Einführung in Die Wahrscheinlichkeitsrechnung Und Mathematische Statistik
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3 vielen Gesichtspunkten, unter denen das zugehorige statistische Problem behandelt werden kann, solche, bei denen die Losung nach einer anderen Regel gefunden wird. Oft besteht die statistische Aufgabe auch darin, zu prufen ("testen"), ob das vorgeschlagene wahrscheinlichkeitstheo- retische Modell brauchbar ist. Hat man weitere Kenntnisse uber die Auswirkungen der Antworten statistischer Fragen, etwa in Form von Gewinn und VerlustgroBen, so kann man mittels allgemeiner Prinzipien, z. B. dem Mini-Max-Prinzip, systematisch Methoden zur Beantwortung statischer Fragen entwickeln: "Entscheidungstheorie", hier an mehreren Stellen als "hohere Gesichts- punkte" dargestellt. Von vielen Autoren wird ein Teil der Urwahrscheinlichkeiten als "subjektives Wissen", "Vorherbewertung" oder anders bezeichnet; dies soll die Ubertragbarkeit der Ergebnisse auf andere Fiille ein- .schranken; fur die mathematische Betrachtung ist dies unerheblich, da die formale Behandlung dieselbe ist. Philosophisch interessierte Leser seien darauf hingewiesen, daB man jegliches Erfahrungsammeln, auch das Denken selbst, als einen ProzeB unvollstandiger Induktion bezeichnen konnte, bei dem wir die Sicher- heit der Aussagen zu vergroBern suchen; letztlich konnte also alles Denken als Statistik bezeichnet werden. 1m ersten Kapitel wird der einfachste Fall wahrscheinlichkeits- theoretischer Modelle, der Munzenwurf, behandelt und das zugehorige statistische Problem diskutiert; der weitere Aufbau beschrankt sich im ersten Teil auf die mathematisch besonders einfachen diskreten Wahrscheinlichkeiten, wahrend im zweiten Teil dann zufallige GroBen mit Verteilungsdichten zugelassen werden. Der Anhang behandelt die an vielen Stellen der Wahrscheinlichkeits- theorie, der eigentlichen Statistik und bei der "Linearen Optimierung" auftretenden Extremwertaufgaben mit Ungleichungen als Neben- bedingungen.
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