In recognition of R.A. Fisher’s birthday on February 17…a week of Fisher posts!

**‘R. A. Fisher: How an Outsider Revolutionized Statistics’**

by **Aris Spanos**

Few statisticians will dispute that R. A. Fisher **(February 17, 1890 – July 29, 1962)** is the father of modern statistics; see Savage (1976), Rao (1992). Inspired by William Gosset’s (1908) paper on the Student’s t finite sampling distribution, he recast statistics into the modern model-based induction in a series of papers in the early 1920s. He put forward a theory of *optimal estimation* based on the method of maximum likelihood that has changed only marginally over the last century. His significance testing, spearheaded by the p-value, provided the basis for the Neyman-Pearson theory of *optimal testing* in the early 1930s. According to Hald (1998)

“Fisher was a genius who almost single-handedly created the foundations for modern statistical science, without detailed study of his predecessors. When young he was ignorant not only of the Continental contributions but even of contemporary publications in English.” (p. 738)

What is not so well known is that Fisher was the *ultimate outsider* when he brought about this change of paradigms in statistical science. As an undergraduate, he studied mathematics at Cambridge, and then did graduate work in statistical mechanics and quantum theory. His meager knowledge of statistics came from his study of astronomy; see Box (1978). That, however did not stop him from publishing his first paper in statistics in 1912 (still an undergraduate) on “curve fitting”, questioning Karl Pearson’s method of moments and proposing a new method that was eventually to become the likelihood method in his 1921 paper. Continue reading