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Lehmann, E. L.

“Student” and small-sample theory. (English) Zbl 1059.62503

Stat. Sci. 14, No. 4, 418-426 (1999).
Summary: The paper discusses the contributions W. S. Gosset (Student) made to the three stages in which small-sample methodology was established in the period 1908-1933: (i) the distributions of the test-statistics under the assumption of normality, (ii) the robustness of these distributions against nonnormality, (iii) the optimal choice of test statistics. The conclusions are based on a careful reading of the correspondence of Gosset with Fisher and E. S. Pearson.

Cited in 21 Documents

MSC:

62-03 History of statistics
01A60 History of mathematics in the 20th century
62E15 Exact distribution theory in statistics
62F03 Parametric hypothesis testing

Keywords:

History of statistics; ”exact” distribution theory; assumption of normality; robustness; hypothesis testing; Neyman-Pearson theory
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References:

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