THE HISTORY OF STATISTICS
The Measurement of Uncertainty Before 1900.
Stephen M. Stigler.
Harvard University Press, Cambridge, MA, 1986. 427 pp., illus.
Stephen Stigler is a first-rank research worker in statistics. He is also an indefatigable and insightful historian of statistics, delving without fear into the enormous, and often enormously confused, literature of early statistical thinking. Out of the mist, Stigler extracts a truly satisfying intellectual history.
The origin of modern science in renaissance Europe begins with a willingness to observe nature directly rather than relying on theological or Platonic notions of how the world should be. In the merci less language of the statistician, sample size n=1 is superior to n=O.
By mid-l8th century, samples comprising 20 or 30 independent observations of the same astronomical phenomena were available and a method of combining observations became necessary. This is the beginning of modern statistical theory. (More exactly it...