Introduction to statistics

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History of Statistics and

Probability

^Fr^id

ay, November 03, 2023

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Fakultas Ilmu Komputer Universitas Indonesia 2014

CSF2600102 – Statistics and Probability

FASILKOM, Universitas Indonesia

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Credits & References

References

 Introduction to Probability and Statistics for Engineers &

Scientists, 4th ed.,

 Sheldon M. Ross, Elsevier, 2009.

 Short history of probability theory. From Calculus, Volume II by Tom M. Apostol (2nd edition, John Wiley & Sons, 1969 )

FASILKOM, Universitas Indonesia

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Friday, November 03, 2023

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Brief History of Statistics

“Statistics” was begun in the Italian city-states of Venice and Florence during renaissance (1250 - 1600).

The word “Statistics” is derived from the word “state”.

Statistics:

Collection of facts of interest to the state.

Collection of data on the population and economy.

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http://artsonline.monash.edu.au/history-studies/medieval-renaissance-history/

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Brief History of Statistics

The idea then spread from Italy to the Western Europe ...

Due to poor public health (disease, high mortality rate), city of London began to publish weekly bills of mortality.

The bills listed the place of death and the cause of death.

In 1662, English tradesman John Graunt used London mortality bills for some intelligent guesswork !

• Estimate the London city’s population

• Estimate the ages at which people were dying

• Estimate to project a figure for all England !

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Brief History of Statistics

John Graunt published his works on a book !

5 The causes of death in 17th-century London.

From John Graunt’s book.

www.history.com

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Brief History of Statistics

John Graunt estimate the London population in 1660 !

6 [Ross, 2009]

Graunt surveyed and discovered that, on average, there were 3 deaths for every 88 people.

Because the London bills cited 13,200 deaths in London for that year, Graunt estimated that the London population :

13,200 x 88/3 = 387,200

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Brief History of Statistics

The ideas of Graunt were taken up by E. Halley and Abraham de Moivre and spread to continental Europe.

By 1730, bills of mortality had become common practice throughout Europe.

In 1830, “statistics”, in England and France, means

“numerical science of society”.

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Brief History of Statistics

Throughout 19th century, although the probability theory had been developed by several mathematicians, its use in studying statistical findings was almost non-existent !

Statisticians were not concerned with sampling, but rather tried to obtain censuses of the entire population !

Probabilistic Inference from samples to population was almost unknown in 19th century social statistics.

Link between Statistics and Probability Theory ? Let’s learn the history of probability theory first..

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Brief History of Probability Theory

A 17th century french nobleman, Chevalier de Mere, gambled frequently to increase his wealth.

He used to bet on the event of getting at least one 6 in four

rolls of a dice. _Fr^id^ay^{, N}

ovember 03, 2023

9 From past experiences, he was more

successful than not !

He though that the chance of win in this game is 4/6=2/3 (incorrect !).

www.chicagonow.com

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Brief History of Probability Theory

Tired of the previous game, he changed the game !

He bet that he would get a double 6, on 24 rolls of two dice.

10 www.chicagonow.com

He though that the chance of win in this game is exactly the same as the previous one = 24/36=2/3

(incorrect !).

BUT, he lost a lot of money due to the second game !!

He then asked his friend Blaise Pascal to give him explanation.

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Brief History of Probability Theory

Pascal then worked through the problem and found that:

• The probability of winning the first game = 51.8%

• The probability of winning the second game = 49.1%

This problem also started the famous correspondence between Pascal and Fermat.

They exchanged their thoughts on probability theory for the first time !

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Gambar2: http://www.agilegeoscience.com/journal/2012/8/14/great-geophysicists-4-fermat.html Gambar 1: http://www.aps.org/publications/apsnews/200907/physicshistory.cfm

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Brief History of Probability Theory

The Dutch scientist Christian Huygens learned of the correspondence.

He then (in 1657) published the first book on probability;

entitled De Ratiociniis in Ludo Aleae, it was a treatise on

problems associated with gambling. ^Fr

iday, November 03, 2023

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Gambar: http://www-groups.dcs.st-and.ac.uk/~history/Bookpages/Huygens10.gif

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Brief History of Probability Theory

Probability theory then became popular ...

This subject rapidly developed during 18th century.

Major contributors:

• Jakob Bernoulli (1654 -1705)

• Abraham de Moivre (1667-1754)

• Laplace (1749-1827) applied probabilistic ideas to many scientific and practical problems, not solely concerned with games of chance.

• After Laplace, there were Chebyshev, Markov, Von Mises, and Kolmogorov.

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Link Between Statistics and Probability Theory

Link: probability theory forms the foundation for statistical inference, sampling, linear regression, and forecasting.

Statistical inference : drawing conclusions from data.

History:

It was not until the late 1800s that statistics became concerned with inferring conclusions from numerical data.

[Ross, 2009]

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Link Between Statistics and Probability Theory

The movement began with Francis Galton’s work on analyzing “hereditary genius” through the uses of what we would now call regression and correlation analysis.

Karl Pearson was the first director of the Galton Laboratory, endowed by F. Galton in 1904.

There, Pearson originated a research program aimed at developing new methods of using statistics in inference.

One of his researcher, W. S. Gosset, developed the famous t- test procedure.

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Nowadays ...

Later, we will learn two types of statistics:

• Descriptive Statistics

• Inferential Statistics

Descriptive Statistics are found everywhere ! In newspaper, magazine, television, etc !

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Nowadays ...

Statistical Inference becomes indispensable to medical research, engineering and scientific studies, marketing, education, economics, forecasting, ...

And, .... COMPUTER SCIENCE !!

Especially Machine Learning, Artificial Intelligence, and Robotics.

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