The Emergence of Probability: A Philosophical Study of Early Ideas about Probability, Induction and Statistical Inference (Cambridge Series on Statistical And Probabilistic Mathematics) (英語) ペーパーバック – 2006/7/31
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Historical records show that there was no real concept of probability in Europe before the mid-seventeenth century, although the use of dice and other randomizing objects was commonplace. Ian Hacking presents a philosophical critique of early ideas about probability, induction, and statistical inference and the growth of this new family of ideas in the fifteenth, sixteenth, and seventeenth centuries. Hacking invokes a wide intellectual framework involving the growth of science, economics, and the theology of the period. He argues that the transformations that made it possible for probability concepts to emerge have constrained all subsequent development of probability theory and determine the space within which philosophical debate on the subject is still conducted. First published in 1975, this edition includes an introduction that contextualizes his book in light of developing philosophical trends. Ian Hacking is the winner of the Holberg International Memorial Prize 2009.
"A fascinating in-depth study of the philosophical aspects of the concept of probability during its founding days."
Andreas Karlsson, Uppsala University
"[Hacking's] knowledge of the pertinent literature is considerable and the vigorous style of writing makes for enjoyable reading. Hacking states that his book was not written as history: be that as it may, but anyone who is interested in the history of probability and statistics, either as a philosopher or as a statistician, will find much here to think about."
A.I. Dale, Mathematical Reviews
Briefly, there are two major philosophical interpretations of probability among contemporary statisticians: the view that probability is epistemic, or something dwelling within the mind, and the view that probability is aleatory, or an aspect of the world.
Hacking goes back to the era which generated this dichotomy--from games of chance to annuity calculations--providing a fascinating narrative of the theoretical architecture that contemporary statisticians routinely employ.
Thankfully, while exploring the cultural circumstances that led to the birth of this new science, Hawking steers clear of hypothesizing how elements of the scientists' biographies led to their discoveries. In my opinion these conjectures are not falsifiable enough to be interesting.
If there is one fault of this book it is that Hacking hoped by illuminating the origins of the ideas that shape probability theory he would aid significantly in finding ways to bridge the gaps in statistical interpretation. As far as I can tell, modern statistics is like modern physics: if the theory generates correct predictions one may ignore the underlying philosophical meaning. But I am not immersed in this literature so I may be misinformed.
In short, everyone who uses frequentist or Bayesian statistics on a daily basis should read this book. I do not know of a better description of the birth of probability than that provided in this text.
I don't know if was just me, but I struggled with the first three chapters. I didn't mesh with the author's style of historical development. The middle of the book was easier to read. That may be due to the fact that I knew most of the players. Unfortunately, I didn't find the last chapter on induction and Hume useful.