The Origin of Confidence Limits

Comments on Fisher (1930)
  • H. A. David
  • A. W. F. Edwards
Part of the Springer Series in Statistics book series (SSS)


In the history of ideas it is frequently possible, with the advantage of hindsight, to discern earlier examples of new concepts. Their later appreciation often relies on the clarification of thought accompanying the introduction of terms which distinguish previously confused concepts. In statistics a notable example is provided by the separation of probability and likelihood.


Inverse Probability Rational Belief Fiducial Limit Binomial Parameter Fiducial Probability 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.


  1. Box, J.F. (1978). R.A. Fisher, The Life of a Scientist. Wiley, New York.Google Scholar
  2. Clopper, C.J. and Pearson, E.S. (1934). The use of confidence or fiducial limits illustrated in the case of the binomial. Biometrika, 26, 404–413.MATHCrossRefGoogle Scholar
  3. Cournot, A.A. (1843). Exposition de la théorie des chances et des probabilités. Hachette, Paris.Google Scholar
  4. Edwards, A.W.F. (1995). Fiducial inference and the fundamental theorem of natural selection. XVIIIth Fisher Memorial Lecture, London, 20th October 1994. Biometrics, 51, 799–809.MathSciNetMATHCrossRefGoogle Scholar
  5. Edwards, A.W.F. (1997). What did Fisher mean by “inverse probability” in 1912–1922? Statistical Science, 12, 177–184.MathSciNetMATHCrossRefGoogle Scholar
  6. Fisher, R.A. (1912). On an absolute criterion for fitting frequency curves. Messenger Math., 41, 155–160.Google Scholar
  7. Fisher, R.A. (1925). Statistical Methods for Research Workers. Oliver & Boyd, Edinburgh.Google Scholar
  8. Fisher, R.A. (1930). Inverse probability. Proc. Camb. Phil. Soc., 26, 528— 535.MATHCrossRefGoogle Scholar
  9. Fisher, R.A. (1933). The concepts of inverse probability and fiducial probability referring to unknown parameters. Proc. Roy. Soc. Lond., A.139 343–348.CrossRefGoogle Scholar
  10. Fisher, R.A. (1939). “Student.” Ann. Eugen., 9, 1–9.CrossRefGoogle Scholar
  11. Hald, A. (1998). A History of Mathematical Statistics from 1750 to 1930. Wiley, New York.MATHGoogle Scholar
  12. Hald, A. (2000). Studies in the history of probability and statistics XLV. Pizzetti’s contributions to the statistical analysis of normally distributed observations, 1891. Biometrika, 87, 213–217.MathSciNetMATHCrossRefGoogle Scholar
  13. Kendall, D.G., Bartlett, M.S., and Page, T.L. (1982). Jerzy Neyman. Biographical Memoirs of Fellows of the Royal Society, 28, 379–412.CrossRefGoogle Scholar
  14. Lehmann, E.L. (1958). Some early instances of confidence statements. Technical Report to the Office of Naval Research ONR 5, Statistical Laboratory, University of California, Berkeley.Google Scholar
  15. Neyman, J. (1934). On the two different aspects of the representative method. J. Roy. Statist. Soc 97, 558–625 (with discussion).CrossRefGoogle Scholar
  16. Neyman, J. (1937). Outline of a theory of statistical estimation based on the classical theory of probability. Phil. Trans. Roy. Soc., A, 236, 333–380.CrossRefGoogle Scholar
  17. Neyman, J. (1941). Fiducial argument and the theory of confidence intervals. Biometrika, 32, 128–150.MathSciNetMATHCrossRefGoogle Scholar
  18. Neyman, J. (1950). First Course in Probability and Statistics. Holt, New York.Google Scholar
  19. Neyman, J. (1967). R.A. Fisher (1890–1962): An appreciation. Science, 156, 1456–1460.CrossRefGoogle Scholar
  20. Neyman, J. (1970). A glance at some of my personal experiences in the process of research. In: Scientists at Work, T. Dalenius, G. Karlsson, and S. Malmquist, eds. Almqvist and Wiksell, Stockholm, pp. 148–164.Google Scholar
  21. Neyman, J. (1976). The emergence of mathematical statistics. In On the History of Statistics and Probability, D.B. Owen (ed.), Marcel Dekker, New York, pp. 149–193.Google Scholar
  22. Neyman, J. (1977). Frequentist probability and frequentist statistics. Synthese, 36, 97–131.MathSciNetMATHCrossRefGoogle Scholar
  23. Pearson, E.S. (1990). ‘Student’: A Statistical Biography of W.S. Gosset. Edited and augmented by R.L. Plackett with the assistance of G.A. Barnard. Clarendon, Oxford.Google Scholar
  24. Pytkowski, W. (1932). The dependence of the income in small farms upon their area, the outlay and the capital invested in cows. (Polish, with English summaries.) Biblioteka Pulawska 31. Agri. Res. Inst., Pulawy.Google Scholar
  25. Rao, C.R. (1992). R.A. Fisher: The founder of modern statistics. Statist. Sci., 7, 34–48.MathSciNetMATHCrossRefGoogle Scholar
  26. Reid, C. (1982). Neyman from Life. Springer, New York.MATHCrossRefGoogle Scholar
  27. ‘Student’ (1908). The probable error of a mean. Biometrika 6 1–25.Google Scholar
  28. Welch, B.L. (1939). On confidence limits and sufficiency, with particular reference to parameters of location. Ann. Math. Statist., 10, 58–69.CrossRefGoogle Scholar
  29. Zabell, S.L. (1992). R.A. Fisher and the fiducial argument. Statist. Sci., 7, 369–387.MathSciNetMATHCrossRefGoogle Scholar
  30. Aldrich, J. (2000). Fisher’s “Inverse Probability” of 1930. Intern. Statist. Rev. 68, 155–172.MATHGoogle Scholar

Copyright information

© Springer Science+Business Media New York 2001

Authors and Affiliations

  • H. A. David
    • 1
  • A. W. F. Edwards
    • 2
  1. 1.Statistical Laboratory and Department of StatisticsIowa State UniversityAmesUSA
  2. 2.Gonville and Caius CollegeCambridgeUK

Personalised recommendations