Abstract:
We have conducted a textual analysis on the most significant work written by eight masters of the probability theory: Kolmogorov, von Mises, de Finetti, Savage and others. The search consists in the systematic analysis of the content, the structure and the functions of the central messages contained in texts. The inquiry brings evidence how frequentist and subjective authors begin their studies with a similar style. Each one discusses the various viewpoints; he selects the interpretation of probability that he considers to be the best and erects a theory on the basis of his choice. The masters reach different conclusions but share a common premise that appears to be strongly characterized by philosophical topics and personal criteria. We call discretionary approach, the way taken by the frequentist and the subjectivist masters, and we remark how they overlook the standard method – a typical part of the science theorization – which every physicist, engineer, economist and other scientists adopt whenever they mean to establish a new measure. This universal method is based on the formal definition of the intended measure and all that experts need is derived from that mathematical definition. Why should the probability foundations disregard the standard method?