Translation and modern interpretation of Laplace's Théorie Analytique des Probabilités, pages 505-512, 516-520

Details Translation and modern interpretation of Laplace's Théorie Analytique des Probabilités, pages 505-512, 516-520 Translation and modern interpretation of Laplace's Théorie Analytique des Probabilités, pages 505-512, 516-520

2009-07-27

arxiv.org/abs/0907.4695v1

Mathematics

Numerical Analysis

Scientific paper

The text of Laplace, \textit{Sur l'application du calcul des probabilit\'es \`a la philosophie naturelle,} (Th\'eorie Analytique des Probabilit\'es. Troisi\`eme \'Edition. Premier Suppl\'ement), 1820, is quoted in the context of the Gram-Schmidt algorithm. We provide an English translation of Laplace's manuscript (originally in French) and interpret the algorithms of Laplace in a contemporary context. The two algorithms given by Laplace computes the mean and the variance of two components of the solution of a linear statistical model. The first algorithm can be interpreted as {\em reverse square-root-free modified Gram-Schmidt by row} algorithm on the regression matrix. The second algorithm can be interpreted as the {\em reverse square-root-free Cholesky} algorithm.

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