Edwin James George Pitman

from Wikipedia, the free encyclopedia

Edwin James George Pitman (born October 29, 1897 in Melbourne , † July 21, 1993 ) was an Australian mathematician who made a significant contribution to the development of statistics and probability theory in the 20th century. In particular, he is known as the inventor of the Pitman permutation test , the "Pitman Closeness Criterion" and the asymptotic relative efficiency of statistical tests.

life and work

Pitman was born in Melbourne on October 29, 1897 and attended the University of Melbourne , more precisely Ormond College , from which he graduated with great success. In 1926 he became professor of mathematics at the University of Tasmania , a position he held until his retirement in 1962. He was a founding member and second president of the Australian Mathematical Society . He was also active in the Statistical Society of Australia, which named the Pitman Medal in his honor in 1978. His work on Pitman's measure of closeness (or Pitman closeness ) on the exponential families of probability distributions has been explored by CR Rao , Pranab K. Sen, and others since the 1980s .

The Pitman-Koopman-Darmois theorem states that only probability distributions of exponential distributions provide sufficient statistics , the dimensions of which remain limited as the sample size increases.

Trivia

  • For the " sum of squares " Pitman invented the term squariance and the logarithm of the " likelihood function " (short: log-likelihood function ) he recommended the designation loglihood . However, both names did not gain acceptance.

Works (selection)

  • Sufficient statistics and intrinsic accuracy, Proc. Camb. Phil. Soc. 32, (1936), 567-579.
  • The "closest" estimates of statistical parameters. Proc. Cambridge Phil. Soc. 33: 212-222 (1937).
  • Significance tests which may be applied to samples from any populations. Suppl.J .R. Extra Soc. 4, (1937), 119-130.
  • Significance tests which may be applied to samples from any populations. II. The correlation coefficient test. Suppl. JR Statist. Soc. 4, (1937), 225-232.
  • Significance tests which may be applied to samples from any populations. III. The analysis of variance test. Biometrika 29, (1938), 322-335.
  • The estimation of the location and scale parameters of a continuous population of any given form, Biometrika 30, (1939) 391-421.
  • Tests of hypotheses concerning location and scale parameters. Biometrika 31, (1939) 200-215.
  • Statistics and science. J. Amer. Extra Assoc. 25, (1957), 322-330.
  • Some remarks on statistical inference. Proc. Int. Res. Seminar, Berkeley (Bernoulli-Bayes-Laplace Anniversary Volume), (1965), 209-216. New York: Springer-Verlag.

Autobiography

Pitman provided a chapter "Reminiscences of a mathematician who strayed into statistics" to the book of

  • Joseph M. Gani (ed.) (1982) The Making of Statisticians , New York: Springer-Verlag. ISBN 0-387-90684-3 .

Individual evidence

  1. ^ Pranab K. Sen, JP Keating, RL Mason: Pitman's measure of closeness: A comparison of statistical estimators . SIAM, Philadelphia 1993.

Web links

personal data
SURNAME Pitman, Edwin James George
BRIEF DESCRIPTION Australian mathematician
DATE OF BIRTH October 29, 1897
PLACE OF BIRTH Melbourne
DATE OF DEATH July 21, 1993