The Annals of Statistics

F. Y. Edgeworth and R. A. Fisher on the Efficiency of Maximum Likelihood Estimation

John W. Pratt

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Abstract

F. Y. Edgeworth's 1908-9 investigation is examined for its contribution to knowledge of the sampling properties of maximum likelihood and related estimates, especially asymptotic efficiency. The nature and extent of his progress and anticipation of R. A. Fisher are described. Fisher's relevant work is briefly examined in relation to Edgeworth's and to the Cramer-Rao inequality.

Article information

Source
Ann. Statist. Volume 4, Number 3 (1976), 501-514.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.aos/1176343457

JSTOR
links.jstor.org

Digital Object Identifier
doi:10.1214/aos/1176343457

Mathematical Reviews number (MathSciNet)
MR415867

Zentralblatt MATH identifier
0328.62001

Subjects
Primary: 62F20

Keywords
62-03 F. Y. Edgeworth R. A. Fisher asymptotic efficiency maximum likelihood M-estimators Cramer-Rao inequality history

Citation

Pratt, John W. F. Y. Edgeworth and R. A. Fisher on the Efficiency of Maximum Likelihood Estimation. Ann. Statist. 4 (1976), no. 3, 501--514. doi:10.1214/aos/1176343457. http://projecteuclid.org/euclid.aos/1176343457.


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