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On the Philosophical Foundations of Statistics: Bridges to Huber’s work, and recent results

  • Frank Hampel
Part of the Lecture Notes in Statistics book series (LNS, volume 109)

Abstract

After a few words in honor of P.J. Huber and a brief introduction into a new frequentist paradigm for the foundations of statistics, which uses upper and lower probabilities and the concept of “successful bets”, the talk discusses some very recent research results with more general implications: Successful bets for the normal and the exponential shift model, asymptotically successful bets, and a sketch for approximately successful bets in the context of robust statistics.

Key words and phrases

Robust statistics Huber-estimator foundations of statistical inference upper and lower probabilities successful bets prediction parametric models frequentist interpretation of probabilities epistemic probabilities learning process state of total ignorance successful bets for normal and exponential shift model asymptotically successful bets approximately successful bets in the robustness context 

AMS 1991 subject classifications

Primary 62A99 secondary 62F35 

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Copyright information

© Springer-Verlag New York, Inc. 1996

Authors and Affiliations

  • Frank Hampel
    • 1
  1. 1.ETH ZürichSwitzerland

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