Abstract
Francis Edgeworth was the leading theorist of mathematical statistics of the latter half of the 19th century, though his influence was diminished by the difficulty of his exposition. He is most frequently remembered today for his work on the Edgeworth Series, but in fact he touched on nearly every sphere of modern statistics, from the analysis of variance to stochastic models, to multivariate analysis, to the asymptotic theory of maximum likelihood estimates, to inventory theory. In some areas such as correlation, his work was decisive in the development of all that followed.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Bibliography
Bowley, A.L. 1928. F.Y. Edgeworth’s contributions to mathematical statistics. London: Royal Statistical Society. Reprinted, New York: Augustus M. Kelley, 1972.
Cramér, H. 1972. On the history of certain expansions used in mathematical statistics. Biometrika 59: 205–207.
Edgeworth, F.Y. 1885a. Observations and statistics. An essay on the theory of errors of observation and the first principles of statistics. Transactions of the Cambridge Philosophical Society 14: 138–169.
———. 1885b. Methods of statistics. Jubilee Volume of the Statistical Society: 181–217.
———. 1885c. On methods of ascertaining variations in the rate of births, deaths, and marriages. Journal of the Royal Statistical Society 48: 628–649.
———. 1888. The mathematical theory of banking. Journal of the Royal Statistical Society 51: 113–127.
———. 1892a. Correlated averages. Philosophical Magazine 34(Fifth Series): 190–204.
———. 1892b. The law of error and correlated averages. Philosophical Magazine 34(Fifth Series): 429–438, 518–26
———. 1905. The law of error. Transactions of the Cambridge Philosophical Society 20: 36–65, 113–41
———. 1908. On the probable errors of frequency-constants. Journal of the Royal Statistical Society 71: 381–397, 499–512, 651–678; 72, 81–90
Kendall, M.G. 1968. Francis Ysidro Edgeworth, 1845–1926. Biometrika 55: 269–275.
———. 1969. The early history of index numbers. Review of the International Statistical Institute 37: 1–12.
Pratt, J. 1976. F.Y. Edgeworth and R.A. Fisher on the efficiency of maximum likelihood estimation. Annals of Statistics 4: 501–514.
Stigler, S.M. 1978. Francis Ysidro Edgeworth, statistician (with discussion). Journal of the Royal Statistical Society, Series A 141: 287–322.
———. 1980. An Edgeworth curiosum. Annals of Statistics 8: 931–934.
———. 1986. The history of statistics: The measurement of uncertainty before 1900. Cambridge, MA: Belknap Press of the Harvard University Press.
Author information
Authors and Affiliations
Editor information
Copyright information
© 2018 Macmillan Publishers Ltd.
About this entry
Cite this entry
Stigler, S.M. (2018). Edgeworth as a Statistician. In: The New Palgrave Dictionary of Economics. Palgrave Macmillan, London. https://doi.org/10.1057/978-1-349-95189-5_330
Download citation
DOI: https://doi.org/10.1057/978-1-349-95189-5_330
Published:
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-95188-8
Online ISBN: 978-1-349-95189-5
eBook Packages: Economics and FinanceReference Module Humanities and Social SciencesReference Module Business, Economics and Social Sciences