Statistical Science

“Student” and small-sample theory

E. L. Lehmann

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

First available: 24 December 2001

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Lehmann, E. L. “Student” and small-sample theory. Statistical Science 14 (1999), no. 4, 418--426. doi:10.1214/ss/1009212520.

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