R.A. Fisher and the making of maximum likelihood 1912-1922
John Aldrich
Source: Statist. Sci. Volume 12, Number 3
(1997), 162-176.
Abstract
In 1922 R. A. Fisher introduced the method of maximum likelihood. He first presented the numerical procedure in 1912. This paper considers Fisher's changing justifications for the method, the concepts he developed around it (including likelihood, sufficiency, efficiency and information) and the approaches he discarded (including inverse probability).
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Keywords: Fisher; Pearson; Student; Bayes's postulate; inverse probability; maximum likelihood; sufficiency; efficiency; information
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Permanent link to this document: http://projecteuclid.org/euclid.ss/1030037906
Digital Object Identifier: doi:10.1214/ss/1030037906
Mathematical Reviews number (MathSciNet): MR1617519
Zentralblatt MATH identifier: 0955.62525
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