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on stochastic models for asset prices and the mathematical theory of option pricing. Savage brought the work 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
495:. Cambridge: Cambridge University Press. p. 184.
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Savage was born and grew up in
Detroit. He studied at
232:; 20 November 1917 – 1 November 1971) was an American
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444:. Chicago: The University of Chicago Press. pp.
358:. It was from Samuelson's subsequent writing that "
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Savage's subjective expected utility representation
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493:An Introduction to Probability and Inductive Logic
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397:for the best dissertations in Bayesian analysis.
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524:. Cambridge, MA: The MIT Press. p. 348.
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395:International Society for Bayesian Analysis
389:are (in part) named after him, as is the
567:MacTutor History of Mathematics Archive
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300:, he also credited Milton Friedman and
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469:O'Connor, J J; Robertson, E F (2010).
335:, in which he put forward a theory of
329:His most noted work was the 1954 book
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607:20th-century American mathematicians
272:. Savage subsequently worked at the
662:American mathematical statisticians
471:"Leonard Jimmie Savage (1917–1971)"
337:subjective and personal probability
112:Halmos–Savage factorization theorem
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256:in Detroit before transferring to
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296:. Though his thesis advisor was
268:in 1941 under the supervision of
657:20th-century American economists
412:Friedman–Savage utility function
387:Friedman–Savage utility function
107:Friedman–Savage utility function
97:Savage's representation theorem
642:University of Michigan faculty
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284:, the University of Michigan,
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632:University of Chicago faculty
622:University of Michigan alumni
582:Mathematics Genealogy Project
332:The Foundations of Statistics
627:Princeton University faculty
274:Institute for Advanced Study
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637:Columbia University faculty
617:Philosophers of probability
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129:Subjective expected utility
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383:Hewitt–Savage zero–one law
373:In 1951 he introduced the
325:Research and contributions
290:Statistical Research Group
117:Hewitt–Savage zero–one law
441:Two Lucky People: Memoirs
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652:Bayesian econometricians
572:University of St Andrews
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366:) became fundamental to
343:and has applications to
304:as statistical mentors.
562:"Leonard Jimmie Savage"
125:Minmax regret criterion
612:Bayesian statisticians
393:given annually by the
262:University of Michigan
258:University of Michigan
254:Wayne State University
180:University of Michigan
82:University of Michigan
578:Leonard Jimmie Savage
520:The Cybernetics Group
516:Heims, Steve (1991).
282:University of Chicago
278:Princeton, New Jersey
266:differential geometry
226:Leonard Jimmie Savage
164:University of Chicago
23:Leonard Jimmie Savage
16:American statistician
558:Robertson, Edmund F.
368:mathematical finance
362:" (and subsequently
248:Education and career
214:William S. Cleveland
168:Princeton University
133:Sure-thing principle
556:O'Connor, John J.;
341:Bayesian statistics
294:Columbia University
176:Columbia University
377:criterion used in
270:Sumner Byron Myers
230:Leonard Ogashevitz
121:Likehood principle
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206:Morris H. DeGroot
198:Doctoral students
140:Scientific career
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286:Yale University
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242:Milton Friedman
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240:. Economist
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160:Institutions
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60:(1971-11-01)
602:1971 deaths
597:1917 births
475:Biographies
360:random walk
345:game theory
319:cybernetics
150:Mathematics
93:Savage loss
70:Connecticut
591:Categories
288:, and the
210:Roy Radner
154:Statistics
35:1917-11-20
202:Don Berry
66:New Haven
491:(2001).
438:(1998).
401:See also
47:Michigan
580:at the
43:Detroit
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381:. The
280:, the
228:(born
146:Fields
418:Notes
526:ISBN
497:ISBN
450:ISBN
385:and
236:and
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29:Born
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