Studies in the history of probability and statistics XLVI. Measure into probability: From Lebesgue to Kolmogorov

摘要

Both probability and statistics had developed into major fields by the end of the nineteenth century, with a sizeable body of theory and extensive application, but both disciplines achieved their existing form only this century, by making use of modern ideas. This study traces this evolution, with particular reference to the role of measure theory, from its introduction in definitive form by Lebesgue in 1902 to its successful use in the axiomatisation of probability by Kolmogorov in 1933. [References: 90]