Statistical Science

Reconciling the Subjective and Objective Aspects of Probability

Glenn Shafer

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Abstract

Since the early nineteenth century, the concept of objective probability has been dynamic. As we recognize this history, we can strengthen Professor Nozer Singpuwalla’s vision of reliability of survival analysis by aligning it with earlier conceptions elaborated by Laplace, Borel, Kolmogorov, Ville and Neyman. By emphasizing testing and recognizing the generality of the vision of Kolmogorov and Neyman, we gain a perspective that does not rely on exchangeability.

Article information

Source
Statist. Sci., Volume 31, Number 4 (2016), 552-554.

Dates
First available in Project Euclid: 19 January 2017

Permanent link to this document
https://projecteuclid.org/euclid.ss/1484816584

Digital Object Identifier
doi:10.1214/16-STS575

Mathematical Reviews number (MathSciNet)
MR3598737

Zentralblatt MATH identifier
06946249

Keywords
Objective probability subjective probability game-theoretic probability martingale testing defensive forecasting

Citation

Shafer, Glenn. Reconciling the Subjective and Objective Aspects of Probability. Statist. Sci. 31 (2016), no. 4, 552--554. doi:10.1214/16-STS575. https://projecteuclid.org/euclid.ss/1484816584


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See also

  • Main article: Filtering and Tracking Survival Propensity (Reconsidering the Foundations of Reliability).