• structure of probability?

    From RichD@21:1/5 to All on Sat Sep 18 17:51:53 2021
    I've been reading "Ten great ideas about chance", by Persi Diaconis.

    It includes a chapter which utilizes the idea of deriving
    probability from statistics, rather than the usual, other
    way round. Apparently, invented by Bruno de Finitti, whom
    the author idolizes.

    Anyhow, he discusses how means can imply probabilities.
    And repeatedly refers to "the structure of probability", as explanation.

    He never defines this phrase. I have no idea what it means.
    Can anyone here elaborate?

    --
    Rich

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  • From David Jones@21:1/5 to RichD on Sun Sep 19 01:58:33 2021
    RichD wrote:

    I've been reading "Ten great ideas about chance", by Persi Diaconis.

    It includes a chapter which utilizes the idea of deriving
    probability from statistics, rather than the usual, other
    way round. Apparently, invented by Bruno de Finitti, whom
    the author idolizes.

    Anyhow, he discusses how means can imply probabilities.
    And repeatedly refers to "the structure of probability", as
    explanation.

    He never defines this phrase. I have no idea what it means.
    Can anyone here elaborate?

    I haven't seen this, but that author may just be referring to the basic
    axioms of probability. It might be that de Finitti works with ideas
    about how probabilities or uncertainties (personal probabilities)
    derived from data should behave (consistency as new data are added,
    etc.) and can then derive the usual axioms of probability on that
    basis, for his idea of what a personal probability should behave like.

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  • From Rich Ulrich@21:1/5 to dajhawkxx@nowherel.com on Sun Sep 19 13:36:58 2021
    On Sun, 19 Sep 2021 01:58:33 -0000 (UTC), "David Jones" <dajhawkxx@nowherel.com> wrote:

    RichD wrote:

    I've been reading "Ten great ideas about chance", by Persi Diaconis.

    It includes a chapter which utilizes the idea of deriving
    probability from statistics, rather than the usual, other
    way round. Apparently, invented by Bruno de Finitti, whom
    the author idolizes.

    Anyhow, he discusses how means can imply probabilities.
    And repeatedly refers to "the structure of probability", as
    explanation.

    He never defines this phrase. I have no idea what it means.
    Can anyone here elaborate?

    I haven't seen this, but that author may just be referring to the basic >axioms of probability. It might be that de Finitti works with ideas
    about how probabilities or uncertainties (personal probabilities)
    derived from data should behave (consistency as new data are added,
    etc.) and can then derive the usual axioms of probability on that
    basis, for his idea of what a personal probability should behave like.

    Does that imply starting with calculus instead of ending
    up at calculus?

    --
    Rich Ulrich

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  • From David Duffy@21:1/5 to RichD on Tue Sep 21 00:15:31 2021
    RichD <r_delaney2001@yahoo.com> wrote:
    I've been reading "Ten great ideas about chance", by Persi Diaconis.

    It includes a chapter which utilizes the idea of deriving
    probability from statistics, rather than the usual, other
    way round. Apparently, invented by Bruno de Finitti, whom
    the author idolizes.

    Anyhow, he discusses how means can imply probabilities.

    Whittle, P. (2005). Probability via Expectation, 4th ed. Springer.

    "We assume a sample space W, setting a level of description of the
    realization of the system under study. In addition, we postulate that
    to each numerical-valued observable X(w) can be attached a number E(X),
    the expected value or expectation of X. The description of the variation
    of w over W implied by the specification of these expectations will
    be termed a probability process"

    And repeatedly refers to "the structure of probability", as explanation.

    Pretty sure we are talking about Kolmogorov's "probability theory as
    part of mathematics within the modern theory of measure and integral",
    with "a real-valued random variable [being] a measurable function from
    the basic set to the real numbers" [as above].

    I enjoyed Charlie Geyer's reworking of Nelson 1987:

    https://conservancy.umn.edu/bitstream/handle/11299/199667/Technical%20Report%20657%20Radically%20Elementary%20Probability%20and%20Statistics.pdf?sequence=1

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  • From RichD@21:1/5 to David Duffy on Tue Sep 21 17:28:04 2021
    On September 20, David Duffy wrote:
    I've been reading "Ten great ideas about chance", by Persi Diaconis.
    It includes a chapter which utilizes the idea of deriving
    probability from statistics, rather than the usual, other
    way round. Apparently, invented by Bruno de Finitti, whom
    the author idolizes.
    Anyhow, he discusses how means can imply probabilities.

    Whittle, P. (2005). Probability via Expectation, 4th ed.
    "We assume a sample space W, setting a level of description of the realization of the system under study. In addition, we postulate that
    to each numerical-valued observable X(w) can be attached a number E(X),
    the expected value or expectation of X. The description of the variation
    of w over W implied by the specification of these expectations will
    be termed a probability process"

    That sounds about right.
    "the variation of w over W" must be a probability density.

    The text presents it as, if you wager $1, with an expectation +.06,
    you're a 53% favorite. Which doesn't bowl me over with profundity.

    And repeatedly refers to "the structure of probability", as explanation.

    Pretty sure we are talking about Kolmogorov's "probability theory as
    part of mathematics within the modern theory of measure and integral",
    with "a real-valued random variable [being] a measurable function from
    the basic set to the real numbers" [as above].


    Diaconis comments re Kolmogorov's book: "If anything deserves to be called
    a classic, this is it"

    --
    Rich

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