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Bruno de Finetti (13 juin 1906 – 20 juillet 1985) est un statisticien et actuaire italien, remarqué pour sa conception particulière de la probabilité, décrite dans La prévision: ses lois logiques, ses sources subjectives (1937)[1].
Biographie
De Finetti naît à Innsbruck, Autriche and studied mathematics at École polytechnique de Milan. He graduated in 1927 writing his thesis under the supervision of Giulio Vivanti. After graduation, he worked as an actuary and a statistician at Istituto Nazionale di Statistica (National Institute of Statistics) in Rome and, from 1931, the Trieste insurance company Generali. In 1936 he won a competition for Chair of Financial Mathematics and Statistics, but was not nominated due to a fascist law barring access to unmarried candidates;[2] he was appointed as ordinary professor at the Université de Trieste only in 1950.
He published extensively (17 papers in 1930 alone, according to Lindley) and acquired an international reputation in the small world of probability mathematicians. He taught mathematical analysis in Padua and then won a chair in Financial Mathematics at Université de Trieste (1939). In 1954 he moved to the Université de Rome « La Sapienza », first to another chair in Financial Mathematics and then, from 1961 to 1976, one in the Calculus of Probabilities. De Finetti developed his ideas on subjective probability in the 1920s independently of Frank Ramsey. Still, according to the preface of his Theory of Probability, he drew on ideas of Harold Jeffreys, Irving John Good and B.O. Koopman. He also reasoned about the connection of economics and probabilty, and thought that guiding principles to be Paretian optimum further inspired by "fairness" criteria.[3] De Finetti held different social and political beliefs through his life: following Fascisme during his youth, then moving to Christianisme social and finally adhering to the Radical Party.[2][4]
De Finetti only became known in the Anglo-American statistical world in the 1950s when Leonard Savage, who had independently adopted subjectivism, drew him into it; another great champion was Dennis Lindley. De Finetti died in Rome in 1985.
Work and Impact
De Finetti emphasized a predictive inference approach to statistics; he proposed a expérience de pensée along the following lines (described in greater detail at coherence (philosophical gambling strategy)): You must set the price of a promise to pay $1 if there was life on Mars 1 billion years ago, and $0 if there was not, and tomorrow the answer will be revealed. You know that your opponent will be able to choose either to buy such a promise from you at the price you have set, or require you to buy such a promise from your opponent, still at the same price. In other words: you set the odds, but your opponent decides which side of the bet will be yours. The price you set is the "operational subjective probability" that you assign to the proposition on which you are betting. This price has to obey the probability axioms if you are not to face certain loss, as you would if you set a price above $1 (or a negative price). By considering bets on more than one event de Finetti could justify additivity. Prices, or equivalently cote (probabilités), that do not expose you to certain loss through a Dutch book are called coherent.
De Finetti is also noted for de Finetti's theorem on exchangeable sequences of variable aléatoires. De Finetti was not the first to study exchangeability but he brought the subject to greater visibility. He started publishing on exchangeability in the late 1920s but the 1937 article is his most famous treatment.
In 1929, de Finetti introduced the concept of infinitely divisible probability distributions.
He also introduced de Finetti diagrams for graphing génotype frequencies.
The 1974 English translation of his book is credited with reviving interest in predictive inference in the Anglophone world, and bringing the idea of exchangeability to its attention.[5]
In 1961 he was elected as a Fellow of the American Statistical Association.[6] The de Finetti Award, presented annually by the European Association for Decision Making, is named after him.
In the 21'st century quantum extensions of de Finetti's representation theorem have been found to be useful in information quantique,[7][8][9] in topics like distribution quantique de clé[10] and entanglement detection.[11]
Bibliography
See Works on
de Finetti in English
(The following are translations of works originally published in Italian or French.)
- "Probabilism: A Critical Essay on the Theory of Probability and on the Value of Science," (translation of 1931 article) in Erkenntnis, volume 31, issue 2-3, September 1989, pp. 169–223. The entire double issue is devoted to de Finetti's philosophy of probability.
- 1937, “La Prévision: ses lois logiques, ses sources subjectives,” Annales de l'Institut Henri Poincaré,
- - "Foresight: its Logical Laws, Its Subjective Sources," (translation of the 1937 article in French) in H. E. Kyburg and H. E. Smokler (eds), Studies in Subjective Probability, New York: Wiley, 1964.
- Theory of Probability, (translation by A Machi and AFM Smith of 1970 book) 2 volumes, New York: Wiley, 1974-5.
Discussions
- D. V. Lindley, "Bruno de Finetti, 1906-1985 (Obituary)" Journal of the Royal Statistical Society, 149, p. 252 (1986).
The following books have a chapter on de Finetti and references to further literature.
- Jan von Plato, Creating Modern Probability : Its Mathematics, Physics, and Philosophy in Historical Perspective, Cambridge: Cambridge University Press, 1994
- Donald Gillies, Philosophical Theories of Probability, London: Routledge, 2000.
See also
- Coherence (philosophical gambling strategy)
- De Finetti diagram
- De Finetti's theorem
- Exchangeability
- Infinitely divisible probability distributions
- Predictive inference
- Fonction quasi convexe
Notes et références
- (en) Cet article est partiellement ou en totalité issu de l’article de Wikipédia en anglais intitulé « Bruno de Finetti » (voir la liste des auteurs).
- "La prévision: ses lois logiques, ses sources subjectives," Annales de l'Institut Henri Poincaré, 7, 1-68,
- « Guide to the Bruno De Finetti Papers, 1924-2000 ASP.1992.01 | Digital Pitt », sur digital.library.pitt.edu (consulté le )
- A Conversation with Eugenio Ragazzini, Statistical Science, 2011
- Igor Prünster et Antonio Lijoi, « A Conversation with Eugenio Regazzini », Statistical Science, vol. 26, no 4, , p. 647–672 (ISSN 0883-4237, DOI 10.1214/11-STS362, arXiv 1205.4807)
- Predictive Inference: An Introduction, Seymour Geisser, CRC Press, 1993 (ISBN 0-412-03471-9)
- View/Search Fellows of the ASA, accessed 2016-07-23.
- Carlton M. Caves, Christopher A. Fuchs et Ruediger Schack, « Unknown quantum states: The quantum de Finetti representation », Journal of Mathematical Physics, vol. 43, no 9, , p. 4537–4559 (ISSN 0022-2488, DOI 10.1063/1.1494475, Bibcode 2002JMP....43.4537C, arXiv quant-ph/0104088)
- J. Baez, « This Week's Finds in Mathematical Physics (Week 251) », (consulté le )
- Fernando G.S.L. Brandao et Aram W. Harrow, « Quantum De Finetti Theorems Under Local Measurements with Applications », Proceedings of the Forty-fifth Annual ACM Symposium on Theory of Computing, New York, NY, USA, ACM, , p. 861–870 (ISBN 9781450320290, DOI 10.1145/2488608.2488718, arXiv 1210.6367)
- Renato Renner, « Security of Quantum Key Distribution », {{Article}} : paramètre «
périodique» manquant, (Bibcode 2005PhDT.......176R, arXiv quant-ph/0512258) - Andrew C. Doherty, Pablo A. Parrilo et Federico M. Spedalieri, « Detecting multipartite entanglement », Physical Review A, vol. 71, no 3, , p. 032333 (DOI 10.1103/PhysRevA.71.032333, Bibcode 2005PhRvA..71c2333D, arXiv quant-ph/0407143)
Liens externes
- Ressource relative à la recherche :
- Notices dans des dictionnaires ou encyclopédies généralistes :
