cshalizi + history_of_statistics   10

[0808.4032] Karl Pearson's Theoretical Errors and the Advances They Inspired
"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
"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
"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
Powell's Books - History of the Central Limit Theorem: From Laplace to Donsker by Hans Fischer
"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
"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 
december 2009 by cshalizi

Copy this bookmark:



description:


tags: