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1 Studies in the History of Statistics and Probability ... - Sheynin, Oscar

1 Studies in the History of Statistics and Probability ... - Sheynin, Oscar

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I have published someth<strong>in</strong>g <strong>in</strong> that direction [i, ii] but now I wouldhave wished to accomplish such work fuller <strong>and</strong> better. F<strong>in</strong>ally, foreach author <strong>the</strong> aim <strong>of</strong> publication consists not only <strong>in</strong> <strong>in</strong>struct<strong>in</strong>go<strong>the</strong>rs, but to learn someth<strong>in</strong>g himself as well. In those booklets, Ihave made some ra<strong>the</strong>r extreme statements on <strong>the</strong> practical uselessness<strong>of</strong> certa<strong>in</strong> specific methods, for example [...]. It is not difficult toquestion such viewpo<strong>in</strong>ts; concern<strong>in</strong>g each def<strong>in</strong>ite problem it issufficient to <strong>in</strong>dicate at least one successful practical application <strong>of</strong> <strong>the</strong>discussed method. Obviously nei<strong>the</strong>r I, nor anyone else is acqua<strong>in</strong>tedwith all <strong>the</strong> pert<strong>in</strong>ent literature but I attempted to accomplish a sample<strong>of</strong> sorts from an <strong>in</strong>f<strong>in</strong>ite amount <strong>of</strong> <strong>in</strong>vestigations so that <strong>the</strong> partisans<strong>of</strong> one or ano<strong>the</strong>r method could have felt <strong>of</strong>fended by my extremepo<strong>in</strong>t <strong>of</strong> view <strong>and</strong> prove <strong>the</strong> opposite.However, concern<strong>in</strong>g <strong>the</strong> application <strong>of</strong> <strong>the</strong> Bernoulli pattern tojudicial verdicts, nowadays no one will probably argue; it is generallyacknowledged rubbish 1 . All <strong>the</strong> o<strong>the</strong>r problems are, however, quitevital. I have thus considered <strong>the</strong> publication <strong>of</strong> those statements not asf<strong>in</strong>al conclusions but as <strong>the</strong> beg<strong>in</strong>n<strong>in</strong>g <strong>of</strong> a big work for betterascerta<strong>in</strong><strong>in</strong>g <strong>the</strong> actual situation.It was thought that we will have to do with a comparatively smallamount <strong>of</strong> concrete material. However, this is not <strong>the</strong> only essentialadvantage <strong>of</strong> <strong>the</strong> described method <strong>of</strong> sampl<strong>in</strong>g as compared with afull study <strong>of</strong> <strong>the</strong> publications. It is known that scientific papers areusually too short so that read<strong>in</strong>g <strong>the</strong>m means decod<strong>in</strong>g 2 whereas <strong>in</strong> thiscase all difficult questions could have been resolved by ask<strong>in</strong>g <strong>the</strong>authors <strong>the</strong>mselves.Of course, along with really scientific objections I have receivedo<strong>the</strong>r, <strong>in</strong>significant letters. Usually such are reports about <strong>the</strong> results <strong>of</strong><strong>in</strong>vestigations <strong>in</strong> which <strong>the</strong> correspondent did not participate but onlyknows about <strong>the</strong>m by hearsay. In such cases, s<strong>in</strong>ce no def<strong>in</strong>ite data areprovided, it always rema<strong>in</strong>s <strong>in</strong>comprehensible whe<strong>the</strong>r <strong>the</strong> success wasachieved ow<strong>in</strong>g to a correct application <strong>of</strong> <strong>the</strong> <strong>the</strong>ory <strong>of</strong> probability or<strong>in</strong> spite <strong>of</strong> its wrong use which is not excluded ei<strong>the</strong>r. For example, if<strong>the</strong> report <strong>in</strong>forms about <strong>the</strong> successful work <strong>of</strong> some technical system,that could have been achieved both because <strong>of</strong> a correct estimation <strong>of</strong><strong>the</strong> essence <strong>of</strong> r<strong>and</strong>om disturbances but also because <strong>the</strong> designerneglected wrong stochastic estimation <strong>and</strong> guided himself by hiseng<strong>in</strong>eer experience which had proved sufficient.On <strong>the</strong> whole, <strong>the</strong> desired result was however achieved: I have<strong>in</strong>deed obta<strong>in</strong>ed objections <strong>of</strong> a scientific k<strong>in</strong>d, although a smallnumber <strong>of</strong> <strong>the</strong>m. They concerned <strong>the</strong> tail areas <strong>of</strong> distributions,forecast<strong>in</strong>g stochastic processes <strong>and</strong> possibilities <strong>of</strong> a periodogramanalysis. Regard<strong>in</strong>g <strong>the</strong> first two items, I was able to become thusacqua<strong>in</strong>ted with <strong>in</strong>terest<strong>in</strong>g <strong>and</strong>, judg<strong>in</strong>g by <strong>the</strong>ir first results,promis<strong>in</strong>g studies, far, however, from be<strong>in</strong>g accomplished. Therefore,I should not yet reject my statement that no reliable practicalapplication <strong>of</strong> <strong>the</strong> pert<strong>in</strong>ent methods is known. In spite <strong>of</strong> all <strong>of</strong> itsnegative essence, it is useful <strong>in</strong> that it stresses <strong>the</strong> need to workpractically <strong>in</strong> those fields.The most remarkable <strong>and</strong> scientifically irrefutable was <strong>the</strong> objectionmade by Pr<strong>of</strong>essor V. A. Tim<strong>of</strong>eev concern<strong>in</strong>g <strong>the</strong> application <strong>of</strong>86

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