Statistical Science

“Student” and small-sample theory

E. L. Lehmann

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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.

Article information

Source
Statist. Sci. Volume 14, Number 4 (1999), 418-426.

Dates
First available in Project Euclid: 24 December 2001

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

Citation

Lehmann, E. L. “Student” and small-sample theory. Statist. Sci. 14 (1999), no. 4, 418--426. doi:10.1214/ss/1009212520. http://projecteuclid.org/euclid.ss/1009212520.


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