Abstract
F. Y. Edgeworth's 1908-9 investigation is examined for its contribution to knowledge of the sampling properties of maximum likelihood and related estimates, especially asymptotic efficiency. The nature and extent of his progress and anticipation of R. A. Fisher are described. Fisher's relevant work is briefly examined in relation to Edgeworth's and to the Cramer-Rao inequality.
Citation
John W. Pratt. "F. Y. Edgeworth and R. A. Fisher on the Efficiency of Maximum Likelihood Estimation." Ann. Statist. 4 (3) 501 - 514, May, 1976. https://doi.org/10.1214/aos/1176343457
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