“Student” and small-sample theory
E. L. Lehmann
Source: Statist. Sci. Volume 14, Number 4
(1999), 418-426.
Abstract
.The paper discusses the contributions Student W. S. Gosset made to the three stages in which small-sample methodology was established in the period 1908–1933: (i) the distributions of the test-statistics under the assumption of normality, (ii) the robustness of these distributions against nonnormality, (iii) the optimal choice of test statistics. The conclusions are based on a careful reading of the correspondence of Gosset with Fisher and E. S. Pearson.
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Keywords: History of statistics; ‘‘exact’’ distribution
theory; assumption of normality; robustness; hypothesis testing; Neyman–Pearson theory
Full-text: Open access
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Permanent link to this document: http://projecteuclid.org/euclid.ss/1009212520
Mathematical Reviews number (MathSciNet): MR1765177
Digital Object Identifier: doi:10.1214/ss/1009212520
Zentralblatt MATH identifier: 02068912
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