cshalizi + history_of_statistics 10
[0808.4032] Karl Pearson's Theoretical Errors and the Advances They Inspired
12 weeks ago by cshalizi
"Karl Pearson played an enormous role in determining the content and organization of statistical research in his day, through his research, his teaching, his establishment of laboratories, and his initiation of a vast publishing program. His technical contributions had initially and continue today to have a profound impact upon the work of both applied and theoretical statisticians, partly through their inadequately acknowledged influence upon Ronald A. Fisher. Particular attention is drawn to two of Pearson's major errors that nonetheless have left a positive and lasting impression upon the statistical world."
to:NB
statistics
history_of_statistics
pearson
karl
stigler.stephen
12 weeks ago by cshalizi
Early Computational Statistics - Journal of Computational and Graphical Statistics - 20(4):811
december 2011 by cshalizi
"I consider the beginnings of computational and empirical statistics, particularly emphasizing the contributions to these by the scientists at Los Alamos National Laboratory during and after World War II. The timeline considered herein begins with preparations for the 1890 U.S. Census and concludes with Tukey’s introduction of the jackknife."
in_NB
to_read
statistics
history_of_mathematics
history_of_statistics
computational_statistics
december 2011 by cshalizi
From Wald to Savage: homo economicus becomes a Bayesian statistician - Munich Personal RePEc Archive
october 2011 by cshalizi
"Bayesian rationality is the paradigm of rational behavior in neoclassical economics. A rational agent in an economic model is one who maximizes her subjective expected utility and consistently revises her beliefs according to Bayes’s rule. The paper raises the question of how, when and why this characterization of rationality came to be endorsed by mainstream economists. Though no definitive answer is provided, it is argued that the question is far from trivial and of great historiographic importance. The story begins with Abraham Wald’s behaviorist approach to statistics and culminates with Leonard J. Savage’s elaboration of subjective expected utility theory in his 1954 classic The Foundations of Statistics. It is the latter’s acknowledged fiasco to achieve its planned goal, the reinterpretation of traditional inferential techniques along subjectivist and behaviorist lines, which raises the puzzle of how a failed project in statistics could turn into such a tremendous hit in economics. A couple of tentative answers are also offered, involving the role of the consistency requirement in neoclassical analysis and the impact of the postwar transformation of US business schools." --- The guess about business schools at the end seems plausible.
in_NB
have_read
re:phil-of-bayes_paper
bayesianism
statistics
decision_theory
economics
history_of_statistics
history_of_economics
wald.abraham
savage.leonard_j.
foundations_of_statistics
october 2011 by cshalizi
SSRN-Neyman's Smooth Test and Its Applications in Econometrics by Aurobindo Ghosh, Anil Bera
october 2010 by cshalizi
I can rarely remember such _enthusiasm_ in a statistical paper.
hypothesis_testing
statistics
neyman.jerzy
econometrics
history_of_statistics
have_read
goodness-of-fit
mis-specification_testing
october 2010 by cshalizi
Powell's Books - History of the Central Limit Theorem: From Laplace to Donsker by Hans Fischer
may 2010 by cshalizi
"This study discusses the history of the central limit theorem and related probabilistic limit theorems from about 1810 through 1950. In this context the book also describes the historical development of analytical probability theory and its tools, such as characteristic functions or moments. The central limit theorem was originally deduced by Laplace as a statement about approximations for the distributions of sums of independent random variables within the framework of classical probability, which focused upon specific problems and applications."
books:noted
history_of_mathematics
history_of_statistics
probability
central_limit_theorem
coveted
may 2010 by cshalizi
Lehmann: On the history and use of some standard statistical models
december 2009 by cshalizi
"his paper tries to tell the story of the general linear model, which saw the light of day 200 years ago, and the assumptions underlying it. We distinguish three principal stages (ignoring earlier more isolated instances). The model was first proposed in the context of astronomical and geodesic observations, where the main source of variation was observational error. This was the main use of the model during the 19th century.
In the 1920’s it was developed in a new direction by R.A. Fisher whose principal applications were in agriculture and biology. Finally, beginning in the 1930’s and 40’s it became an important tool for the social sciences. As new areas of applications were added, the assumptions underlying the model tended to become more questionable, and the resulting statistical techniques more prone to misuse."
regression
linear_regression
history_of_statistics
statistics
have_read
In the 1920’s it was developed in a new direction by R.A. Fisher whose principal applications were in agriculture and biology. Finally, beginning in the 1930’s and 40’s it became an important tool for the social sciences. As new areas of applications were added, the assumptions underlying the model tended to become more questionable, and the resulting statistical techniques more prone to misuse."
december 2009 by cshalizi
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