Leonard James Savage was the most influential Bayesian statistician of the second half of the twentieth century. Born November 20, 1917, in Detroit, Michigan, Savage received his PhD in mathematics at the University of Michigan in 1941. He then spent a year serving as John von Neumann's assistant at the Institute for Advanced Study in Princeton, where he was exposed to von Neumann's ideas on game theory and the mathematical modeling of human behavior, topics that became a central focus of Savage's research. In his next position at Columbia University's wartime Statistical Research Group—whose members included such luminaries as Abraham Wald, Milton Friedman, Harold Hotelling, Fredrick Mostler, and Abraham Girshick—Savage developed an interest in statistics and became convinced that the subject should be grounded on a "personalist" conception of probability. After Columbia, Savage went on to hold academic positions at Chicago, Michigan, and Yale.

Savage's...