The Information Structuralist

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 Analysis and Statistical Decision Functions are based on that very idea of describing experiments by families of probability measures either on one given \sigma-field or on sequence of \sigma-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 that such 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.”

Advertisements

One Response

Subscribe to comments with RSS.

  1. yihong said, on January 27, 2011 at 2:36 am

    oh yeah this is the book Le Cam wrote to explain his 600-page book


Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out / Change )

Twitter picture

You are commenting using your Twitter account. Log Out / Change )

Facebook photo

You are commenting using your Facebook account. Log Out / Change )

Google+ photo

You are commenting using your Google+ account. Log Out / Change )

Connecting to %s

%d bloggers like this: