Pfanzagl's book explores the evolution of mathematical statistics in the mid-20th century, highlighting the impact of advanced mathematical tools. Through four essays, it addresses methodological questions, missed opportunities, and deficiencies in recent textbooks, moving beyond a mere historical account to emphasize real-world relevance and optimality in estimators.
Essays on History and Methodology
This book presents a detailed description of the development of statistical theory. In the mid twentieth century, the development of mathematical statistics underwent an enduring change, due to the advent of more refined mathematical tools. New concepts like sufficiency, superefficiency, adaptivity etc. motivated scholars to reflect upon the interpretation of mathematical concepts in terms of their real-world relevance. Questions concerning the optimality of estimators, for instance, had remained unanswered for decades, because a meaningful concept of optimality (based on the regularity of the estimators, the representation of their limit distribution and assertions about their concentration by means of Anderson’s Theorem) was not yet available. The rapidly developing asymptotic theory provided approximate answers to questions for which non-asymptotic theory had found no satisfying solutions. In four engaging essays, this book presents a detailed description of how the use of mathematical methods stimulated the development of a statistical theory. Primarily focused on methodology, questionable proofs and neglected questions of priority, the book offers an intriguing resource for researchers in theoretical statistics, and can also serve as a textbook for advanced courses in statisticc.
The aso theory developed in Chapters 8 - 12 presumes that the tan- gent cones are linear spaces. In the present chapter we collect a few natural examples where the tangent cone fails to be a linear space. These examples are to remind the reader that an extension of the theo- ry to convex tangent cones is wanted. Since the results are not needed in the rest of the book, we are more generous ab out regularity condi- tions. The common feature of the examples is the Given a pre- order (i.e., a reflexive and transitive order relation) on a family of p-measures, and a subfamily i of order equivalent p-measures, the fa- mily consists of p-measures comparable with the elements of i. This usually leads to a (convex) tangent cone 1f only p-measures larger (or smaller) than those in i are considered, or to a tangent co ne con- sisting of a convex cone and its reflexion about 0 if both smaller and larger p-measures are allowed. For partial orders (i.e., antisymmetric pre-orders), ireduces to a single p-measure. we do not assume the p-measures in to be pairwise comparable.
Frontmatter -- Inhaltsverzeichnis -- 1 Grundbegriffe -- 2 Häufigkeitsverteilungen -- 3 Parameter -- 4 Allgemeine Theorie der Maßzahlen -- 5 Die Berechnung von Indexzahlen -- 6 Einige Beispiele für Indexzahlen -- 7 Bestandsmassen – Bewegungsmassen -- 8 Die Analyse von Zeitreihen -- 9 Stichproben -- 10 Statistische Fehler -- Technischer Anhang -- 11 Die Gewinnung des Zahlenmaterials -- 12 Die rechnerische Behandlung des Zahlenmaterials -- 13 Die Darstellung des Zahlenmaterials -- Tabelle -- Literaturhinweise -- Namen- und Sachverzeichnis -- Backmatter