Edwin James George Pitman
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
- ^ Pranab K. Sen, JP Keating, RL Mason: Pitman's measure of closeness: A comparison of statistical estimators . SIAM, Philadelphia 1993.
Web links
- Evan J. Williams: Edwin James George Pitman 1897-1993 . (from the Australian Science Archives Project) In: Historical Records of Australian Science . 10, No. 2, 1994.
- P. Sprent: EJG Pitman, 1897-1993 . In: Journal of the Royal Statistical Society, Series A. . 157, No. 1, August, pp. 153-154. JSTOR 2983511 .
personal data | |
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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 |