Studies in the History of Probability and Statistics. XX: Some early correspondence between W. S. Gosset, R. A. Fisher and Karl Pearson, with notes and comments

Abstract

Letters or extracts from letters which passed between W. S. Gosset, R. A. Fisher and Karl Pearson during the years 1912–20 are reproduced. They throw light on the start of Fisher's statistical career. In the notes accompanying the correspondence, attention is drawn to the problems in estimation and significance testing which were brought to the front at that date by the unusual character of the sampling distribution of the correlation coefficient. An early disagreement between Pearson and Fisher on estimation through minimizing X 2 and maximizing likelihood is covered.