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arXiv:1809.00400 · Lecture notes in mathematics

Probability Theory and Mathematical Statistics

Watanabe, Shinzo, Prokhorov, Jurii

Published Jan 1, 1988• 96 citations
arXivHTMLPDF
DOI
10.1007/bfb0078455

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It is a matter of course that Kolmogorov’s probability theory is a very useful mathematical tool for the analysis of statistics. However, this fact never means that statistics is based on Kolmogorov’s probability theory, since it is not guaranteed that mathematics and our world are connected. In order that mathematics asserts some statements concerning our world, a certain theory (so called “world view”) mediates between mathematics and our world. Recently we propose measurement theory (i.e., the theory of the quantum mechanical world view), which is characterized as the linguistic turn of quantum mechanics. In this paper, we assert that statistics is based on measurement theory. And, for example, we show, from the pure theoretical point of view (i.e., from the measurement theoretical point of view), that regression analysis can not be justified without Bayes’ theorem. This may imply that even the conventional classification of (Fisher’s) statistics and Bayesian statistics should be reconsidered.