3 ms·
E.T. Jaynes had a very interesting take on randomness. From the beginning of his book (http://bayes.wustl.edu/etj/prob/book.pdf http://bayes.wustl.edu/etj/prob
by Xcelerate 10y ago
E.T. Jaynes had a very interesting take on randomness. From the beginning of his book (http://bayes.wustl.edu/etj/prob/book.pdf http://bayes.wustl.edu/etj/prob/book.pdf):
> [George Pólya] dissected our intuitive "common sense" into a set of elementary qualitative desiderata and showed that mathematicians had been using them all along to guide the early stages of discovery, which necessarily precede the finding of a rigorous proof. The results were much like those of James Bernoulli’s "Art of Conjecture" (1713), developed analytically by Laplace in the late 18th century; but Pólya thought the resemblance to be only qualitative.
> However, Pólya demonstrated this qualitative agreement in such complete, exhaustive detail as to suggest that there must be more to it. Fortunately, the consistency theorems of R. T. Cox were enough to clinch matters; when one added Pólya’s qualitative conditions to them the result was a proof that, if degrees of plausibility are represented by real numbers, then there is a uniquely determined set of quantitative rules for conducting inference. That is, any other rules whose results conflict with them will necessarily violate an elementary—and nearly inescapable—desideratum of rationality or consistency. But the final result was just the standard rules of probability theory, given already by Bernoulli and Laplace; so why all the fuss? The important new feature was that these rules were now seen as uniquely valid principles of logic in general, making no reference to "chance" or "random variables"; so their range of application is vastly greater than had been supposed in the conventional probability theory that was developed in the early twentieth century. As a result, the imaginary distinction between "probability theory" and "statistical inference" disappears, and the field achieves not only logical unity and simplicity, but far greater technical power and flexibility in applications.