Fisher, Neyman, and the Creation of Classical Statistics
Classical statistical theory—hypothesis testing, estimation, and the design of experiments and sample surveys—is mainly the creation of two men: Ronald A. Fisher (1890-1962) and Jerzy Neyman (1894-1981). Their contributions sometimes complemen
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Erich L. Lehmann
Fisher, Neyman, and the Creation of Classical Statistics
Erich L. Lehmann
ISBN 978-1-4419-9499-8 e-ISBN 978-1-4419-9500-1 DOI 10.1007/978-1-4419-9500-1 Springer New York Dordrecht Heidelberg London Library of Congress Control Number: 2011930669 © Springer Science+Business Media, LLC 2011 All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York, NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use in this publication of trade names, trademarks, service marks, and similar terms, even if they are not identified as such, is not to be taken as an expression of opinion as to whether or not they are subject to proprietary rights. Printed on acid-free paper Springer is part of Springer Science+Business Media (www.springer.com)
Preface
Classical statistical theory – hypothesis testing, estimation, and the design of experiments and sample surveys – is mainly the creation of two men: R. A. Fisher (1890–1962) and J. Neyman (1894–1981). Their contributions sometimes complemented each other, sometimes occurred in parallel, and, particularly at later stages, often were in strong opposition. The two men would not be pleased to see their names linked in this way, since throughout most of their working lives they detested each other. Nevertheless, they worked on the same problems, and through their combined efforts created a new discipline. Fisher’s collected papers have been published in five volumes, in which the ones excluding Genetics are numbered 1–291. The complete bibliography, including all his books, and pdf files of all papers are now publicly available at http://digital. library.adelaide.edu.au/coll/special/fisher. The list of books and the numbered statistical bibliography are included as an Appendix in the present book. All Fisher references in the Appendix will be cited by date and will include the bibliography number in square brackets if necessary for clarity. Even more influential than the papers were Fisher’s two great statistical books. The first, “Statistical Methods for Research Workers” (SMRW), was published in 1925, with new editions appearing every few years up to the fourteenth edition, which was published posthumously in 1973. This was followed in 1935 by the “The Design of Experiments” (DOE), which went through eight editions, the last dated 1966. It is these two books that established Fisher as the creator of a new statistical methodology, and accordingly we shall here present his work largely through a detailed consideration of these volumes. Neyman’s contributions to this enterprise were contained principally in five papers published between 1928 and 1937, three of them jointly with Egon Pearson. Ne
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