Moscow, Russia

Probability Theory and Mathematical Statistics

Language: English Studies in English
Subject area: mathematics and statistics
University website: www.hse.ru
4 years
Mathematical Statistics
Mathematical statistics is the application of mathematics to statistics, as opposed to techniques for collecting statistical data. Mathematical techniques which are used for this include mathematical analysis, linear algebra, stochastic analysis, differential equations, and measure-theoretic probability theory.
Probability
Probability is the measure of the likelihood that an event will occur. See glossary of probability and statistics. Probability is quantified as a number between 0 and 1, where, loosely speaking, 0 indicates impossibility and 1 indicates certainty. The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin. Since the coin is fair, the two outcomes ("heads" and "tails") are both equally probable; the probability of "heads" equals the probability of "tails"; and since no other outcomes are possible, the probability of either "heads" or "tails" is 1/2 (which could also be written as 0.5 or 50%).
Statistics
Statistics is a branch of mathematics dealing with the collection, analysis, interpretation, presentation, and organization of data. In applying statistics to, for example, a scientific, industrial, or social problem, it is conventional to begin with a statistical population or a statistical model process to be studied. Populations can be diverse topics such as "all people living in a country" or "every atom composing a crystal". Statistics deals with all aspects of data including the planning of data collection in terms of the design of surveys and experiments. See glossary of probability and statistics.
Theory
A theory is a contemplative and rational type of abstract or generalizing thinking, or the results of such thinking. Depending on the context, the results might, for example, include generalized explanations of how nature works. The word has its roots in ancient Greek, but in modern use it has taken on several related meanings.
Statistics
There are two kinds of statistics, the kind you look up and the kind you make up.
Archie Goodwin, in Rex Stout's Nero Wolfe novel Death of a Doxy (1966)
Statistics
Although its evolution in the United States differed markedly from that of applied mathematics, statistics, too, benefited from the presence of the emigres and from the overall war effort. After a protracted period of professional differentiation from the social scientists and from the social sciences, mathematical statisticians had formed their own society, the Institute of Mathematical Statistics (IMS), in 1935. By 1938, the IMS had also taken over responsibility for the Annals of Mathematical Statistics, a journal that had been founded in 1929 to serve the needs of the more mathematically and theoretically inclined statistical practitioners. Thus, when refugees like Neyman, William Feller, Mark Kac, and Abraham Wald took up positions in the United States at Berkeley, Brown, Cornell, and Columbia, respectively, they were able to participate in a young, but viable, community of mathematical statisticians.
Karen Hunger Parshall, "Perspectives on American Mathematics", Bulletin of the American Mathematical Society (2000) 37: 381–405.
Theory
Great theories are expansive; failures mire us in dogmatism and tunnel vision.
Stephen Jay Gould, Eight Little Piggies (1993), "More Light on Leaves".
Understanding the relationship between climate and ecosystems is crucial to preventing undesired changes to our environment, such as desertification and the loss of species. However, the multi-component and multi-scale nature of ecosystems makes them difficult to easily understand.
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