## In Soviet Russia, the sigma-field conditions on you

Quote of the day, from *Asymptotics in Statistics: Some Basic Concepts* by Lucien Le Cam and Grace Yang (emphasis mine):

The idea of developing statistical procedures that minimize an expected loss goes back to Laplace … [and] reappears in papers of Edgeworth. According to Neyman in his Lectures and Conferences: “After Edgeworth, the idea of the loss function was lost from sight for more than two decades …” It was truly revived only by the appearance on the statistical scene of Wald. Wald’s books

Sequential AnalysisandStatistical Decision Functionsare based on that very idea of describing experiments by families of probability measures either on one given -field or on sequence of -fields to be chosen by the statistician. The idea seems logical enough if one is used to it. However, there is a paper by Fisher where he seems to express the opinion thatsuch concepts are misleading and good enough only for Russian or American engineers.

Follow the link to Fisher’s paper for more curmudgeonly remarks about “Russians” and their “five-year plans.”

yihongsaid, on January 27, 2011 at 2:36 amoh yeah this is the book Le Cam wrote to explain his 600-page book