Abstract
In this extract from the second supplement of his famous Théorie analytique des probabilités, Laplace makes, in the context of simple linear regression, a large-sample comparison of what we now call L 1- and L 2- estimation. He essentially introduces the notion of asymptotic relative efficiency and, incidentally, pioneers the theory of order statistics.
Keywords
- Order Statistic
- Asymptotic Distribution
- Advantageous Method
- Joint Density
- Asymptotic Relative Efficiency
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David, H.A., Edwards, A.W.F. (2001). The Introduction of Asymptotic Relative Efficiency. In: Annotated Readings in the History of Statistics. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-3500-0_9
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DOI: https://doi.org/10.1007/978-1-4757-3500-0_9
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