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Probability Théorie analytique des probabilités Author: Pierre-Simon Laplace Publication data: 1820 (3rd ed.) Online version: ? Description: Attacks the roots of least squares and interpolation techniques, bringing back techniques from a century before that were long forgotten, studies the influence of median and skewness in regression analysis (even thought it wasn't called that way in the time). Inspired the field of robust regression, proposed the Laplace distribution and was the fisrt to seriously criticize Carl Friedrich Gauss work on statistics. Importance: Topic creator, Breakthrough, Influence The Doctrine of Chances Author: Abraham de Moivre Publication data: 1738 (2nd ed.) Online version: ? Description: The book introduced the concept of normal distributions as approximations to binomial distributions. In effect, de Moivre proved a weak version of the central limit theorem. Sometimes his result is called the theorem of de Moivre-Laplace. Importance: Topic creator, Breakthrough, Influence Bayesian statistics An Essay Toward Solving a Problem in the Doctrine of Chances Author: Thomas Bayes Publication data: 1764 Online version: * (PostScript file); * (PDF file) Description: In this paper Bayes addresses the problem of using a sequence of identical "trials" to determine the per-trial probability of "success" — the so-called inverse probability problem. It later inspired the theorem that bears his name (Bayes' theorem). See also Pierre Simon de Laplace. Importance: Topic creator, Breakthrough, Influence Treatise on Probability Author: J.M. Keynes Publication data: London, Macmillan, 1921. Description: Early statement of probability as a subjective measure of degree of belief. Keynes is better-known for his contributions to Economics, but this erudite book shows him to be a polymath. Importance: Probability, Induction and Statistics Author: Bruno de Finetti Publication data: New York: John Wiley & Sons, Inc., 1972. Description A collection of de Finetti's essays on subjective probability. Importance: Theory of Probability Author: Bruno de Finetti Publication data: Two volumes, A.F.M. Smith and A. Machi (trs.), New York: John Wiley & Sons, Inc., 1974, 1975. Description The first detailed statement of the operational subjective position, dating from the author's research in the 1920s and 30s. Importance: A classic. Operational Subjective Statistical Methods Author: Frank Lad Publication data: New York: John Wiley & Sons, Inc., 1996, 484pp. Description: Comprehensive; subtitled "A Mathematical, Philosophical, and Historical Introduction", but probably not for the general reader. Importance: A fairly exhaustive statement of the operational position, following on from the earlier work by Bruno de Finetti. Bayesian Theory Author: Bernardo & Smith Publication data: 2002? Description: An up to date guide to modern Bayesian theory. Importance: Introduction to Bayesian Inference and Decision, 2nd Edition Author: Robert L Winkler Publication data: Gainesville: Probabilistic Publishing, 2003, 450pp. Description: Updated version of Winkler's classic textbook which was initially published in 1972. Importance: Graduate level introduction to Bayesian inference. introductory probability|Introductory probability Understanding Probability, Chance Rules in Everyday Life Author: Henk Tijms Publication data: 2004 Cambridge University Press Online version: ? Description: A delightful introduction to probability theory with many examples. Importance: Introduction applied statistics|Applied statistics Applied Statistics and Probability for Engineers, 3rd edition, Douglas C. Montgomery and George C. Runger, John Wiley & Sons Inc, 2003. A good introduction to this topic. Modern Applied Statistics with S (Fourth Edition), W. N. Venables and B.D. Ripley, Springer, 2002. Extreme value theory An introduction to statistical modeling of extreme values / Stuart Coles /Published: London Springer, c2001 / ISBN 1852334592 Extreme Values in Finance, Telecommunications, and the Environment edited by Barbel Finkenstadt, Holger Rootzen - 2004 Regression analysis SOKAL, R.R.; ROHLF, F.J. (1995) Biometry. 3th ed. New York: W.H. Freeman and Company. 870 p. Multivariate statistics Statistical phenomena | |||||||
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