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Frequentist probability

Index Frequentist probability

Frequentist probability or frequentism is an interpretation of probability; it defines an event's probability as the limit of its relative frequency in a large number of trials. [1]

43 relations: Andrey Kolmogorov, Antoine Augustin Cournot, Aristotle, Bayesian probability, Carl Friedrich Gauss, Classical definition of probability, Dutch book, Egon Pearson, Event (probability theory), Experiment (probability theory), Frequency, Frequency (statistics), Frequentist inference, George Boole, Inductive reasoning, Jacob Bernoulli, Jakob Friedrich Fries, Jerzy Neyman, John Maynard Keynes, John Stuart Mill, John Venn, Joseph Bertrand, Limit of a sequence, Lindley's paradox, Maurice Kendall, Oxford English Dictionary, P-value, Pierre-Simon Laplace, Principle of indifference, Probability, Probability interpretations, Probability theory, Propensity probability, Rhetoric (Aristotle), Richard von Mises, Robert Leslie Ellis, Ronald Fisher, Sample space, Set (mathematics), Siméon Denis Poisson, Subset, Sunrise problem, William Feller.

Andrey Kolmogorov

Andrey Nikolaevich Kolmogorov (a, 25 April 1903 – 20 October 1987) was a 20th-century Soviet mathematician who made significant contributions to the mathematics of probability theory, topology, intuitionistic logic, turbulence, classical mechanics, algorithmic information theory and computational complexity.

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Antoine Augustin Cournot

Antoine Augustin Cournot (28 August 180131 March 1877) was a French philosopher and mathematician who also contributed to the development of economics theory.

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Aristotle

Aristotle (Ἀριστοτέλης Aristotélēs,; 384–322 BC) was an ancient Greek philosopher and scientist born in the city of Stagira, Chalkidiki, in the north of Classical Greece.

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Bayesian probability

Bayesian probability is an interpretation of the concept of probability, in which, instead of frequency or propensity of some phenomenon, probability is interpreted as reasonable expectation representing a state of knowledge or as quantification of a personal belief.

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Carl Friedrich Gauss

Johann Carl Friedrich Gauss (Gauß; Carolus Fridericus Gauss; 30 April 177723 February 1855) was a German mathematician and physicist who made significant contributions to many fields, including algebra, analysis, astronomy, differential geometry, electrostatics, geodesy, geophysics, magnetic fields, matrix theory, mechanics, number theory, optics and statistics.

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Classical definition of probability

The classical definition or interpretation of probability is identified with the works of Jacob Bernoulli and Pierre-Simon Laplace.

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Dutch book

In gambling, a Dutch book or lock is a set of odds and bets which guarantees a profit, regardless of the outcome of the gamble.

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Egon Pearson

Egon Sharpe Pearson, CBE FRS (11 August 1895 – 12 June 1980) was one of three children and the son of Karl Pearson and, like his father, a leading British statistician.

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Event (probability theory)

In probability theory, an event is a set of outcomes of an experiment (a subset of the sample space) to which a probability is assigned.

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Experiment (probability theory)

In probability theory, an experiment or trial (see below) is any procedure that can be infinitely repeated and has a well-defined set of possible outcomes, known as the sample space.

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Frequency

Frequency is the number of occurrences of a repeating event per unit of time.

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Frequency (statistics)

In statistics the frequency (or absolute frequency) of an event i is the number n_i of times the event occurred in an experiment or study.

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Frequentist inference

Frequentist inference is a type of statistical inference that draws conclusions from sample data by emphasizing the frequency or proportion of the data.

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George Boole

George Boole (2 November 1815 – 8 December 1864) was a largely self-taught English mathematician, philosopher and logician, most of whose short career was spent as the first professor of mathematics at Queen's College, Cork in Ireland.

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Inductive reasoning

Inductive reasoning (as opposed to ''deductive'' reasoning or ''abductive'' reasoning) is a method of reasoning in which the premises are viewed as supplying some evidence for the truth of the conclusion.

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Jacob Bernoulli

Jacob Bernoulli (also known as James or Jacques; – 16 August 1705) was one of the many prominent mathematicians in the Bernoulli family.

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Jakob Friedrich Fries

Jakob Friedrich Fries (23 August 1773 – 10 August 1843) was a German post-KantianTerry Pinkard, German Philosophy 1760-1860: The Legacy of Idealism, Cambridge University Press, 2002, pp.

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Jerzy Neyman

Jerzy Neyman (April 16, 1894 – August 5, 1981), born Jerzy Spława-Neyman, was a Polish mathematician and statistician who spent the first part of his professional career at various institutions in Warsaw, Poland and then at University College London, and the second part at the University of California, Berkeley.

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John Maynard Keynes

John Maynard Keynes, 1st Baron Keynes (5 June 1883 – 21 April 1946), was a British economist whose ideas fundamentally changed the theory and practice of macroeconomics and the economic policies of governments.

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John Stuart Mill

John Stuart Mill, also known as J.S. Mill, (20 May 1806 – 8 May 1873) was a British philosopher, political economist, and civil servant.

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John Venn

John Venn, FRS, FSA, (4 August 1834 – 4 April 1923) was an English logician and philosopher noted for introducing the Venn diagram, used in the fields of set theory, probability, logic, statistics, and computer science.

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Joseph Bertrand

Joseph Louis François Bertrand (11 March 1822 – 5 April 1900) was a French mathematician who worked in the fields of number theory, differential geometry, probability theory, economics and thermodynamics.

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Limit of a sequence

As the positive integer n becomes larger and larger, the value n\cdot \sin\bigg(\frac1\bigg) becomes arbitrarily close to 1.

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Lindley's paradox

Lindley's paradox is a counterintuitive situation in statistics in which the Bayesian and frequentist approaches to a hypothesis testing problem give different results for certain choices of the prior distribution.

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Maurice Kendall

Sir Maurice George Kendall, FBA (6 September 1907 – 29 March 1983) was a British statistician, widely known for his contribution to statistics.

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Oxford English Dictionary

The Oxford English Dictionary (OED) is the main historical dictionary of the English language, published by the Oxford University Press.

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P-value

In statistical hypothesis testing, the p-value or probability value or asymptotic significance is the probability for a given statistical model that, when the null hypothesis is true, the statistical summary (such as the sample mean difference between two compared groups) would be the same as or of greater magnitude than the actual observed results.

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Pierre-Simon Laplace

Pierre-Simon, marquis de Laplace (23 March 1749 – 5 March 1827) was a French scholar whose work was important to the development of mathematics, statistics, physics and astronomy.

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Principle of indifference

The principle of indifference (also called principle of insufficient reason) is a rule for assigning epistemic probabilities.

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Probability

Probability is the measure of the likelihood that an event will occur.

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Probability interpretations

The word probability has been used in a variety of ways since it was first applied to the mathematical study of games of chance.

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Probability theory

Probability theory is the branch of mathematics concerned with probability.

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Propensity probability

The propensity theory of probability is one interpretation of the concept of probability.

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Rhetoric (Aristotle)

Aristotle's Rhetoric (Rhētorikḗ; Ars Rhetorica) is an ancient Greek treatise on the art of persuasion, dating from the 4th century BC.

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Richard von Mises

Richard Edler von Mises (19 April 1883 – 14 July 1953) was a scientist and mathematician who worked on solid mechanics, fluid mechanics, aerodynamics, aeronautics, statistics and probability theory.

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Robert Leslie Ellis

Robert Leslie Ellis (25 August 1817 – 12 May 1859) was an English polymath, remembered principally as a mathematician and editor of the works of Francis Bacon.

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Ronald Fisher

Sir Ronald Aylmer Fisher (17 February 1890 – 29 July 1962), who published as R. A. Fisher, was a British statistician and geneticist.

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Sample space

In probability theory, the sample space of an experiment or random trial is the set of all possible outcomes or results of that experiment.

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Set (mathematics)

In mathematics, a set is a collection of distinct objects, considered as an object in its own right.

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Siméon Denis Poisson

Baron Siméon Denis Poisson FRS FRSE (21 June 1781 – 25 April 1840) was a French mathematician, engineer, and physicist, who made several scientific advances.

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Subset

In mathematics, a set A is a subset of a set B, or equivalently B is a superset of A, if A is "contained" inside B, that is, all elements of A are also elements of B. A and B may coincide.

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Sunrise problem

The sunrise problem can be expressed as follows: "What is the probability that the sun will rise tomorrow?" The sunrise problem illustrates the difficulty of using probability theory when evaluating the plausibility of statements or beliefs.

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William Feller

William "Vilim" Feller (July 7, 1906 – January 14, 1970), born Vilibald Srećko Feller, was a Croatian-American mathematician specializing in probability theory.

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References

[1] https://en.wikipedia.org/wiki/Frequentist_probability

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