Introduction to R.A. Fisher on inverse probability and likelihood
Stephen E. Fienberg
Source: Statist. Sci. Volume 12, Number 3
(1997), 161.
Abstract
When R. A. Fisher studied statistics as a student at Cambridge, the typical way to think about statistical inference was in terms of the method of inverse probability and Bayes's theorem. While others groped for alternatives with systematic structure and desirable alternatives, it remained for Fisher to invent the notion of likelihood and to explore its properties. These two papers trace the emergence of Fisher's thinking on likelihood over a 10-year period.
First Page:
Show
Hide
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.ss/1030037905
Digital Object Identifier: doi:10.1214/ss/1030037905
References
[1] Aldrich, J. (1997). R. A. Fisher and the making of maximum likelihood. Statist. Sci. 12 162-176.
Zentralblatt MATH: 0955.62525
Mathematical Reviews (MathSciNet): MR1617519
Digital Object Identifier: doi:10.1214/ss/1030037906
Project Euclid: euclid.ss/1030037906
[2] Edwards, A. W. F. (1997). What did Fisher mean by "inverse probability" in 1912-1922? Statist. Sci. 12 177-184.
Mathematical Reviews (MathSciNet): MR1617520
Digital Object Identifier: doi:10.1214/ss/1030037907
Project Euclid: euclid.ss/1030037907
[3] Pfanzagl, J. and Shey nin, O. (1996). Studies in the history of probability and statistics XLIV: a forerunner of the tdistribution. Biometrika 83 891-898.
Mathematical Reviews (MathSciNet): MR1766040
Zentralblatt MATH: 0883.62001
Digital Object Identifier: doi:10.1093/biomet/83.4.891
JSTOR: links.jstor.org
[4] Student (1908a). On the probable error of a mean. Biometrika 6 1-25.
[5] Student (1908b). Probable error of a correlation coefficient. Biometrika 6 302-310.
