Abstract
In 1805, Legendre published the first description of the method of least squares as an algebraic fitting procedure. It was subsequently justified on statistical grounds by Gauss and Laplace.
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Bibliography
Legendre, A.M. (1805). Nouvelles Méthodes pour la Détermination des Orbites des Comètes. Courcier, Paris. Pages 72–75 of the appendix reprinted in Stigler (1986, p. 56). English translation of these pages by H.A. Ruger and H.M. Walker in D.E. Smith, A Source Book of Mathematics. McGraw-Hill Book Company, New York, 1929, pp. 576–579.
Legendre, A.M. (1820). Note par M.*** Second supplement to the third edition of Legendre (1805), pp. 79–80 in a separate pagination. English translation by Stigler (1977).
Plackett, R.L. (1972). The discovery of the method of least squares, Biometrika, 59, 239–251.
Stigler, S.M. (1977). An attack on Gauss published by Legendre in 1820, Historia Mathematica, 4, 31–35.
Stigler, S.M. (1981). Gauss and the invention of least squares, Annals of Statistics, 9, 465–474.
Stigler, S.M. (1986). The History of Statistics: the Measurement of Uncertainty Before 1900. Harvard University Press, Cambridge, Massachusetts.
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Farebrother, R.W. (2001). Adrien-Marie Legendre. In: Heyde, C.C., Seneta, E., Crépel, P., Fienberg, S.E., Gani, J. (eds) Statisticians of the Centuries. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-0179-0_20
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DOI: https://doi.org/10.1007/978-1-4613-0179-0_20
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