Statistical Science

Stochastic Simulation in the Nineteenth Century

Stephen M. Stigler

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Abstract

In the last quarter of the nineteenth century, three separate (but not entirely independent) papers appeared describing methods of studying complicated statistical procedures through the generation of random normal deviates. All three authors referred to problems in the smoothing of series as a motivation; all used different methods for generating the deviates. One presented itself as a method for general use and claimed to be suitable for efficient generation of large numbers of variates. The relevant works (by Erastus De Forest in 1876, by George H. Darwin in 1877, and by Francis Galton in 1890) are reproduced.

Article information

Source
Statist. Sci., Volume 6, Number 1 (1991), 89-97.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.ss/1177011943

Digital Object Identifier
doi:10.1214/ss/1177011943

Mathematical Reviews number (MathSciNet)
MR1108817

Zentralblatt MATH identifier
0955.01504

JSTOR
links.jstor.org

Keywords
Simulation Monte Carlo method history of statistic Francis Galton dice random number generation

Citation

Stigler, Stephen M. Stochastic Simulation in the Nineteenth Century. Statist. Sci. 6 (1991), no. 1, 89--97. doi:10.1214/ss/1177011943. https://projecteuclid.org/euclid.ss/1177011943


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