History of Mathematical Statistics - Class Notes
From Classic Topics on the History of Modern Mathematical Statistics: From Laplace to More Recent Times, Prakash Gorroochurn (Wiley, 2016)
Copies of the classnotes are on the internet in PDF format as given below. The notes and supplements may contain hyperlinks to posted webpages; the links appear in red fonts. The "Proofs of Theorems" files were prepared in Beamer. The "Printout of Proofs" are printable PDF files of the Beamer slides without the pauses. These notes have not been classroom tested and may have typographical errors.
"History of Mathematical Statistics" is not a formal ETSU class. But these notes could be used as a supplement to the Mathematical Statistics sequence (STAT 4047/5047 and STAT 4057/5057). The book, Classic Topics on the History of Modern Mathematical Statistics: From Laplace to More Recent Times by Prakash Gorroochurn, is available online through ETSU's Charles C. Sherrod Library (an ETSU password is required; accessed 4/22/2021).
Part One: Laplace.
1. The Laplacean Revolution.
- 1.1. Pierre-Simon de Laplace (1749-1827).
- 1.2. Laplace's Work in Probability and Statistics.
- 1.3. The Principle of Indifference.
- 1.4. Fourier Transforms, Characteristic Functions, and Central Limit Theorems.
- 1.5. Least Squares and the Normal Distribution.
- Study Guide 1.
Part Two: From Galton to Fisher.
2. Galton, Regression, and Correlation.
- 2.1. Francis Galton (1822--1911)
- 2.2. Genesis of Regression and Correlation.
- 2.3. Further Developments after Galton.
- 2.4. Work on Correlation and the Bivariate (and Multivariate) Normal Distribution Before Galton
- Study Guide 2.
3. Karl Pearson's Chi-Squared Goodness-of-Fit Test.
- 3.1. Karl Pearson
- 3.2. Origin of Pearson's Chi-Squared.
- 3.3. Pearson's Error and Clash with Fisher.
- 3.4. The Ci-Squared Distribtuion Before Pearson.
- Study Guide 3.
4. Student's t.
- 4.1. William Sealy Gosset (1876-1937).
- 4.2. Origin of Student's Test: The 1908 Paper.
- 4.3. Further Developments.
- 4.4. Student Anticipated.
- Study Guide 4.
5. The Fisherian Legacy.
- 5.1. Ronald Aylmer Fisher (1890-1962).
- 5.2. Fisher and the Foundation of Estimation Theory.
- 5.3. Fisher and Significance Testing.
- 5.4. ANOVA and Desing of Experiments.
- 5.5. Fisher and Probability.
- 5.6. Fisher Versus Neyman-Pearson: Clash of the Titans.
- 5.7. Maxmimum Likelihood before Fisher.
- 5.8. Significance Testing before Fisher.
- Study Guide 5.
Part Three: From Darmonois to Robbins.
6. Beyond Fisher and Neyman-Pearson.
- 6.1. Extensions to the Theory of Estimation.
- 6.2. Estimation and Hypothesis Tesing Under a Single Framework: Wald's Statistical Decision Theory (1950).
- 6.3. The Bayesian Revival.
- Study Guide 6.
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