEOREM of Large NUMBERS PROBABILITY DUALISM Theory of Probability Subjectivism Frequentism Theorem of Large Numbers Probability Dualism
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