On the history of maximum likelihood in relation to inverse probability and least squares.

DOI10.1214/ss/1009212248zbMath1059.62502OpenAlexW2097714988WikidataQ55880194 ScholiaQ55880194MaRDI QIDQ1431167

Anders Hald

Publication date: 27 May 2004

Published in: Statistical Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/ss/1009212248

zbMATH Keywords

invariancemaximum likelihoodleast squaresunbiasednessLaplaceinverse probabilityreparameterizationconfidence limitsGaussFisherHagenposterior modeEdgeworthGossett-distributionChauvenetcredible limitsEnckelikelihood limitslinear normal modelMerrimantwo-stage maximum likelihood method

Mathematics Subject Classification ID

Point estimation (62F10) History of statistics (62-03) History of mathematics in the 19th century (01A55)

Related Items (7)

Fisher and regression ⋮ The likelihood interpretation as the foundation of fuzzy set theory ⋮ Maximum entropy principle in recurrence plot analysis on stochastic and chaotic systems ⋮ Entropic Heisenberg limits and uncertainty relations from the Holevo information bound ⋮ Missing data imputation of questionnaires by means of genetic algorithms with different fitness functions ⋮ Inference of progressively type-II censored competing risks data from Chen distribution with an application ⋮ The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.

Cites Work

• On rereading R. A. Fisher
• F. Y. Edgeworth and R. A. Fisher on the efficiency of maximum likelihood estimation
• What did Fisher mean by inverse probability in 1912--1922?
• R. A. Fisher and the making of maximum likelihood 1912--1922
• The History of Likelihood
• Consistent Estimates Based on Partially Consistent Observations
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