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Chance or Chaos?

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  • M. S. Bartlett

Abstract

In my survey of mathematical statistics in 1940 the concept of chance was assigned a central role. Some remarks are now made on the comparatively new concept of chaos (which can arise in non‐linear systems even when ‘deterministic’), first of all in relation to two papers in epidemiology by Schaffer (1985) and Olsen et al. (1988), and then more generally on the recognition and properties of chaos and its relation with chance.

Suggested Citation

  • M. S. Bartlett, 1990. "Chance or Chaos?," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 153(3), pages 321-330, May.
    • Handle: RePEc:bla:jorssa:v:153:y:1990:i:3:p:321-330
    DOI: 10.2307/2982976
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    Cited by:

    1. Haiman, George, 2003. "Extreme values of the tent map process," Statistics & Probability Letters, Elsevier, vol. 65(4), pages 451-456, December.
    2. Peter Hall & Rodney C. L. Wolff, 1995. "On The Strength Of Dependence Of A Time Series Generated By A Chaotic Map," Journal of Time Series Analysis, Wiley Blackwell, vol. 16(6), pages 571-583, November.
    3. Catherine Kyrtsou & Michel Terraza, 2003. "Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series," Computational Economics, Springer;Society for Computational Economics, vol. 21(3), pages 257-276, June.
    4. Hall, Peter & Wolff, Rodney Carl, 1998. "Properties of distributions and correlation integrals for generalised versions of the logistic map," Stochastic Processes and their Applications, Elsevier, vol. 77(1), pages 123-137, September.
    5. Yankou Diasso, 2014. "Dynamique du prix international du coton : aléas, aversion au risque et chaos," Recherches économiques de Louvain, De Boeck Université, vol. 80(4), pages 53-86.
    6. Kyrtsou, Catherine & Terraza, Michel, 2002. "Stochastic chaos or ARCH effects in stock series?: A comparative study," International Review of Financial Analysis, Elsevier, vol. 11(4), pages 407-431.
    7. Catherine Kyrtsou & Michel Terraza, 2000. "Is It Possible To Study Jointly Chaotic And Arch Behaviour? Application Of A Noisy Mackey-Glass Equation With Heteroskedastic Errors To The Paris Stock Exchange," Computing in Economics and Finance 2000 Z226, Society for Computational Economics.

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