Statistical Science

The 2005 Neyman Lecture: Dynamic Indeterminism in Science

David R. Brillinger

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Abstract

Jerzy Neyman’s life history and some of his contributions to applied statistics are reviewed. In a 1960 article he wrote: “Currently in the period of dynamic indeterminism in science, there is hardly a serious piece of research which, if treated realistically, does not involve operations on stochastic processes. The time has arrived for the theory of stochastic processes to become an item of usual equipment of every applied statistician.” The emphasis in this article is on stochastic processes and on stochastic process data analysis. A number of data sets and corresponding substantive questions are addressed. The data sets concern sardine depletion, blowfly dynamics, weather modification, elk movement and seal journeying. Three of the examples are from Neyman’s work and four from the author’s joint work with collaborators.

Article information

Source
Statist. Sci., Volume 23, Number 1 (2008), 48-64.

Dates
First available in Project Euclid: 7 July 2008

Permanent link to this document
https://projecteuclid.org/euclid.ss/1215441282

Digital Object Identifier
doi:10.1214/07-STS246

Mathematical Reviews number (MathSciNet)
MR2523939

Zentralblatt MATH identifier
1327.62031

Keywords
Animal motion ATV motion elk Jerzy Neyman lifetable monk seal population dynamics sardines stochastic differential equations sheep blowflies simulation synthetic data time series weather modification

Citation

Brillinger, David R. The 2005 Neyman Lecture: Dynamic Indeterminism in Science. Statist. Sci. 23 (2008), no. 1, 48--64. doi:10.1214/07-STS246. https://projecteuclid.org/euclid.ss/1215441282


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