Posts Tagged With: frequentist statistics

A. Spanos: Jerzy Neyman and his Enduring Legacy

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A Statistical Model as a Chance Mechanism
Aris Spanos 

Today is the birthday of Jerzy Neyman (April 16, 1894 – August 5, 1981). Neyman was a Polish/American statistician[i] who spent most of his professional career at the University of California, Berkeley. Neyman is best known in statistics for his pioneering contributions in framing the Neyman-Pearson (N-P) optimal theory of hypothesis testing and his theory of Confidence Intervals. (This article was first posted here.)

Neyman: 16 April

Neyman: 16 April 1894 – 5 Aug 1981

One of Neyman’s most remarkable, but least recognized, achievements was his adapting of Fisher’s (1922) notion of a statistical model to render it pertinent for  non-random samples. Fisher’s original parametric statistical model Mθ(x) was based on the idea of ‘a hypothetical infinite population’, chosen so as to ensure that the observed data x0:=(x1,x2,…,xn) can be viewed as a ‘truly representative sample’ from that ‘population’:

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Fisher and Neyman

“The postulate of randomness thus resolves itself into the question, Of what population is this a random sample? (ibid., p. 313), underscoring that: the adequacy of our choice may be tested a posteriori.’’ (p. 314)

In cases where data x0 come from sample surveys or it can be viewed as a typical realization of a random sample X:=(X1,X2,…,Xn), i.e. Independent and Identically Distributed (IID) random variables, the ‘population’ metaphor can be helpful in adding some intuitive appeal to the inductive dimension of statistical inference, because one can imagine using a subset of a population (the sample) to draw inferences pertaining to the whole population. Continue reading

Categories: Neyman, phil/history of stat, Spanos, Statistics | Tags: , | Leave a comment

A. Spanos: Jerzy Neyman and his Enduring Legacy

A Statistical Model as a Chance Mechanism
Aris Spanos 

Jerzy Neyman (April 16, 1894 – August 5, 1981), was a Polish/American statistician[i] who spent most of his professional career at the University of California, Berkeley. Neyman is best known in statistics for his pioneering contributions in framing the Neyman-Pearson (N-P) optimal theory of hypothesis testing and his theory of Confidence Intervals. (This article was first posted here.)

Neyman: 16 April

Neyman: 16 April 1894 – 5 Aug 1981

One of Neyman’s most remarkable, but least recognized, achievements was his adapting of Fisher’s (1922) notion of a statistical model to render it pertinent for  non-random samples. Continue reading

Categories: phil/history of stat, Spanos, Statistics | Tags: , | 4 Comments

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