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Judith: Welcome to Berry's In the
Interim podcast, where we explore the

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cutting edge of innovative clinical
trial design for the pharmaceutical and

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medical industries, and so much more.

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Let's dive in.

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Scott Berry: All right.

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Welcome everybody.

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Uh, back to in the interim, uh, I'm
Scott Berry, uh, at Berry Consultants

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and I have a really cool topic for today.

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We're gonna talk about, uh,
Leonard Jimmy Savage, and we have.

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Perhaps the best person to talk
to it, who's also, by the way, my

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father, um, and weird relations,
almost a brother and a father.

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But we'll get into that, uh, biological
father and an academic brother, uh,

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uh, in this, so, so Don, welcome.

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And, uh, first question.

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Leonard.

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Leonard, Jimmy Savage.

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I feel like I don't know him.

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Can I call him Jimmy Savage?

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Should I call him lj?

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What, what, what, what was.

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Tell us about Jimmy.

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Don Berry: So nobody called him lj.

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Nobody called him Leonard.

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They would call him Savage.

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Uh, and sometimes with the English
word savage, which I'll mention that.

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Um, and, uh, but everybody called him
Jimmy, and he wanted to be called Jimmy.

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Uh, the way it happened was serendipitous.

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I mean, the whole story has really,
he, um, uh, bad connotations.

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I mean, Jimmy's life was not very.

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Good, especially when he was a child.

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And I'll, I'll get into that because it
matters, it really leads to things, uh, in

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his, uh, uh, adult life and his attitude.

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But the big thing with
him was his eyesight.

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And he was born with a congenital defect.

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Um, and it was complicated by,

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uh, myopia.

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So that when he read something,
he had to take it up to his eyes

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like this, and he turned, and his
eyeballs were continually moving.

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Uh, it was a very sad thing that
when he was born, back to how he

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got Jimmy when he was born, uh,
his mother went through some bad.

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Uh, things associated with the childbirth
and wasn't able to pay attention to

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things like, what's the name of the kid?

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Um, and so, uh, at one point a
nurse was, you know, didn't have

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a name, so she wrote down a name.

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It was Jimmie with an IE and, um,
when it came time to name him, um.

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There was a tentative name, and then the
mother sort of picked the name Leonard.

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Uh, and, but the, the nurse kept
calling him Jimmie anyway, uh, it

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stuck and he liked it so that he
was, it's his middle name, uh, but

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it was also his nickname and, uh, for
reasons known only to him, he liked it.

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I, I suppose it was, you know,
everybody called him that

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when he was a young person.

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And so he, he went by that name.

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But it was, uh, all his friends
definitely called him Jimmy and his

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enemies, uh, probably called him Savage.

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Scott Berry: Okay, so we should let people
know how, how, you know, Jimmy, um, uh,

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within this maybe, uh, your relationship
and how, how you met him, um, in this.

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Don Berry: So how I met him was easy.

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I was, uh, a student at, at Dartmouth
and I didn't know what I was gonna do.

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Um, I had three kids, um.

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I was, uh, a math, uh, math major.

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And, uh, Tom Kurtz, who, uh, I knew
from, uh, the, he built along with John

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Kennedy, he built, uh, basic language.

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The basic language, developed it.

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And, um, he, uh, and so he.

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Suggested to me and uh, others in the
math department since I was interested in

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probability I should go into statistics.

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So I applied to various places,
uh, and I got a fellowship

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at, uh, Yale and, and, uh,

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went to Yale.

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And I met Jimmy when I walked
into his office 'cause he was.

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Uh, there, he and Frank
Anscombe were the two big names.

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They had recently formed the department.

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Frank was the first chair, uh,
and then Jimmy eventually became,

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uh, the chair of the department.

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But it was, uh, it was small.

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Uh, and so I met him.

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Uh, I took a course from him, uh, in
the very first semester I was there.

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Uh, it was a course out of feller
and it was, um, a, a course that

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undergraduates could take, but it
was also for graduate students.

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And so I'll, I'll get into that.

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So anyway, that's how I met him.

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Scott Berry: Okay.

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Awesome.

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Um.

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Did, did he?

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I, I, I.

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He, he became your, your
dissertation advisor.

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It'd be interesting to hear about topics
and what, what interesting parts of this.

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Did he teach a course using his
book, the Foundations of Statistics?

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Did he teach a course in that?

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Don Berry: Uh, maybe he did at some point.

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Maybe he did when he was at Chicago.

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You know, it was published in 1954 and.

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We're talking about.

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I was there in 65.

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Uh, so I, he didn't teach a course
in his book, um, but it was sort

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of obligatory, uh, to read his book
and to understand what was going on.

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And it was, you know, it was, I,
I, I think he's the father of.

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Modern Bayesian statistics, uh,
how can you argue about that?

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Obviously, bays and, uh, so bays
is, uh, deserves to be called the

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father of, uh, Bayesian statistics.

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But Savage, really, Jimmy really.

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Made it for, uh, bayesians.

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I mean it provided for the first time
throughout statistics, it provided for the

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first time a rigorous, uh, definition of
what statistics, what statistics was that

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It was in fact a mathematical discipline.

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Uh, and he started out.

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Just a, a little bit of that.

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He started out thinking that statistics,
by the way, he was not a statistician.

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He got his degree in mathematics.

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He was working in and wanted to
work in physics and chemistry.

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Chemistry turned out.

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You know, that was sort of unfortunate
because he couldn't see, uh, and it

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was, uh, how he went into the lab.

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So eventually he really fell in love
with statistics and the philosophy of

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statistics, you know, what did data mean?

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And to him, he was.

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He was a polymath.

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He knew everything.

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He knew everything about everything.

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I mean, it's, it is just amazing and
I'll give you a few examples of that.

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Um, but he, he knew, uh, about,
um, uh, various EE economics,

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you mentioned economics.

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Scott Berry: yep.

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Um, so, so Milton Friedman is, is quoted,
and you know, I, we never know if quotes

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are right, but is quoted as saying
he's one of the few people I've met.

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I would, he unhesitatingly call a genius.

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Was what Milton Friedman said of Savage.

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Don Berry: Yeah.

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And David Wallace, um, and, you know,
everybody that, uh, knew him deeply,

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thought exactly the same thing.

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I mean, it's hard to to know him.

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Without thinking, he has to be
the smartest person in the world.

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'cause he seems to know
everything and with, with a depth.

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That is phenomenal.

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So, um, so let me give
you an example of that.

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And I'll give you an example.

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It's a, it is kind of a trivial one.

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Uh, I mean, I love to work with him.

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We worked on some examples in science
that of course he knew about the

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science and he brought me into it.

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Um, he, his childhood had some ops.

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Mostly they were downs.

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Uh, we know about his childhood
mostly because of Richard.

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Savage, who was his brother, younger
brother by eight years or so.

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Um, and so Jimmy was Richard's father.

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Um, uh, Jimmy's father was
instrumental in making Jimmy's life

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good and was a, a, a big positive.

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Um, uh, the rest of his childhood
was pretty bad, but, uh, his parents

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bought him an encyclopedia when
he was very young, and he read it

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and, and he, he remembered it.

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Uh, just a very simple thing about that.

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Uh, the main thing I want
to tell you in a minute.

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Uh, so he one time said to me, he said.

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Uh, Don, uh, uh, Jean, his wife Jean,
um, is writing a project on Finland and

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she's looking for celebrities in Finland.

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She can't find many celebrities.

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Do you know any celebrities in Finland?

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Uh, from that they Finn and I said,
I think Victor Borger is a, uh, fan.

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And he said, no, Victor Borger is.

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Danish.

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How did he know that?

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Do you know what vi Victor Berger does?

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You probably don't know.

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He was, he was, he was a celebrity.

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Uh, he was a pianist.

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He was a comedian.

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And he had a piano that joked, I mean, he
worked with the piano and various jokes in

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the piano, and he was really clever and,
uh, talented, uh, but not very well known.

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And he appeared in the TV shows,
like, uh, ed Sullivan show some,

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you know, uh, things like that.

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Uh, and, uh, but he wasn't
really very well known.

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Then a little bit more
known than he is today.

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Uh, so how did he, how did he know
that he couldn't watch television?

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I mean, he couldn't see.

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Um, and his, uh, childhood,
just, I mentioned Richard.

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Uh, Richard, uh, said, um,

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that, and I wrote this down.

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He was a brilliant child.

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But he paid no attention to what was
going on in school because he couldn't

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see what was going on in school.

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Um, and his teachers said,
you can't go to college.

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I mean, she put in, they put in
really negative things about him.

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According to Richard, uh, the
prevailing wisdom in the school

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was that he was feeble-minded.

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Scott Berry: Wow.

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Don Berry: it was, and, and it
was a very bad thing for his.

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Um, uh, emotional, uh, circumstance, but
so something that involves you, Scott, um,

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mom, your mother, um, was pregnant with
you and she would go to the doctor,

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you know, regular visits to the doctor.

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Uh, you have three older brothers.

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Um, and the doctor would inevitably
say, you're due for a girl.

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she would tell me that, and I'd
say, no, you're not due for a girl.

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Uh, and I, I mumbled things about, you
know, uh, um, what the probability was,

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and I was really interested in that
separate from my own personal interest.

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You know what?

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How do you do this?

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How do you find the probability that
the unborn is, is going to be a boy?

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And this was in the days PR prior
to amniocentesis and any of these.

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And it used to be that people would say.

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Um, you know, pregnant woman would come
into a room and would, would meet somebody

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and they'd say, oh, you're carrying low.

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It must be a, it must be a boy.

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Uh, and you know, it was really
these, uh, sort of old wives

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tales thing.

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But, so I was interested in, in,
in, in pressing your mother with

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something that was, uh, uh, legitimate.

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And so I said.

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Uh, to Savage, I said it, it's silly to
say, to use a maximum likelihood estimate,

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which is one I know it's not one.

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Uh, so how do I do this?

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How do I find a prior distribution,
let's say I'm willing to accept

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that, um, my wife and I have the same
probability forever, uh, of, of a boy,

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but it varies potentially between Madrs.

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Um.

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And, uh, so let's assume exchange ability.

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Um, and, uh, but, but how do
I find a prior distribution?

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And so he got up and went to his
bookcase and pulled out a book by

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Cardo Genie, C-O-R-R-A-D-O-G-I-N-I, who
you may know if you're an economist.

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Um, about the Genie coefficient,
which is used in, in, in,

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especially in the economics.

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Uh, and Genie turned out
to be also a demographer.

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So I looked at the book and in the
back of the book in the last half

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of the book or so, was amazing data
on families throughout the world.

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A Australia, uh, Africa, the United
States on family size and number of boys.

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Scott Berry: Wow.

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Don Berry: And it was truly amazing.

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I mean, when you looked at it, it was
absolutely clear that it was not binomial.

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That was absolutely clear.

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Um, and what.

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What what was clear
about it was there was a,

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Scott Berry: a,

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Don Berry: um,

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a, more It, it,

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Scott Berry: effects.

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Don Berry: it could have been, uh, it,
it, it, it could be, it looked like

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it was a, um, uh, a distribution of,
of p and a beta binomial, and, but.

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There was a, an interesting aspect
to that, uh, some sort of an

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added effect that if you looked at
families with, I mean these number of

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families, number of, uh, of children,
the family went up to like 18.

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Uh, there wasn't very much data at 18,
but let's say you went up to 12 and, uh,

00:16:54.031 --> 00:16:59.731
the proportion of boys and families of 12.

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Uh, that was one that is, all of
them were boys, was bigger than the

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corresponding proportion for 11.

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Scott Berry: Yeah.

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Don Berry: you know that
in a binomial it's, it's 12

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times in the other direction,

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so something is going on.

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I eventually learned.

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That, uh, there are some women throughout
the world and this was, you know,

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constant, uh, throughout the world.

00:17:31.666 --> 00:17:35.236
Uh, some women who cannot
carry a male fetus.

00:17:35.506 --> 00:17:38.116
Uh, and so that would
explain a point mass.

00:17:38.116 --> 00:17:43.156
So it was a mixture of a point mass
and a beta was fit pretty well.

00:17:43.756 --> 00:17:48.916
And I calculated that the probability
you were going to be a boy was 57%.

00:17:49.036 --> 00:17:54.016
Uh, based on that prior
probability, of course it went,

00:17:54.016 --> 00:17:56.866
it went up for the next one.

00:17:57.466 --> 00:18:01.096
And, uh, uh, mom and I had two girls.

00:18:01.306 --> 00:18:01.816
Uh,

00:18:03.676 --> 00:18:04.306
So,

00:18:04.531 --> 00:18:08.101
Scott Berry: what what's fantastic about
that is, is first of all that somebody,

00:18:08.101 --> 00:18:09.961
he knew exactly what book to go to.

00:18:09.961 --> 00:18:15.001
He remembered that what, what I, what,
what's amazing is I, I kind of thought

00:18:15.001 --> 00:18:20.491
maybe he's a pure theoretical guy with
the foundations and he came up with this

00:18:20.491 --> 00:18:23.611
amazing axiomatic approach to probability.

00:18:23.901 --> 00:18:26.721
But he worked in economics.

00:18:27.021 --> 00:18:31.371
Apparently he has some, uh, uh,
some aspects that maybe he brought

00:18:31.371 --> 00:18:33.411
brownie in motion to asset pricing.

00:18:33.411 --> 00:18:36.351
He worked with Milton
Friedman in World War ii.

00:18:36.351 --> 00:18:40.671
He worked with John Von Neuman
as a mathematical statistician.

00:18:40.911 --> 00:18:45.501
I remember Edwards Lindman in Savage
where it was behavioral sciences

00:18:45.501 --> 00:18:49.521
he worked in, sounds like he was
actually an, an applied statistician

00:18:49.521 --> 00:18:51.951
despite being a genius mathematician.

00:18:52.511 --> 00:18:53.231
Don Berry: Yeah.

00:18:53.291 --> 00:19:01.426
And he, he got his, he got his
rocks off by looking at, um, uh,

00:19:01.431 --> 00:19:06.191
uh, science and applying statistics.

00:19:06.611 --> 00:19:11.111
I worked with, we used to have,
uh, we had a, uh, a, a fish.

00:19:11.896 --> 00:19:18.196
Um, expert that wanted some help and he
knew everything about the ocean and about,

00:19:18.196 --> 00:19:22.996
uh, you know, a diurnal effect and, and
the like, and was really interested in it.

00:19:23.416 --> 00:19:28.096
We did another thing where I
remember it was really neat.

00:19:28.426 --> 00:19:30.406
We did mathematics along the way.

00:19:30.766 --> 00:19:35.836
It turned out that the, uh, the,
along the route we saw that, uh.

00:19:36.541 --> 00:19:41.191
Uh, the, what the integral equation
was that you had to solve in order to

00:19:41.191 --> 00:19:49.411
do this thing, but it was about a real
application, like this thing, um, the

00:19:49.411 --> 00:19:52.681
distribution of of gender in, in families.

00:19:53.746 --> 00:19:54.136
Scott Berry: Yeah.

00:19:54.556 --> 00:19:59.506
So I, it it, was he
interested in clinical trials?

00:19:59.506 --> 00:20:03.226
I mean, you went into bandit
problems, you talked about the

00:20:03.226 --> 00:20:04.846
bandit problems in clinical trials.

00:20:04.906 --> 00:20:07.756
Was he interested in clinical
trials and how did you, how did

00:20:07.756 --> 00:20:09.256
you come to the topic with him?

00:20:11.236 --> 00:20:13.501
Don Berry: So, um,

00:20:16.041 --> 00:20:17.626
it, it was my topic.

00:20:17.926 --> 00:20:19.756
Uh, he was not.

00:20:20.401 --> 00:20:21.901
Into clinical trials.

00:20:21.961 --> 00:20:24.271
I mean, he was sort of
like fisher in that way.

00:20:24.271 --> 00:20:28.621
Fisher was amazing with
his, uh, agriculture stuff.

00:20:29.281 --> 00:20:32.581
Um, he was not into clinical trials.

00:20:33.091 --> 00:20:37.381
He, he became interested in
clinical trials because of me.

00:20:38.281 --> 00:20:41.281
I mean, this, he was
interested in strategy.

00:20:41.281 --> 00:20:46.621
You know what, uh, his other most famous
book is, uh, how to Gamble if you Must.

00:20:47.356 --> 00:20:51.286
Where, uh, it was based on
a utility function that's

00:20:51.286 --> 00:20:55.246
different than a typical, um.

00:20:55.936 --> 00:20:59.416
Namely, there's an amount of money
that you really want and need

00:21:00.316 --> 00:21:04.696
to buy an airplane ticket to go
home and nothing else matters.

00:21:05.026 --> 00:21:08.116
And so it's utility, one
above that and utility.

00:21:08.416 --> 00:21:14.446
And then there are some strange things
that happen, uh, in the strategy and

00:21:14.446 --> 00:21:17.146
in particular, bold play is optimal.

00:21:17.716 --> 00:21:23.866
Um, and so he took this
seemingly small problem.

00:21:24.421 --> 00:21:28.081
And, uh, built finite adaptivity.

00:21:28.171 --> 00:21:33.181
It made it show why you need finite
adaptivity and why it's more important.

00:21:33.901 --> 00:21:40.261
Um, and so it was, and, and that was not
unusual, where at the end of the road

00:21:40.621 --> 00:21:43.111
was a revelation about the mathematics.

00:21:43.981 --> 00:21:52.621
Uh, so, uh, anyway, he was, he was,
um, not interested in clinical trials.

00:21:53.041 --> 00:21:57.121
The one person who was was Frank anco.

00:21:58.006 --> 00:21:58.306
Scott Berry: Ah.

00:21:58.531 --> 00:22:06.001
Don Berry: so my initial, when I,
where did the Bandit problem come from?

00:22:06.601 --> 00:22:13.621
From my perspective, I took a course
in the management, uh, uh, department.

00:22:13.621 --> 00:22:15.361
It was like the business school at Yale.

00:22:16.111 --> 00:22:20.941
Uh, and there, uh, I
came across a problem.

00:22:20.941 --> 00:22:21.811
It was kinda like.

00:22:22.501 --> 00:22:28.501
The one arm bandit where you, uh, ask
yourself, should I keep playing this game?

00:22:28.921 --> 00:22:30.781
Should I keep pulling the one arm?

00:22:31.321 --> 00:22:41.701
Um, and so, uh, you, but you learn over
time and you learn, uh, you know, when

00:22:41.701 --> 00:22:46.471
you've, when you've had enough and you're
convinced that you're never gonna win

00:22:46.471 --> 00:22:49.231
at this, so you go to do something else.

00:22:49.621 --> 00:22:51.421
Uh, and so I.

00:22:51.481 --> 00:22:56.071
I said, you know, the two armed
version is even more interesting.

00:22:56.791 --> 00:23:02.551
And so I started working on it,
did some dynamic programming,

00:23:02.551 --> 00:23:07.171
did some computations, and I
really became, uh, interested.

00:23:07.921 --> 00:23:12.061
Um, and so I got Savage interested

00:23:12.751 --> 00:23:15.571
Scott Berry: Did, did you
think about ANCO as an advisor?

00:23:16.711 --> 00:23:17.761
Don Berry: I did.

00:23:18.661 --> 00:23:24.601
And I, I, you know, I, I, I thought
he was, uh, an amazing mind.

00:23:24.661 --> 00:23:32.611
I thought he was, um, a, he was an amazing
mind, and a, and a great person, and

00:23:32.611 --> 00:23:35.431
a, and a wonderful person to work with.

00:23:35.881 --> 00:23:37.261
But I was, so,

00:23:39.901 --> 00:23:44.371
so one of the things I said,
uh, in my comments about,

00:23:44.491 --> 00:23:47.581
uh, Savage, it, it, I said.

00:23:48.286 --> 00:23:52.486
It was like the world around you.

00:23:52.486 --> 00:24:00.466
When you're with Savage, the world around
you is tingling with intellect and it,

00:24:00.526 --> 00:24:05.236
it, it, it, that was so attractive.

00:24:05.926 --> 00:24:10.336
And so, I mean, I just, and I
knew he was interested in strategy

00:24:11.056 --> 00:24:13.726
and I knew that this problem
would really interest him.

00:24:13.726 --> 00:24:15.766
I didn't know the, the name Bandit.

00:24:16.096 --> 00:24:18.346
Eventually I knew that
it was called Bandits.

00:24:18.916 --> 00:24:20.326
It's a very hard problem.

00:24:20.656 --> 00:24:27.016
Uh, suffice to say that the computer
scientists call it NP-hard Uh, suffice to

00:24:27.016 --> 00:24:29.836
say that, uh, Peter Whittle, who was uh.

00:24:30.391 --> 00:24:33.691
Uh, uh, worked in World War ii.

00:24:34.081 --> 00:24:39.901
It was a, a statistician, uh, worked in
World War II on, uh, strategic things.

00:24:40.261 --> 00:24:52.621
Said that, um, they talked in,
in the UK about out making a one

00:24:52.621 --> 00:24:57.961
sheet description of the bandit
problem and dropping it on Germany.

00:24:58.711 --> 00:25:02.971
So that the mathematicians would
get hold of it and waste their

00:25:02.971 --> 00:25:05.611
time trying to solve this problem.

00:25:06.316 --> 00:25:06.736
Scott Berry: Uh,

00:25:06.841 --> 00:25:09.151
Don Berry: Uh, so it was really hard.

00:25:09.241 --> 00:25:14.641
Uh, but it was, so I thought it
was, I was doing clinical trials

00:25:15.301 --> 00:25:15.591
Scott Berry: yeah.

00:25:16.171 --> 00:25:19.951
Don Berry: and um, of course I wasn't.

00:25:20.131 --> 00:25:23.491
And that was the, you know,
that's the rest of my story.

00:25:24.571 --> 00:25:25.201
Um.

00:25:26.476 --> 00:25:29.866
So the, what else did I want to

00:25:30.316 --> 00:25:34.816
Scott Berry: So, so, uh, that,
interestingly, it ties into the, my

00:25:34.816 --> 00:25:37.696
comment earlier of, uh, academic brothers.

00:25:37.696 --> 00:25:43.216
So, Jay Cade was part of your
committee, uh, within this Jay Cade.

00:25:43.276 --> 00:25:47.146
Uh, interestingly, Moy DeGroot
was a student of his, and Jay

00:25:47.146 --> 00:25:48.916
Cade went to Carnegie Mellon.

00:25:49.381 --> 00:25:53.431
Uh, I went to Carnegie Mellon and
became a student, uh, of j Cade,

00:25:53.431 --> 00:25:55.171
and he was my thesis advisor.

00:25:55.441 --> 00:26:01.021
So I I, in some ways I'm almost your
academic brother in this and, um, my

00:26:01.021 --> 00:26:07.231
daughter Lindsay, um, interestingly
her last two choices were CMU and Duke.

00:26:07.261 --> 00:26:11.881
And if had she gone to CMU, she may
have been j Kade student, and so it, it

00:26:11.881 --> 00:26:13.651
may have been that much more twisted.

00:26:13.651 --> 00:26:15.271
And interestingly, Lindsay.

00:26:15.841 --> 00:26:19.651
Was an honorable mention for
the LJ Savage Award for her

00:26:19.651 --> 00:26:22.021
dissertation In Bayesian statistics.

00:26:23.081 --> 00:26:23.771
Don Berry: It's wonderful.

00:26:24.151 --> 00:26:24.571
Scott Berry: Yeah.

00:26:24.886 --> 00:26:27.406
Don Berry: So I, I, I have to mention, um.

00:26:28.066 --> 00:26:32.446
The dissertation and,
uh, Savage's role in it.

00:26:33.496 --> 00:26:37.396
He was, I showed him my first draft.

00:26:37.936 --> 00:26:41.836
My first draft had only the beta
distribution and I had some really

00:26:41.836 --> 00:26:46.786
nice theorems, uh, when the prior
distribution is the beta distribution.

00:26:47.686 --> 00:26:49.306
It was 10 pages long.

00:26:50.266 --> 00:26:51.886
And he said, well, this is fine.

00:26:51.946 --> 00:26:55.246
This is a dissertation, but
let's try a little bit more.

00:26:56.086 --> 00:26:59.836
And let's try to, you know,
understand more generally.

00:27:00.316 --> 00:27:05.806
And so it ended up going through five
drafts and I tell you that every single

00:27:05.806 --> 00:27:11.626
one of them, he looked at every single
word he recorded what he was doing.

00:27:11.626 --> 00:27:15.076
You have to understand it's a
little bit delicate 'cause you

00:27:15.076 --> 00:27:16.786
know, of his writing and, and.

00:27:17.281 --> 00:27:18.121
Uh, eyesight.

00:27:18.781 --> 00:27:26.041
Uh, but he would record his, what
he was reading and explaining to me.

00:27:26.161 --> 00:27:27.811
He taught me how to write.

00:27:28.111 --> 00:27:28.771
Scott Berry: Wow.

00:27:29.341 --> 00:27:35.791
Don Berry: Um, and it, it, uh,
it, it, it sort of carried over.

00:27:35.791 --> 00:27:39.061
I mean, you've learned a little
bit of things from me for writing,

00:27:39.511 --> 00:27:41.491
and it's, it comes from Savage.

00:27:42.001 --> 00:27:46.741
Um, it was, the end was so well written.

00:27:47.506 --> 00:27:54.316
That when I submitted it to the Annals
of Mathematical Statistics, it was

00:27:54.496 --> 00:27:58.186
published in the last year of the
Annals of Mathematical Statistics.

00:27:58.186 --> 00:28:04.456
After that, it split into two Annals of
Statistics, annals of Probability, uh, and

00:28:04.456 --> 00:28:10.756
it, the associate editor was Tom Ferguson,
a very famous decision theorist, and

00:28:11.386 --> 00:28:14.896
Ferguson didn't send it out for review.

00:28:16.366 --> 00:28:21.946
He read it himself, he
approved it himself.

00:28:22.996 --> 00:28:31.276
It was published 27 pages and there
were no revisions at the journal level.

00:28:32.326 --> 00:28:38.536
Um, and it was J it was, it was
impeccable because of Jimmy who was.

00:28:38.581 --> 00:28:41.341
Uh, uh, he was a perfectionist.

00:28:41.341 --> 00:28:42.931
It was his downfall.

00:28:42.931 --> 00:28:47.761
Some you mentioned, uh, some other
people that might not have been.

00:28:47.761 --> 00:28:49.741
So, I mean, I loved Savage.

00:28:49.801 --> 00:28:51.661
I mean, he was like a father figure.

00:28:51.661 --> 00:28:53.551
He was a father figure for me.

00:28:54.301 --> 00:28:56.521
Um, and I'd have done anything for him.

00:28:57.091 --> 00:29:04.561
Um, uh, but other people had been
in conversations with him that.

00:29:05.176 --> 00:29:07.396
Uh, we're not all that positive.

00:29:07.396 --> 00:29:11.056
I know Herbert s Shernoff, who
I think is an amazing person.

00:29:11.056 --> 00:29:12.286
I, and I love him too.

00:29:12.856 --> 00:29:13.726
He's still alive.

00:29:13.726 --> 00:29:15.376
He's 101.

00:29:16.246 --> 00:29:25.006
Um, and, uh, so I, I said to him he's
interested in, in sequential things.

00:29:25.786 --> 00:29:28.696
Uh, he was Jake Kaine's advisor,

00:29:28.861 --> 00:29:29.401
Scott Berry: Yeah.

00:29:29.491 --> 00:29:29.911
Yeah.

00:29:30.016 --> 00:29:32.956
Don Berry: um, uh, and, and.

00:29:33.301 --> 00:29:37.891
Uh, so I, I was ex we were talking
about things, mutual interest

00:29:37.891 --> 00:29:41.011
and, and sequential things, and
he was interested in bandits.

00:29:41.221 --> 00:29:45.181
I don't, uh, turn off that is, I don't
think he ever published on Bandits,

00:29:45.181 --> 00:29:49.471
but he was very interested in them and
he had done some calculations on them.

00:29:49.921 --> 00:29:52.471
So the subject came up of Jimmy Savage.

00:29:53.776 --> 00:29:58.366
And so I mentioned, you know, something
about Savage and he said some very

00:29:58.366 --> 00:30:01.246
disparaging things about Savage.

00:30:01.246 --> 00:30:13.426
He and I said, well, but Herman,
he, he was human and Chernoff said

00:30:14.866 --> 00:30:17.776
he had some human characteristics.

00:30:20.161 --> 00:30:25.201
So it, it, it, and, and, you know,
everything comes back to the.

00:30:25.831 --> 00:30:28.981
The, the eyesight and
the way he was treated.

00:30:29.491 --> 00:30:33.661
Uh, let me just mention, and I said I was
gonna say something about Bill Cleveland.

00:30:34.141 --> 00:30:36.631
Uh, Janice Cleveland was his wife.

00:30:36.631 --> 00:30:40.501
We had a party one night at, at, at, uh.

00:30:41.171 --> 00:30:47.111
Uh, Savage's house and, uh, there
were the, the, the women, the, the

00:30:47.111 --> 00:30:50.351
wives mostly, uh, were talking.

00:30:50.921 --> 00:30:58.931
Um, and Jimmy came up and, uh, entered
the conversation and, uh, uh, Janice

00:30:58.931 --> 00:31:04.001
Cleveland said, uh, uh, professor Savage
we're talking about children and, you

00:31:04.001 --> 00:31:05.981
know, what are the good ages for children?

00:31:05.981 --> 00:31:08.411
What's your favorite age for children?

00:31:10.921 --> 00:31:15.331
And he said, your age.

00:31:17.221 --> 00:31:18.781
And now people laughed.

00:31:19.351 --> 00:31:28.291
But it was real from his, it was from,
he was serious from his experience.

00:31:28.891 --> 00:31:32.341
Uh, he didn't want to be exposed
to these people that had really

00:31:32.341 --> 00:31:34.861
done some, uh, nasty things.

00:31:34.861 --> 00:31:37.801
I mean, you can imagine
the bullying and the like.

00:31:38.821 --> 00:31:42.391
Uh, so it's a Sergeant Freud.

00:31:43.171 --> 00:31:47.641
It was a, a very good story.

00:31:48.271 --> 00:31:49.891
Uh, he died too soon.

00:31:49.891 --> 00:31:52.381
He died at age 53 from angina.

00:31:52.951 --> 00:31:56.851
Scott Berry: Yeah, it was, it's incredible
all he accomplished to work in the war

00:31:56.851 --> 00:32:03.511
and economics and the, the, the two books,
uh, the students he had and he was 53.

00:32:03.751 --> 00:32:06.811
Uh, it's unbelievable how much
he accomplished in that time.

00:32:07.741 --> 00:32:08.011
Don Berry: yeah.

00:32:08.826 --> 00:32:09.116
Scott Berry: Yeah.

00:32:09.316 --> 00:32:11.266
Don Berry: I, I, I haven't told you.

00:32:11.266 --> 00:32:12.556
Maybe we can do another one.

00:32:13.336 --> 00:32:19.456
Uh, can, can I tell you about,
um, my experience with, uh,

00:32:19.516 --> 00:32:22.096
teaching and, and, and with Savage?

00:32:22.696 --> 00:32:23.236
Uh,

00:32:23.686 --> 00:32:24.916
Scott Berry: let's end it with that.

00:32:24.916 --> 00:32:26.116
So make it a bang.

00:32:26.146 --> 00:32:27.196
Make it a bang.

00:32:27.796 --> 00:32:28.186
Don Berry: Alright.

00:32:28.186 --> 00:32:28.936
Here's a bang.

00:32:30.526 --> 00:32:34.906
So, uh, I had experience with.

00:32:35.461 --> 00:32:40.051
With, uh, Jimmy in his class,
we, I, I took where he said,

00:32:40.051 --> 00:32:43.501
if ever I don't show up.

00:32:44.071 --> 00:32:44.731
To class.

00:32:44.731 --> 00:32:50.461
He told me, he said, you take
the class and, and uh, just, uh,

00:32:50.671 --> 00:32:54.211
you know, uh, continue to where
you think we should be going.

00:32:54.961 --> 00:32:59.611
So I was hoping and hoping that wouldn't
happen, but one day it did happen.

00:33:00.691 --> 00:33:06.421
Uh, and so I got up and I said
to the class, which was mostly

00:33:06.421 --> 00:33:08.881
undergraduate math majors at, uh, Yale.

00:33:09.841 --> 00:33:11.881
Uh, so we had homework last night.

00:33:11.881 --> 00:33:13.651
Anybody have questions about the homework?

00:33:14.566 --> 00:33:19.036
And, uh, there was a question
and the guy asked, uh, really the

00:33:19.036 --> 00:33:21.856
hardest question in, in the homework.

00:33:22.486 --> 00:33:28.606
Uh, and it had to do with the acidotic,
uh, tail of the normal distribution.

00:33:29.536 --> 00:33:32.896
And so I showed him how to do it.

00:33:33.376 --> 00:33:39.886
I started to show him how to do it,
and then Savage came in and, um.

00:33:41.311 --> 00:33:43.231
I went up and I handed the chalk to him.

00:33:43.231 --> 00:33:44.521
He said, no, you continue.

00:33:45.961 --> 00:33:52.891
So I continued and uh, at, I showed
him how, how to do the problem, but

00:33:52.891 --> 00:33:59.521
then I related the problem to some
real things and this impressed Savage.

00:33:59.671 --> 00:34:07.951
Um, uh, and he then asked me, uh, if
I would be willing to teach a course.

00:34:08.671 --> 00:34:14.281
Uh, at Albertas Magnus College, a
Albertas Magnus College was in New Haven.

00:34:14.341 --> 00:34:15.241
Still is.

00:34:15.271 --> 00:34:18.811
It was, uh, all girls co-ed now.

00:34:19.471 --> 00:34:24.601
Uh, but they had a statistics
course that had not, um,

00:34:24.606 --> 00:34:24.826
Scott Berry: um,

00:34:26.311 --> 00:34:31.321
Don Berry: uh, they lost the teacher
and so they asked Savage if he could

00:34:31.321 --> 00:34:32.851
provide somebody that would do this.

00:34:32.851 --> 00:34:37.621
And so he asked me if I would
do it, and he said it's $400.

00:34:37.996 --> 00:34:39.946
This is a whole semester for $400.

00:34:40.516 --> 00:34:43.576
Uh, uh, and I said, sure, of course.

00:34:43.576 --> 00:34:45.886
I, and, you know, in
part because of Savage.

00:34:46.636 --> 00:34:54.826
Um, and then I bought a car, um,
a 58 Chevrolet with the money.

00:34:55.336 --> 00:35:01.576
And, um, I would give Savage a
ride home, uh, with, with the car.

00:35:01.936 --> 00:35:06.166
And so one night he got into the
car and he said, so how's Big Al?

00:35:08.116 --> 00:35:11.176
I said Big L.

00:35:11.866 --> 00:35:12.766
Who's Big L?

00:35:13.696 --> 00:35:16.546
And he said, Albertas Magnus.

00:35:16.546 --> 00:35:18.856
The car, the car's name is Big L.

00:35:20.476 --> 00:35:23.986
And so that's part of the story.

00:35:23.986 --> 00:35:27.796
But he, and then he kept calling
it Big L but then we had a very

00:35:27.796 --> 00:35:32.896
famous guy, and you've probably
heard of him, um, Fred Mueller.

00:35:34.321 --> 00:35:34.921
Scott Berry: Oh yeah,

00:35:34.996 --> 00:35:38.836
Don Berry: Uh, I think it was
Feinberg's, uh, uh, advisor,

00:35:39.826 --> 00:35:41.206
uh, very famous guy.

00:35:41.206 --> 00:35:44.686
Bayesian didn't write
a lot about Bayesian.

00:35:44.686 --> 00:35:48.106
He did the Bayesian thing of the
Federalist, Federalist papers.

00:35:48.106 --> 00:35:52.606
You know, the authorship, the
Federalist paper, uh, uh, that was

00:35:52.606 --> 00:35:55.876
Bayesian and that was, uh, him and, uh.

00:35:57.226 --> 00:35:58.606
Uh, somebody else.

00:35:58.696 --> 00:36:09.616
Uh, anyway, so Fred Moeller visited
and, uh, lots of people visited, uh,

00:36:09.646 --> 00:36:12.436
new Haven when, uh, Savage was there.

00:36:12.466 --> 00:36:16.931
You know, Dennis Linley,
um, George Barnard.

00:36:17.911 --> 00:36:24.511
Uh, uh, uh, Jerry Kornfield, I
mean, it was a mecca to go to.

00:36:25.081 --> 00:36:31.171
Um, and so, uh, when he was going
back, Savage asked me if I would take

00:36:31.171 --> 00:36:34.861
him back to the airport, and he wanted
to go along with, because they had

00:36:34.861 --> 00:36:37.171
worked together, he and, and Ello.

00:36:38.491 --> 00:36:39.271
So the.

00:36:39.406 --> 00:36:42.376
Scott Berry: in the car with
Jimmy Savage and Fred Mosell is

00:36:42.526 --> 00:36:43.696
they're, they're, they're chatting.

00:36:43.696 --> 00:36:44.476
That's awesome.

00:36:44.806 --> 00:36:47.176
Don Berry: It's chit chatting
and they started to talk

00:36:47.176 --> 00:36:49.756
about some scientific problem.

00:36:51.436 --> 00:36:56.566
And the, i, I, I was lucky on
that, uh, thing where I talked

00:36:56.566 --> 00:37:00.196
about the asymptotic distribution,
the asymptotics of the normal,

00:37:00.766 --> 00:37:01.246
uh, I.

00:37:01.306 --> 00:37:05.716
Scott Berry: Mill, Mills ratio I'm sure
came into that, but, but, but, but, yep.

00:37:05.926 --> 00:37:07.726
Don Berry: but here I was lucky too.

00:37:08.356 --> 00:37:13.576
Uh, they were talking about the
scientific thing and I kept, uh,

00:37:13.906 --> 00:37:18.886
adding things and commenting on
what the scientific problem was.

00:37:19.036 --> 00:37:26.266
And so, uh, Jimmy says to me, Don,
how do you know so much about this?

00:37:27.856 --> 00:37:35.446
And I said, well, I, I read the
article in the science encyclopedia

00:37:35.446 --> 00:37:41.956
in the stat library, and his
eyes lit up and he was delighted.

00:37:41.956 --> 00:37:44.356
He said, you know, I, I worked so hard.

00:37:44.476 --> 00:37:45.646
I had to convince.

00:37:45.961 --> 00:37:49.261
Yale to let me buy those, that thing.

00:37:49.441 --> 00:37:53.101
And so what you've said now
makes it all worthwhile.

00:37:53.131 --> 00:37:58.021
That it is a useful thing and
it, it hearkens back to the

00:37:58.441 --> 00:38:00.481
encyclopedia that he read.

00:38:00.541 --> 00:38:02.611
You know, I mean, he was really.

00:38:02.971 --> 00:38:08.731
A human encyclopedia, but
that's too technical a thing.

00:38:08.731 --> 00:38:10.771
I mean, it isn't, he wasn't technical.

00:38:10.891 --> 00:38:20.611
He was brilliant and innovative and,
uh, uh, uh, I'm, I'm, I'm, I'm glad

00:38:20.611 --> 00:38:22.711
we had him in the Bayesian world.

00:38:22.891 --> 00:38:26.671
We probably wouldn't exist,
Scott, if it were not for him.

00:38:27.131 --> 00:38:30.961
Scott Berry: So Berry consultants,
uh, has a lot to thank for,

00:38:31.051 --> 00:38:32.671
for, uh, Jimmie Savage.

00:38:32.671 --> 00:38:38.641
And so let's end it with, uh, three
statisticians and a 58 Chevy named Big Al.

00:38:39.601 --> 00:38:43.771
Alright, so, so Dad, thanks a lot.

00:38:43.801 --> 00:38:44.941
Appreciate it.

00:38:45.181 --> 00:38:46.951
Until next time, in the interim.

00:38:47.291 --> 00:38:47.721
Don Berry: Thank you.

00:38:48.496 --> 00:38:49.486
Thanks everybody.

00:38:49.816 --> 00:38:50.236
Bye.