A tricentenary history of the law of large numbers

DOI10.3150/12-BEJSP12MaRDI QIDQ373519zbMATH OpenOpenAlexWikidataFDO

Authors Eugene Seneta

Publication date 17 October 2013

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1309.6488, https://projecteuclid.org/euclid.bj/1377612845

zbMATH Keywords

Jacob Bernoulli's theoremMarkov's theoremStirling's approximationBienaymé-Chebyshev inequality

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) History of probability theory (60-03)

Abstract: The Weak Law of Large Numbers is traced chronologically from its inception as Jacob Bernoulli's Theorem in 1713, through De Moivre's Theorem, to ultimate forms due to Uspensky and Khinchin in the 1930s, and beyond. Both aspects of Jacob Bernoulli's Theorem: 1. As limit theorem (sample size $noinfty$), and: 2. Determining sufficiently large sample size for specified precision, for known and also unknown p (the inversion problem), are studied, in frequentist and Bayesian settings. The Bienaym'{e}-Chebyshev Inequality is shown to be a meeting point of the French and Russian directions in the history. Particular emphasis is given to less well-known aspects especially of the Russian direction, with the work of Chebyshev, Markov (the organizer of Bicentennial celebrations), and S.N. Bernstein as focal points.

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