Stephen M. Stigler – författare

What gives statistics its unity as a science? Stephen Stigler sets forth the seven foundational ideas of statistics—a scientific discipline related to but distinct from mathematics and computer science.Even the most basic idea—aggregation, exemplified by averaging—is counterintuitive. It allows one to gain information by discarding information, namely, the individuality of the observations. Stigler’s second pillar, information measurement, challenges the importance of “big data” by noting that observations are not all equally important: the amount of information in a data set is often proportional to only the square root of the number of observations, not the absolute number. The third idea is likelihood, the calibration of inferences with the use of probability. Intercomparison is the principle that statistical comparisons do not need to be made with respect to an external standard. The fifth pillar is regression, both a paradox (tall parents on average produce shorter children; tall children on average have shorter parents) and the basis of inference, including Bayesian inference and causal reasoning. The sixth concept captures the importance of experimental design—for example, by recognizing the gains to be had from a combinatorial approach with rigorous randomization. The seventh idea is the residual: the notion that a complicated phenomenon can be simplified by subtracting the effect of known causes, leaving a residual phenomenon that can be explained more easily.The Seven Pillars of Statistical Wisdom presents an original, unified account of statistical science that will fascinate the interested layperson and engage the professional statistician.

The fascinating story of an important lottery that flourished in France from 1757 to 1836 and its role in transforming our understanding of the nature of risk.In the 1750s, at the urging of famed adventurer Giacomo Casanova, the French state began to embrace risk in adopting a new Loterie. The prize amounts paid varied, depending on the number of tickets bought and the amount of the bet, as determined by each individual bettor. The state could lose money on any individual Loterie drawing while being statistically guaranteed to come out on top in the long run. In adopting this framework, the French state took on risk in a way no other has, before or after. At each drawing the state was at risk of losing a large amount; what is more, that risk was precisely calculable, generally well understood, and yet taken on by the state with little more than a mathematical theory to protect it.Stephen M. Stigler follows the Loterie from its curious inception through its hiatus during the French Revolution, its renewal and expansion in 1797, and finally to its suppression in 1836, examining throughout the wider question of how members of the public came to trust in new financial technologies and believe in their value. Drawing from an extensive collection of rare ephemera, Stigler pieces together the Loterie’s remarkable inner workings, as well as its implications for the nature of risk and the role of lotteries in social life over the period 1700–1950. Both a fun read and fodder for many fields, Casanova's Lottery shines new light on the conscious introduction of risk into the management of a nation-state and the rationality of playing unfair games.

The fascinating story of an important lottery that flourished in France from 1757 to 1836 and its role in transforming our understanding of the nature of risk. In the 1750s, at the urging of famed adventurer Giacomo Casanova, the French state began to embrace risk in adopting a new Loterie. The prize amounts paid varied, depending on the number of tickets bought and the amount of the bet, as determined by each individual bettor. The state could lose money on any individual Loterie drawing while being statistically guaranteed to come out on top in the long run. In adopting this framework, the French state took on risk in a way no other has, before or after. At each drawing the state was at risk of losing a large amount; what is more, that risk was precisely calculable, generally well understood, and yet taken on by the state with little more than a mathematical theory to protect it. Stephen M. Stigler follows the Loterie from its curious inception through its hiatus during the French Revolution, its renewal and expansion in 1797, and finally to its suppression in 1836, examining throughout the wider question of how members of the public came to trust in new financial technologies and believe in their value. Drawing from an extensive collection of rare ephemera, Stigler pieces together the Loterie’s remarkable inner workings, as well as its implications for the nature of risk and the role of lotteries in social life over the period 1700–1950.  Both a fun read and fodder for many fields, Casanova''s Lottery shines new light on the conscious introduction of risk into the management of a nation-state and the rationality of playing unfair games.

The fascinating story of an important lottery that flourished in France from 1757 to 1836 and its role in transforming our understanding of the nature of risk.In the 1750s, at the urging of famed adventurer Giacomo Casanova, the French state began to embrace risk in adopting a new Loterie. The prize amounts paid varied, depending on the number of tickets bought and the amount of the bet, as determined by each individual bettor. The state could lose money on any individual Loterie drawing while being statistically guaranteed to come out on top in the long run. In adopting this framework, the French state took on risk in a way no other has, before or after. At each drawing the state was at risk of losing a large amount; what is more, that risk was precisely calculable, generally well understood, and yet taken on by the state with little more than a mathematical theory to protect it.Stephen M. Stigler follows the Loterie from its curious inception through its hiatus during the French Revolution, its renewal and expansion in 1797, and finally to its suppression in 1836, examining throughout the wider question of how members of the public came to trust in new financial technologies and believe in their value. Drawing from an extensive collection of rare ephemera, Stigler pieces together the Loterie’s remarkable inner workings, as well as its implications for the nature of risk and the role of lotteries in social life over the period 1700–1950. Both a fun read and fodder for many fields, Casanova's Lottery shines new light on the conscious introduction of risk into the management of a nation-state and the rationality of playing unfair games.

This lively collection of essays examines in witty detail the history of some of the concepts involved in bringing statistical argument "to the table," and some of the pitfalls that have been encountered. The topics range from seventeenth-century medicine and the circulation of blood, to the cause of the Great Depression and the effect of the California gold discoveries of 1848 upon price levels, to the determinations of the shape of the Earth and the speed of light, to the meter of Virgil's poetry and the prediction of the Second Coming of Christ. The title essay tells how the statistician Karl Pearson came to issue the challenge to put "statistics on the table" to the economists Marshall, Keynes, and Pigou in 1911. The 1911 dispute involved the effect of parental alcoholism upon children, but the challenge is general and timeless: important arguments require evidence, and quantitative evidence requires statistical evaluation. Some essays examine deep and subtle statistical ideas such as the aggregation and regression paradoxes; others tell of the origin of the Average Man and the evaluation of fingerprints as a forerunner of the use of DNA in forensic science. Several of the essays are entirely nontechnical; all examine statistical ideas with an ironic eye for their essence and what their history can tell us about current disputes.

This magnificent book is the first comprehensive history of statistics from its beginnings around 1700 to its emergence as a distinct and mature discipline around 1900. Stephen M. Stigler shows how statistics arose from the interplay of mathematical concepts and the needs of several applied sciences including astronomy, geodesy, experimental psychology, genetics, and sociology. He addresses many intriguing questions: How did scientists learn to combine measurements made under different conditions? And how were they led to use probability theory to measure the accuracy of the result? Why were statistical methods used successfully in astronomy long before they began to play a significant role in the social sciences? How could the introduction of least squares predate the discovery of regression by more than eighty years? On what grounds can the major works of men such as Bernoulli, De Moivre, Bayes, Quetelet, and Lexis be considered partial failures, while those of Laplace, Galton, Edgeworth, Pearson, and Yule are counted as successes? How did Galton’s probability machine (the quincunx) provide him with the key to the major advance of the last half of the nineteenth century?Stigler’s emphasis is upon how, when, and where the methods of probability theory were developed for measuring uncertainty in experimental and observational science, for reducing uncertainty, and as a conceptual framework for quantitative studies in the social sciences. He describes with care the scientific context in which the different methods evolved and identifies the problems (conceptual or mathematical) that retarded the growth of mathematical statistics and the conceptual developments that permitted major breakthroughs.Statisticians, historians of science, and social and behavioral scientists will gain from this book a deeper understanding of the use of statistical methods and a better grasp of the promise and limitations of such techniques. The product of ten years of research, The History of Statistics will appeal to all who are interested in the humanistic study of science.