I’m Harry Altman. I do strange sorts of math.

Posts I’d recommend:

A summary of Savage’s foundations for probability and utility—if the arguments used to ground probability and utility seem circular to you, here’s a non-circular way of doing it.

Should correlation coefficients be expressed as angles?

Oops, turns out I

didmisremember—Savage does not in fact put the proof in his book. You have to go to Fishburn’s book.I’ve been reviewing all this recently and yeah—for anyone else who wants to get into this, I’d reccommend getting Fishburn’s book (“Utility Theory for Decision Making”) in addition to Savage’s “Foundations of Statistics”. Because in addition to the above, what I’d also forgotten is that

Savage leaves out a bunch of the proofs. It’s really annoying. Thankfully in Fishburn’s treatment he went and actually elaborated all the proofs that Savage thought it OK to skip over...(Also, stating the obvious, but get the second edition of “Foundations of Statistics”, as it fixes some mistakes. You probably don’t want

justFishburn’s book, it’s fairly hard to read by itself.)