Institute of Mathematical Statistics Lecture Notes - Monograph Series

Some History of Optimality

Erich L. Lehmann

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Abstract

This paper gives an account of the history of both small- and large-sample optimality for both estimation and testing. It covers this history from the beginnings by Laplace and Gauss to the ongoing research on optimal multiple comparison procedures, and also includes the optimality of designs.

Chapter information

Source
Javier Rojo, ed., Optimality: The Third Erich L. Lehmann Symposium (Beachwood, Ohio, USA: Institute of Mathematical Statistics, 2009), 11-17

Dates
First available in Project Euclid: 3 August 2009

Permanent link to this document
https://projecteuclid.org/euclid.lnms/1249305321

Digital Object Identifier
doi:10.1214/09-LNMS5703

Mathematical Reviews number (MathSciNet)
MR2681655

Zentralblatt MATH identifier
1271.62037

Keywords
optimality estimation testing design maximum likelihood Neyman-Pearson lemma

Rights
Copyright © 2009, Institute of Mathematical Statistics

Citation

Rojo, Javier. Some History of Optimality. Optimality, 11--17, Institute of Mathematical Statistics, Beachwood, Ohio, USA, 2009. doi:10.1214/09-LNMS5703. https://projecteuclid.org/euclid.lnms/1249305321


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