Statistisk visdom: Harald Bohr foredrag med Stephen M. Stigler

Stephen M. Stigler præsenterer selv sit foredrag således:

"What are the big ideas that have not only proved their value but also identify the core of the field of statistics, differentiating it from mathematics and computer science? The talk will attempt to answer this question, while in passing presenting some new sidelights to the history of statistics."

Harald Bohr foredraget finder sted tirsdag den 1. november 2016 fra 15:15 til 16:15 i H.C. Ørsted Instituttets auditorium 4. En halv time før serverer instituttet te, kaffe og kager i frokoststuen på 4. sal.

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For 30 år siden udgav Steven Stigler bogen The History of Statistics: The Measurement of Uncertainty before 1900 på Harvard University Press. Det blev en klassiker. Anmelderne skrev bl.a.:

"In this tour de force of careful scholarship, Stephen Stigler has laid bare the people, ideas, and events underlying the development of statistics… He has written an important and wonderful book… Sometimes Stigler’s prose is so evocative it is almost poetic."

"Stigler’s book exhibits a rare combination of mastery of technical materials, sensitivity to conceptual milieu, and near exhaustive familiarity with primary sources. An exemplary study."

"One is tempted to say that the history of statistics in the nineteenth century will be associated with the name Stigler."

Bogen er stadigvæk det værk man skal læse, hvis man ønsker en introducerende men dyb indførelse i statistikkens historie.

Steven M. Stigler blev født i 1941 som søn af økonomen George Stigler. Han fik sin Ph.D. i 1967 fra UC Berkeley for en afhandling om ”linear functions of order statistics” vejledt af Lucien Le Cam. Stigler underviste ved University of Wisconsin-Madison indtil han i 1979 blev ansat ved University of Chicago, hvor han stadig er Ernest De Witt Burton Distinguished Service Professor. Han er medlem af the American Philosophical Society og har været præsident for the Institute of Mathematical Statistics.

Ifølge Stiglers hjemmeside er hans væsentligste forskningsfelt ”the investigation of the history of the development of statistical methods, in relation to the problems in astronomy, geodesy, biology, medicin, social sciences, and psychology where they were developed”.

Ud over hans klassiske bog History of Statistics har Stigler forfattet en lang række vigtige artikler om statistikkens historie i det 18., 19. og 20 århundrede især om Karl Pearson og Ronald Fisher. Hans sidste bog The Seven Pillars of Statistical Wisdom, som udkom tidligere på året blev modtaget med entusiasme:

"Distilled from centuries of statistical research and garnished with wit, this masterfully prepared seven-course food for thought is a real treat for anyone who wants to reason with data, big or small."

"Wonderful… Each of the seven pillars that Stigler, in his wisdom, has hewn from the past two centuries of statistical thought provides surprising insights."

"This lively account of a radically counter-intuitive past at least encourages us to question big data’s reputation. Never entrust measurement to a monarch—or judgment to a computer."

Stigler er også kendt for Stigler’s law of eponymy som udsiger, at ”No scientific discovery is named after its inventor”.

Jesper Lützen