- Leonard Jimmie Savage
Leonard Jimmie Savage (
20 November 1917– 1 November 1971) was a US mathematicianand statistician.
He graduated from the
University of Michiganand later worked at the Institute for Advanced Studyin Princeton, New Jersey, the University of Chicago, the University of Michigan, Yale University, and the Statistical Research Groupat Columbia University. Though his thesis advisor was Sumner Myers, he also credited Milton Friedmanand W. Allen Wallisas statistical mentors.
His most noted work was the 1954 book "Foundations of Statistics", in which he put forward a theory of subjective and personal probability and statistics which forms one of the strands underlying
Bayesian statisticsand has applications to game theory.
During World War II, Savage served as chief "statistical" assistant to
John von Neumann, the mathematician credited with building the first electronic computer. [ cite book | last=Hacking | first=Ian | authorlink=Ian Hacking | year=2001 | title=An Introduction to Probability and Inductive Logic | pages=184 | isbn=0-521-77287-7 ]
One of Savage's indirect contributions was his discovery of the work of
Louis Bachelieron stochastic models for asset prices and the mathematical theory of option pricing. Savage brought the work of Bachelier to the attention of Paul Samuelson. It was from Samuelson's subsequent writing that "random walk" (and subsequently Brownian motion) became fundamental to mathematical finance.
In 1951 he introduced the
Minimax regretcriterion used in decision theory.
Hewitt-Savage zero-one lawis (in part) named after him.
Friedman-Savage utility function
* [http://www.genealogy.math.ndsu.nodak.edu/id.php?id=5192 Entry at the Mathematics Genealogy Project]
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Leonard Jimmie Savage — (20 de noviembre de 1917 – 1 de noviembre de 1971) fue un matemático estadounidense especializado en estadística. Su obra más conocida es del año 1954 y se titula Foundations of Statistics (Fundamentos de estadística) en el que introduce… … Wikipedia Español
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Savage-Niehans-Regel — [ sævɪdʒ ; nach dem amerikanischen Wirtschaftswissenschaftler Leonard Jimmie Savage, * 1917, ✝ 1971, und dem schweizerischen Wirtschaftswissenschaftler Jürg Niehans, * 1919], Mịnimax Regret Prinzip [ rə grɛ ], Regel der Entscheidungstheorie… … Universal-Lexikon
Hewitt-Savage zero-one law — The Hewitt Savage zero one law is a theorem in probability theory, similar to Kolmogorov s zero one law, that specifies that a certain type of event will either almost surely happen or almost surely not happen. It is sometimes known as the Hewitt … Wikipedia
Сэвидж, Леонард Джимми — Леонард Джимми Сэвидж Leonard Jimmie Savage Дата рождения: 20 ноября 1917(1917 11 20) Дата смерти: 1 ноября 1971(1971 11 … Википедия
List of University of Michigan alumni — There are more than 425,000 living alumni of the University of Michigan. Famous alumni include the father of the iPod, the founders of Sun Microsystems and Google, the father of information theory, the voice of Darth Vader, the first doctor… … Wikipedia
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Edwin Hewitt — (20 January 1920 – 21 June 1999) was an American mathematician known for his work in abstract harmonic analysis and for his discovery, in collaboration with Leonard Jimmie Savage, of the Hewitt Savage zero one law. He received his Ph.D. in 1942… … Wikipedia
Leonid Hurwicz — Infobox Scientist name = Leo Hurwicz image width = birth date = August 21, 1917 birth place = Moscow, Russia death date = death date and age|2008|6|24|1917|8|21 death place = Minneapolis, Minnesota, USA nationality = United States field =… … Wikipedia