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Leonard Jimmie Savage

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657: 112: 322:, the mathematician credited with describing the principles upon which electronic computers should be based. Later he was one of the participants in the 271:, where he first majored in chemical engineering, then switched to mathematics, graduating in 1938 with a Bachelor's degree. He continued at the 401: 365:
on stochastic models for asset prices and the mathematical theory of option pricing. Savage brought the work of Bachelier to the attention of
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said Savage was "one of the few people I have met whom I would unhesitatingly call a genius."
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Leonard Jimmie Savage papers (MS 695). Manuscripts and Archives, Yale University Library.
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One of Savage's indirect contributions was his discovery of the work of
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During World War II, Savage served as chief "statistical" assistant to
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and statistics which forms one of the strands underlying
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Presidents of the Institute of Mathematical Statistics
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Savage was born and grew up in Detroit. He studied at
243:; 20 November 1917 – 1 November 1971) was an American 479: 455:. Chicago: The University of Chicago Press. pp.  369:. It was from Samuelson's subsequent writing that " 113:
Savage's subjective expected utility representation
528: 504:An Introduction to Probability and Inductive Logic 566: 408:for the best dissertations in Bayesian analysis. 599: 441: 535:. Cambridge, MA: The MIT Press. p. 348. 335: 406:International Society for Bayesian Analysis 400:are (in part) named after him, as is the 578:MacTutor History of Mathematics Archive 498: 311:, he also credited Milton Friedman and 258: 14: 600: 480:O'Connor, J J; Robertson, E F (2010). 346:, in which he put forward a theory of 340:His most noted work was the 1954 book 526: 618:20th-century American mathematicians 283:. Savage subsequently worked at the 673:American mathematical statisticians 482:"Leonard Jimmie Savage (1917–1971)" 348:subjective and personal probability 123:Halmos–Savage factorization theorem 24: 267:in Detroit before transferring to 25: 684: 553: 307:. Though his thesis advisor was 279:in 1941 under the supervision of 668:20th-century American economists 423:Friedman–Savage utility function 398:Friedman–Savage utility function 118:Friedman–Savage utility function 108:Savage's representation theorem 653:University of Michigan faculty 520: 492: 473: 435: 295:, the University of Michigan, 13: 1: 643:University of Chicago faculty 633:University of Michigan alumni 593:Mathematics Genealogy Project 343:The Foundations of Statistics 638:Princeton University faculty 285:Institute for Advanced Study 7: 648:Columbia University faculty 628:Philosophers of probability 411: 140:Subjective expected utility 10: 689: 394:Hewitt–Savage zero–one law 384:In 1951 he introduced the 336:Research and contributions 301:Statistical Research Group 128:Hewitt–Savage zero–one law 452:Two Lucky People: Memoirs 230: 208: 196: 170: 156: 149: 99: 88: 65: 39: 32: 663:Bayesian econometricians 583:University of St Andrews 428: 377:) became fundamental to 354:and has applications to 315:as statistical mentors. 573:"Leonard Jimmie Savage" 136:Minmax regret criterion 623:Bayesian statisticians 404:given annually by the 273:University of Michigan 269:University of Michigan 265:Wayne State University 191:University of Michigan 93:University of Michigan 589:Leonard Jimmie Savage 531:The Cybernetics Group 527:Heims, Steve (1991). 293:University of Chicago 289:Princeton, New Jersey 277:differential geometry 237:Leonard Jimmie Savage 175:University of Chicago 34:Leonard Jimmie Savage 27:American statistician 569:Robertson, Edmund F. 379:mathematical finance 373:" (and subsequently 259:Education and career 225:William S. Cleveland 179:Princeton University 144:Sure-thing principle 567:O'Connor, John J.; 352:Bayesian statistics 305:Columbia University 187:Columbia University 388:criterion used in 281:Sumner Byron Myers 241:Leonard Ogashevitz 132:Likehood principle 234: 233: 217:Morris H. DeGroot 209:Doctoral students 151:Scientific career 18:Leonard J. Savage 16:(Redirected from 680: 585: 547: 546: 534: 524: 518: 517: 496: 490: 489: 477: 471: 470: 443:Friedman, Milton 439: 325:Macy conferences 320:John von Neumann 198:Doctoral advisor 125: 115: 72: 50:20 November 1917 49: 47: 30: 29: 21: 688: 687: 683: 682: 681: 679: 678: 677: 598: 597: 556: 551: 550: 543: 525: 521: 514: 497: 493: 478: 474: 467: 440: 436: 431: 414: 390:decision theory 375:Brownian motion 363:Louis Bachelier 338: 313:W. Allen Wallis 297:Yale University 261: 253:Milton Friedman 223: 219: 215: 189: 185: 183:Yale University 181: 177: 142: 138: 134: 130: 126: 121: 120: 116: 111: 110: 106: 89:Alma mater 84: 74: 70: 69:1 November 1971 61: 51: 45: 43: 35: 28: 23: 22: 15: 12: 11: 5: 686: 676: 675: 670: 665: 660: 655: 650: 645: 640: 635: 630: 625: 620: 615: 610: 596: 595: 586: 563: 562: 555: 554:External links 552: 549: 548: 542:978-0262082006 541: 519: 512: 491: 472: 465: 447:Friedman, Rose 433: 432: 430: 427: 426: 425: 420: 413: 410: 386:minimax regret 367:Paul Samuelson 337: 334: 275:with a PhD on 260: 257: 232: 231: 228: 227: 210: 206: 205: 200: 194: 193: 172: 168: 167: 158: 154: 153: 147: 146: 101: 100:Known for 97: 96: 90: 86: 85: 75: 73:(aged 53) 67: 63: 62: 52: 41: 37: 36: 33: 26: 9: 6: 4: 3: 2: 685: 674: 671: 669: 666: 664: 661: 659: 656: 654: 651: 649: 646: 644: 641: 639: 636: 634: 631: 629: 626: 624: 621: 619: 616: 614: 611: 609: 606: 605: 603: 594: 590: 587: 584: 580: 579: 574: 570: 565: 564: 561: 558: 557: 544: 538: 533: 532: 523: 515: 513:0-521-77287-7 509: 505: 501: 495: 487: 483: 476: 468: 466:0-226-26414-9 462: 458: 454: 453: 448: 444: 438: 434: 424: 421: 419: 418:Loss function 416: 415: 409: 407: 403: 399: 395: 391: 387: 382: 380: 376: 372: 368: 364: 359: 357: 353: 349: 345: 344: 333: 331: 327: 326: 321: 316: 314: 310: 306: 302: 298: 294: 290: 286: 282: 278: 274: 270: 266: 256: 254: 250: 246: 245:mathematician 242: 238: 229: 226: 222: 218: 214: 211: 207: 204: 201: 199: 195: 192: 188: 184: 180: 176: 173: 169: 166: 162: 159: 155: 152: 148: 145: 141: 137: 133: 129: 124: 119: 114: 109: 105: 102: 98: 95:(B.A., Ph.D.) 94: 91: 87: 82: 78: 68: 64: 59: 55: 42: 38: 31: 19: 576: 530: 522: 503: 500:Hacking, Ian 494: 485: 475: 451: 437: 402:Savage Award 383: 360: 342: 339: 323: 317: 309:Sumner Myers 262: 251:. Economist 249:statistician 240: 236: 235: 203:Sumner Myers 171:Institutions 150: 71:(1971-11-01) 613:1971 deaths 608:1917 births 486:Biographies 371:random walk 356:game theory 330:cybernetics 161:Mathematics 104:Savage loss 81:Connecticut 602:Categories 299:, and the 221:Roy Radner 165:Statistics 46:1917-11-20 213:Don Berry 77:New Haven 502:(2001). 449:(1998). 412:See also 58:Michigan 591:at the 54:Detroit 539:  510:  463:  392:. The 291:, the 239:(born 157:Fields 429:Notes 537:ISBN 508:ISBN 461:ISBN 396:and 247:and 83:, US 66:Died 60:, US 40:Born 457:146 328:on 303:at 287:in 604:: 581:, 575:, 571:, 484:. 459:. 445:; 381:. 358:. 332:. 163:, 79:, 56:, 545:. 516:. 488:. 469:. 48:) 44:( 20:)

Index

Leonard J. Savage
Detroit
Michigan
New Haven
Connecticut
University of Michigan
Savage loss
Savage's representation theorem
Savage's subjective expected utility representation
Friedman–Savage utility function
Halmos–Savage factorization theorem
Hewitt–Savage zero–one law
Likehood principle
Minmax regret criterion
Subjective expected utility
Sure-thing principle
Mathematics
Statistics
University of Chicago
Princeton University
Yale University
Columbia University
University of Michigan
Doctoral advisor
Sumner Myers
Don Berry
Morris H. DeGroot
Roy Radner
William S. Cleveland
mathematician

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