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

DOI10.1214/ss/1009212248zbMath1059.62502WikidataQ55880194 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

invariance; maximum likelihood; least squares; unbiasedness; Laplace; inverse probability; reparameterization; confidence limits; Gauss; Fisher; Hagen; posterior mode; Edgeworth; Gosset; t-distribution; Chauvenet; credible limits; Encke; likelihood limits; linear normal model; Merriman; two-stage maximum likelihood method

Mathematics Subject Classification ID

62F10: Point estimation

62-03: History of statistics

01A55: History of mathematics in the 19th century

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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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