Frequency probability

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John Venn.

The problems and paradoxes of the classical interpretation of probability motivated the development of the relative frequency concept of probability.

Most of the mathematics commonly used to make statistical estimates or tests are developed by statisticians who use this concept exclusively. They are usually called frequentists, and their position is called frequentism. A statistician who uses traditional methods of inference is therefore referred to as a frequentist statistician. Frequentism is, by far, the most commonly held view among working statisticians, probability theorists and physicists.

Frequentists talk about probabilities only when dealing with well-defined random experiments. The outcomes of a random experiment are called its possible events, and the set of all possible events is called the sample space of the experiment. The relative frequency of occurrence of an event in the sample space, when repeating the experiment, is a measure of the probability of that random event.

This school is often associated with the names of Jerzy Neyman and Egon Pearson who described the logic of statistical hypothesis testing. Other influential figures of the frequentist school include John Venn, R.A. Fisher, and Richard von Mises.

See also

• probability interpretations
• Bayesian probability
• eclectic probability
• probability
• statistics
• statistical regularity
• probability axioms
• games of chance

External links

• Charles Friedman, The Frequency Interpretation in Probability PS
• John Venn, The Logic of Chance

Bibliography

• P W Bridgman, The Logic of Modern Physics, 1927
• Alonzo Church, The Concept of a Random Sequence, 1940
• Harald Cramér, Mathematical Methods of Statistics, 1946
• P Martin-Löf, On the Concept of a Random Sequence, 1966
• Richard von Mises, Probability, Statistics, and Truth, 1939 (German original 1928)
• Jerzy Neyman, First Course in Probability and Statistics, 1950
• Hans Reichenbach, The Theory of Probability, 1949 (German original 1935)
• Bertrand Russell, Human Knowledge, 1948
• John Venn, The Logic of Chance, 1866

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