Read e-book online A History of Parametric Statistical Inference from Bernoulli PDF

By Anders Hald

ISBN-10: 0387464085

ISBN-13: 9780387464084

ISBN-10: 0387464093

ISBN-13: 9780387464091

This is a heritage of parametric statistical inference, written by means of essentially the most very important historians of records of the twentieth century, Anders Hald. This e-book may be considered as a follow-up to his most up-to-date books, even if this present textual content is way extra streamlined and comprises new research of many principles and advancements. and in contrast to his different books, that have been encyclopedic by way of nature, this e-book can be utilized for a path at the subject, the single necessities being a simple direction in chance and statistics.

The publication is split into 5 major sections:

* Binomial statistical inference;

* Statistical inference by means of inverse probability;

* The primary restrict theorem and linear minimal variance estimation by way of Laplace and Gauss;

* mistakes concept, skew distributions, correlation, sampling distributions;

* The Fisherian Revolution, 1912-1935.

Throughout all of the chapters, the writer offers vigorous biographical sketches of some of the major characters, together with Laplace, Gauss, Edgeworth, Fisher, and Karl Pearson. He additionally examines the jobs performed by means of DeMoivre, James Bernoulli, and Lagrange, and he offers an available exposition of the paintings of R.A. Fisher.

This booklet can be of curiosity to statisticians, mathematicians, undergraduate and graduate scholars, and historians of science.

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Extra info for A History of Parametric Statistical Inference from Bernoulli to Fisher, 1713–1935

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He collaborated with Lavoisier about 1780 and with the chemist Berthollet from 1806. They were neighbors in Arcueil, where they created “The Society of Arcueil” as a meeting place for young scientists working in mathematics, physics, and chemistry; see Crosland [34]. In 1796 Laplace published the Exposition du Systéme du Monde, a popular introduction to his later monumental work Traité de Méchanique Céleste in four volumes 1799—1805 [154]. A fifth volume was published in 1825 [163]. After having completed his astronomical work in 1805, he resumed work on probability and statistics and published the Théorie Analytique des Probabilités (TAP), [159], the most influential book on probability and statistics ever written.

2 It follows from the principle of inverse probability that [ |xi  |). p(, m|x) 2 (m/2)nexp(m Next Laplace proposes two principles for estimating the location parameter. According to the first, the estimate ˜  should be chosen such that it is equally probable for the true value to fall below or above it; that is, ˜  is the posterior median. According to the second principle the estimate should minimize the expected error of estimation. He proves that the two principles lead to the same estimate.

In a discussion of the figure of the Earth, Laplace [153] proves Boscovich’s result simply by dierentiation of S(b). 4). In the Mécanique Céleste, ([154] Vol. 2) Laplace returns to the problem and proposes to use Boscovich’s two conditions directly on the measurements of the arcs instead of the arc lengths per degree; that is, instead S of yi he considers of degrees. Hence, he minimizes wi |yi abxi | wi yi , where wi is the number S under the restriction wi (yi  a  bxi ) = 0. 4) by substituting wi |Xi | for |Xi |.

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A History of Parametric Statistical Inference from Bernoulli to Fisher, 1713–1935 by Anders Hald

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