Statistical Science

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

John Aldrich

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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).

Article information

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

Dates
First available in Project Euclid: 22 August 2002

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

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

Citation

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. http://projecteuclid.org/euclid.ss/1030037906.


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