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Leonard Jimmie Savage

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20 Nov 1917

Detroit, Michigan, USA

1 Nov 1971

New Haven, Connecticut, USA

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Savage was educated at Central High School, Detroit and the entered the University of Michigan, Ann Arbor to study mathematics. He received his BS in 1938, then three years later received his PhD with a doctoral thesis was on metric and differential geometry . His doctoral thesis The Application of Vectorial Methods to the Study of Distance Spaces was supervised by Sumner Myers.

He spent session 1941-42 at the Institute for Advanced Study at Princeton where he continued to work on pure mathematics. In 1944 he joined the Statistical Research Group at Columbia University - this move into statistics was suggested by von Neumann who had recognised his talents when Savage was at Princeton.

Savage wrote on the foundations of statistics which led him into deep philosophical questions both about statistics and knowledge in general. The other main direction of his work was to study gambling as a source to stimulate problems in probability and decision theory.

Savage's book The Foundations of Statistics (1954) is perhaps his greatest achievement. It shows von Neumann 's influence and also that of Ramsey . The book considers subjective probability and utility. It starts with six axioms, which are both motivated and discussed, and from these are deduced the existence of a subjective probability and a utility function. A special case of a utility function had been introduced by von Neumann and Morgenstern in their theory of games.

Another important work by Savage is How to gamble if you must : Inequalities for stochastic processes in 1965, written jointly with L Dubins.

Other articles written by Savage relate to statistical inference, in particular the Bayesian approach. He introduced Bayesian hypothesis tests and Bayesian estimation. His Bayesian approach, however, opposed the views of Fisher and Neyman . In his later years he wrote on the philosophy of statistics.

Source:School of Mathematics and Statistics University of St Andrews, Scotland