Statistical Science

R.A. Fisher and the making of maximum likelihood 1912-1922

John Aldrich

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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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Statist. Sci. Volume 12, Number 3 (1997), 162-176.

First available in Project Euclid: 22 August 2002

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Fisher Pearson Student Bayes's postulate inverse probability maximum likelihood sufficiency efficiency information


Aldrich, John. R.A. Fisher and the making of maximum likelihood 1912-1922. Statist. Sci. 12 (1997), no. 3, 162--176. doi:10.1214/ss/1030037906.

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