only a small number <strong>of</strong> monographs are more volum<strong>in</strong>ous, so thathuman capability <strong>of</strong> writ<strong>in</strong>g great books has not changed much.The TAP is separated <strong>in</strong>to two parts utterly different <strong>in</strong> style. Thefirst part, <strong>the</strong> Essai, is an Introduction <strong>and</strong> summary <strong>of</strong> <strong>the</strong> book <strong>and</strong> itobeys an <strong>in</strong>dispensable condition <strong>of</strong> hav<strong>in</strong>g no formulas. Thus, <strong>the</strong>formula21 xf ( x ) = exp( − )2π 2is expressed by words toge<strong>the</strong>r with <strong>the</strong> def<strong>in</strong>ition <strong>of</strong> <strong>the</strong> numbers π<strong>and</strong> e. Such phrases are certa<strong>in</strong>ly little adaptable for perception.However, <strong>the</strong> Essai also conta<strong>in</strong>s many materials <strong>of</strong> philosophical,general scientific <strong>and</strong> applied nature described, as I see it, <strong>in</strong> a mostwonderful style 5 . Had that style not been so beautiful, we wouldperhaps have no need to counter, after a century <strong>and</strong> a half, attempts atapply<strong>in</strong>g <strong>the</strong> <strong>the</strong>ory <strong>of</strong> probability universally <strong>and</strong> <strong>in</strong>discrim<strong>in</strong>ately.The Essai is about 12 lists long; <strong>the</strong> rest consists <strong>of</strong> <strong>the</strong> TAP properwhere Laplace applied ma<strong>the</strong>matical analysis <strong>in</strong> plenty <strong>and</strong>, for us,ra<strong>the</strong>r strangely. This strangeness extremely impedes <strong>the</strong>underst<strong>and</strong><strong>in</strong>g <strong>of</strong> <strong>the</strong> second part <strong>of</strong> <strong>the</strong> book (whereas <strong>the</strong> same is trueconcern<strong>in</strong>g <strong>the</strong> Essai ow<strong>in</strong>g to <strong>the</strong> complete absence <strong>the</strong>re <strong>of</strong> analyticalformulas). It is apparently difficult to f<strong>in</strong>d someone nowadays whocould be able to boast about hav<strong>in</strong>g read (<strong>and</strong> understood) <strong>the</strong> TAPproper. However, many people have read <strong>the</strong> Essai whereas <strong>the</strong>attempts to underst<strong>and</strong> <strong>the</strong> second, ma<strong>the</strong>matical part led to <strong>the</strong>creation <strong>of</strong> more rigorous (<strong>and</strong> <strong>the</strong>refore more easily underst<strong>and</strong>able)methods <strong>of</strong> prov<strong>in</strong>g limit <strong>the</strong>orems <strong>of</strong> <strong>the</strong> <strong>the</strong>ory <strong>of</strong> probability. We arehere only <strong>in</strong>terested <strong>in</strong> <strong>the</strong> Essai.As stated above, it is a work <strong>of</strong> a ra<strong>the</strong>r free style. A scientist’spsychology is doubtlessly such that he builds a superstructure abovehis concrete scientific results. It consists <strong>of</strong> general ideas <strong>and</strong> emotionsemerg<strong>in</strong>g out <strong>of</strong> those results <strong>and</strong> provid<strong>in</strong>g new faith, will <strong>and</strong> energy.The concrete results are usually published whereas <strong>the</strong> superstructurerema<strong>in</strong>s <strong>the</strong> property <strong>of</strong> a narrow circle <strong>of</strong> students <strong>and</strong> friends 6 .Laplace, however, published both <strong>and</strong> thus, as I see it, rendered hisreaders an <strong>in</strong>estimable service.In his Essai, not be<strong>in</strong>g shy <strong>of</strong> <strong>the</strong> boundaries <strong>of</strong> a purely scientificpublication, Laplace carried out a wide polemic. Many scientistsendured quite a lot: Pascal (pp. 70 <strong>and</strong> 110) 7 for a number <strong>of</strong>unfounded statements <strong>in</strong> his Pensées about <strong>the</strong> estimation <strong>of</strong>probabilities <strong>of</strong> testimonies; <strong>the</strong> author <strong>of</strong> <strong>the</strong> Novum Organum(Bacon, p. 113) for his <strong>in</strong>ductive reason<strong>in</strong>g which led him to believethat <strong>the</strong> Earth was motionless (<strong>and</strong> thus to deny <strong>the</strong> Copernicanteach<strong>in</strong>g); <strong>and</strong> many o<strong>the</strong>rs, but <strong>the</strong> great Leibniz endured <strong>the</strong> most.Leibniz is mentioned <strong>in</strong> connection with summ<strong>in</strong>g <strong>the</strong> series (p. 96)11+ x = − + − +2 31 x x x ...(1.1)88
at po<strong>in</strong>t x = 1. However, preced<strong>in</strong>g <strong>the</strong> criticism <strong>of</strong> Leibniz’ procedure,Laplace describes <strong>the</strong> follow<strong>in</strong>g case, perhaps too far-fetched to betrue, but characteristic <strong>of</strong> his attitude to Leibniz. When consider<strong>in</strong>g <strong>the</strong>b<strong>in</strong>ary number system, Leibniz thought that <strong>the</strong> unit represented God,<strong>and</strong> zero, Noth<strong>in</strong>g. The Supreme Be<strong>in</strong>g pulled all <strong>the</strong> o<strong>the</strong>r creaturesout <strong>of</strong> Noth<strong>in</strong>g just like <strong>in</strong> b<strong>in</strong>ary arithmetic zero is zero but all <strong>the</strong>numbers are expressed by units <strong>and</strong> zeros. This idea so pleasedLeibniz, that he told <strong>the</strong> Jesuit Grimaldi, president <strong>of</strong> <strong>the</strong> ma<strong>the</strong>maticalcouncil <strong>of</strong> Ch<strong>in</strong>a, about it <strong>in</strong> <strong>the</strong> hope that this symbolic representation<strong>of</strong> creation would convert <strong>the</strong> emperor <strong>of</strong> that time (who had aparticular predilection for <strong>the</strong> sciences) to Christianity 8 .Laplace goes on: Leibniz, always directed by a s<strong>in</strong>gular <strong>and</strong> veryfacile metaphysics, reasoned thus: S<strong>in</strong>ce at x = 1 <strong>the</strong> particular sums <strong>of</strong><strong>the</strong> series (1.1) alternatively become 0 <strong>and</strong> 1, we will take <strong>the</strong>expectation, i. e., 1/2, as its sum. We know now that such a method <strong>of</strong>summ<strong>in</strong>g is far from be<strong>in</strong>g stupid <strong>and</strong> may be sometimes applied, butLaplace hastens to defeat Leibniz, already compromised by <strong>the</strong>preced<strong>in</strong>g story.It is <strong>in</strong>deed remarkable that now, a century <strong>and</strong> a half later, we mayrightfully say <strong>the</strong> same about Laplace: directed by a s<strong>in</strong>gular <strong>and</strong> veryfacile metaphysics. This does not at all touch his concrete scientificwork but fully concerns his general ideas connected with concretescientific foundation. His Essai beg<strong>in</strong>s thus (p. 1):Here, I shall present, without us<strong>in</strong>g Analysis, <strong>the</strong> pr<strong>in</strong>ciples <strong>and</strong>general results <strong>of</strong> <strong>the</strong> Théorie, apply<strong>in</strong>g <strong>the</strong>m to <strong>the</strong> most importantquestions <strong>of</strong> life, which are <strong>in</strong>deed, for <strong>the</strong> most part, only problems <strong>in</strong>probability.So, which most important questions <strong>of</strong> life did Laplace th<strong>in</strong>k about,<strong>and</strong> how had he connected <strong>the</strong>m with <strong>the</strong> aims <strong>of</strong> <strong>the</strong> <strong>the</strong>ory <strong>of</strong>probability? That <strong>the</strong>ory <strong>in</strong>cludes <strong>the</strong> central limit <strong>the</strong>orem (CLT)which establishes that under def<strong>in</strong>ite conditions <strong>the</strong> sumS n = ξ 1 + ... + ξ n<strong>of</strong> a large number <strong>of</strong> r<strong>and</strong>om terms ξ i approximately follows <strong>the</strong>normal law. When measur<strong>in</strong>g <strong>the</strong> deviation <strong>of</strong> <strong>the</strong> r<strong>and</strong>om variable S nfrom its expectation ES n <strong>in</strong> terms <strong>of</strong> var Sn,we <strong>the</strong>refore obta<strong>in</strong>values <strong>of</strong> a r<strong>and</strong>om variable obey<strong>in</strong>g <strong>the</strong> st<strong>and</strong>ard normal law. Brieflyit is written <strong>in</strong> <strong>the</strong> formSn− ESvar Snn→ N(0,1).Here, N(0, 1) is <strong>the</strong> st<strong>and</strong>ard normal distribution (with zeroexpectation <strong>and</strong> unit variance). Consider now <strong>the</strong> case <strong>of</strong> n → ∞. If <strong>the</strong>expectations <strong>of</strong> all <strong>the</strong> ξ i are <strong>the</strong> same <strong>and</strong> equal a, <strong>the</strong> variance also <strong>the</strong>same <strong>and</strong> equal σ 2 , <strong>and</strong> <strong>the</strong> r<strong>and</strong>om variables ξ i <strong>the</strong>mselves<strong>in</strong>dependent. Follow<strong>in</strong>g generally known rules, we get89
- Page 1 and 2:
Studies in the History of Statistic
- Page 3 and 4:
Introduction by CompilerI am presen
- Page 5 and 6:
(Lect. Notes Math., No. 1021, 1983,
- Page 7 and 8:
sufficiently securely that a carefu
- Page 9 and 10:
is energy?) from chapter 4 of Feynm
- Page 11 and 12:
demand to apply transfinite numbers
- Page 13 and 14:
for stating that Ω consists of ele
- Page 15 and 16:
chances to draw a more suitable apa
- Page 17 and 18:
Let the space of elementary events
- Page 19 and 20:
2.3. Independence. When desiring to
- Page 21 and 22:
Eξ = ∑ aipi.Our form of definiti
- Page 23 and 24:
absolutely precisely if the pertine
- Page 25 and 26:
where x is any real number. If dens
- Page 27 and 28:
probability can be coupled with an
- Page 29 and 30:
Nowadays we are sure that no indepe
- Page 31 and 32:
λ = λ(T)with λ(T) being actually
- Page 33 and 34:
(1/B n )(m − A n )instead of the
- Page 35 and 36:
along with ξ. For example, if ξ i
- Page 37 and 38: µ( − p0) ÷np0 (1 − p0)nhas an
- Page 39 and 40: distribution of the maximal term |s
- Page 41 and 42: ξ (ω) + ... + ξ (ω)n1n{ω :|
- Page 43 and 44: P{max ξ(t) ≥ x} = 0.01, 0 ≤ t
- Page 45 and 46: 1. This example and considerations
- Page 47 and 48: IIV. N. TutubalinTreatment of Obser
- Page 49 and 50: structure of statistical methods, d
- Page 51 and 52: Suppose that we have adopted the pa
- Page 53 and 54: and the variances are inversely pro
- Page 55 and 56: It is interesting therefore to see
- Page 57 and 58: is applied with P(t) being a polyno
- Page 59 and 60: ut some mathematical tricks describ
- Page 61 and 62: It is clear therefore that no speci
- Page 63 and 64: of various groups of machines, and
- Page 65 and 66: nnA(λ) x sin λ t, B(λ) = x cosλ
- Page 67 and 68: of the mathematical model of the Br
- Page 69 and 70: dF(λ) = f (λ) dλ, so that B( t
- Page 71 and 72: usually very little of them. Indeed
- Page 73 and 74: This is the celebrated model of aut
- Page 75 and 76: applications of the theory of stoch
- Page 77 and 78: achieved by differentiating because
- Page 79 and 80: u(x 1 , x 2 , t 1 , t 2 ) = v(x 1 ,
- Page 81 and 82: Reasoning based on common sense and
- Page 83 and 84: answering that question is extremel
- Page 85 and 86: IIIV. N. TutubalinThe Boundaries of
- Page 87: periodograms. It occurred that work
- Page 91 and 92: He concludes that since the action
- Page 93 and 94: The verification of the truth of a
- Page 95 and 96: In the purely scientific sense this
- Page 97 and 98: ought to learn at once the simple t
- Page 99 and 100: the material world science had inde
- Page 101 and 102: values of (2.1) realized in the n e
- Page 103 and 104: *several dozen. The totality µ ica
- Page 105 and 106: Mendelian laws. It is not sufficien
- Page 107 and 108: example, the problem of the objecti
- Page 109 and 110: a linear function is not restricted
- Page 111 and 112: 258 - 82 - 176 cases or 68.5% of al
- Page 113 and 114: The Framingham investigation indeed
- Page 115 and 116: or, for discrete observations,IT(ω
- Page 117 and 118: What objections can be made? First,
- Page 119 and 120: eliability and queuing are known to
- Page 121 and 122: Kolman E. (1939 Russian), Perversio
- Page 123 and 124: measurement is provided. Recently,
- Page 125 and 126: which means that sooner or later th
- Page 127 and 128: The foundations of the Mises approa
- Page 129 and 130: A rather subtle arsenal is develope
- Page 131 and 132: 4.3. General remarks on §§ 4.1 an
- Page 133 and 134: BibliographyAlimov Yu. I. (1976, 19
- Page 135 and 136: processes are now going on in the s
- Page 137 and 138: obtaining a deviation from the theo
- Page 139 and 140:
VIOscar SheyninOn the Bernoulli Law