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November 1999 “Student” and small-sample theory
E. L. Lehmann
Statist. Sci. 14(4): 418-426 (November 1999). DOI: 10.1214/ss/1009212520


.The paper discusses the contributions Student W. S. Gosset made to the three stages in which small-sample methodology was established in the period 1908–1933: (i) the distributions of the test-statistics under the assumption of normality, (ii) the robustness of these distributions against nonnormality, (iii) the optimal choice of test statistics. The conclusions are based on a careful reading of the correspondence of Gosset with Fisher and E. S. Pearson.


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E. L. Lehmann. "“Student” and small-sample theory." Statist. Sci. 14 (4) 418 - 426, November 1999.


Published: November 1999
First available in Project Euclid: 24 December 2001

zbMATH: 1059.62503
MathSciNet: MR1765177
Digital Object Identifier: 10.1214/ss/1009212520

Keywords: ‘‘exact’’ distribution theory , assumption of normality , History of statistics , Hypothesis testing , Neyman–Pearson theory , robustness

Rights: Copyright © 1999 Institute of Mathematical Statistics

Vol.14 • No. 4 • November 1999
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