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R. A. Fisher: how an outsider revolutionized statistics

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level 1

Its like "Jesus: how an outsider revolutionized Christianity"

level 1
16 points · 6 years ago · edited 6 years ago

The linked blog is nonsense. Fisher singlehandly invented what is now considered academic statistics. He gave the mathematical derivation of the t distribution (after Gosset figured it out by curve fitting) and the F distribution. He invented likelihood, maximum likelihood, Fisher information, consistency, and efficiency. He was the first to use estimators (MLE) that were not an explicit function of the data (were found by maximization instead and had no closed form expression as a function of the data). Perusing his papers, you find he was the first in many areas. For example, the "bandwagon of the aughts" is mostly about regression and classification, and Fisher created the modern versions of these problems (regression with t and F) and classification (Fisher's linear discriminant analysis), although, admittedly, Fisher did not think of regularization. Savage's paper On Rereading R. A. Fisher gives the case that he more or less invented mathematical statistics as we know it today. For example, the whole idea that the point of statistical inference is to estimate parameters in statistical models is mostly due to Fisher. He didn't just introduce a lot of new ideas and methods, he fundamentally changed what the world thinks statistics is.

tl;dr. Of course he was an "outsider" because statistics didn't really exist as a subject until he created it.

Edit: He was an "outsider" in another sense. He never, even after he got very famous, held a chair in "statistics" because he was even more famous as the co-creator (with Wright and Haldane) of population genetics which unified and mathematized Darwin's theory of evolution and Mendelian genetics. Fisher wrote around 125 statistics papers and around 500 genetics papers. So he almost singlehandledly created mathematical statistics as we know it and also as part of "Fisher, Wright, and Haldane" created mathematical genetics as we know it. One of the most amazing minds of the twentieth century.

level 2
2 points · 6 years ago

He also invented modern experimental design, which I think you missed (and, to put in perspective, would have on its own been an enormous historical achievement).

level 3
3 points · 6 years ago

I didn't miss it. I know that story well and didn't recount it because the post was already long enough.

Fisher did more than invent modern experimental design. He also created that notion by writing a book titled Design of Experiments. Before that book people interested in statistics (who were not yet "statisticians" because "statistics" as a dicipline didn't exist yet) had never thought of experimental design as part of statistics. After that book they did. This is interesting because most aspects of the design of a good scientific experiment are outside of the purview of statistics and statisticians (even today) have nothing useful to say on the subject. So the subject is misnamed (due to the title of Fisher's book). AFAIK Fisher didn't contribute to the literature on optimal design.

More interesting to me is that Fisher and Wright invented random effects models in genetics: Fisher (1918) was the paper that started the reconcilliation of Mendelian genetics and Darwin's theory of evolution and lead to a huge literature on what is now called quantiative genetics and Wright's invention of what he called path analysis also published in 1918 lead to the areas now called "structural equation models" and "causal inference". All of this was in the genetics literature and before statistics became a dicipline. Later Fisher incorporated analysis of variance (ANOVA) and random effects models in his book Design of Experiments thus bringing this material to the attention of statisticians.

But you are right that Fisher did enough to make 10 or 20 people giants in their fields.

level 4
1 point · 6 years ago

Thanks for filling in those details -- I was sure you knew about his contributions, just wanted to mention it because you'd focused on his contributions to mathematical statistics and genetics.

level 2

Thanks for the info and links!

level 2

I don't think it's nonsense necessarily though, I found it to be a pretty interesting little set of stories and facts that give me a better idea of who Fisher was and how he was received etc. so I would say it's at the least an objective recount given by an apparently credible source. Not informative to the extent you've shared but still nice to see posted.

level 1

I'm not sure how he's the "ultimate outsider" because he studied math and statistical mechanics. Statistics didn't exist as an academic discipline at the time, so math and statistical mechanics was about as close as you could possible have gotten. Fisher was an insider, not an outsider.

For comparison, Gosset studied chemistry and math, and Pearson studied math, physics, and metaphysics.

level 1
-5 points · 6 years ago(0 children)
level 2
6 points · 6 years ago

it's not a race

level 3

Bromskloss is a little fanatical about Bayesian statistics. The other day he was complaining about Andrew Gelman not being a true Bayesian.

level 4
1 point · 6 years ago

Sounds more like a frequentist troll to me.

level 4

I see I have you flagged as friend, so be careful. Everything you say about me must clearly apply to you as well then. We're crazy and fanatical about this together, right? Right? :p

I have come to be convinced that the Bayesian view is the correct one. Therefore it nags me when people are doing things wrong. On the other hand, that opens opportunities to outperform them!

Btw, I most certainly pushed the friend button on you because you expressed a Bayesian sentiment.

Some day I'm going to collect evidence and make a case for why I think Gelman deviates from the straight-and-narrow Bayesian way. (Or it might turn out I have to change my mind.) Cheers!

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