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This paper tries to tell the story of the general linear model, which saw the light of day 200 years ago, and the assumptions underlying it. We distinguish three principal stages (ignoring earlier more isolated instances). The model was…
It will not be an exaggeration to say that R A Fisher is the Albert Einstein of Statistics. He pioneered almost all the main branches of statistics, but it is not as well known that he opened the area of Directional Statistics with his 1953…
In 1866 Gregor Mendel published a seminal paper containing the foundations of modern genetics. In 1936 Ronald Fisher published a statistical analysis of Mendel's data concluding that "the data of most, if not all, of the experiments have…
Several authors, including the American Statistician (ASA), have noted the challenges facing statisticians when attacking large, complex, unstructured problems, as opposed to well-defined textbook problems. Clearly, the standard paradigm of…
We conduct a review of the fiducial approach to statistical inference, following its journey from its initiation by R. A. Fisher, through various problems and criticisms, on to its general neglect, and then to its more recent resurgence.…
Fisher (1934) argued that certain ancillary statistics form a relevant subset, a subset of the sample space on which inference should be restricted, and showed that conditioning on their observed value reduces the dimension of the data…
Causal inference, as a major research area in statistics and data science, plays a central role across diverse fields such as medicine, economics, education, and the social sciences. Design-based causal inference begins with randomized…
Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution and detailed analyses of how models learn from data. In recent years, conformal prediction has…
Modern statistical software and machine learning libraries are enabling semi-automated statistical inference. Within this context, it appears easier and easier to try and fit many models to the data at hand, reversing thereby the Fisherian…
Statistical inference as a formal scientific method to covert experience to knowledge has proven to be elusively difficult. While frequentist and Bayesian methodologies have been accepted in the contemporary era as two dominant schools of…
Statistical analysis is an important tool to distinguish systematic from chance findings. Current statistical analyses rely on distributional assumptions reflecting the structure of some underlying model, which if not met lead to problems…
We present a basis for studying questions of cause and effect in statistics which subsumes and reconciles the models proposed by Pearl, Robins, Rubin and others, and which, as far as mathematical notions and notation are concerned, is…
Traditional statistical inference considers relatively small data sets and the corresponding theoretical analysis focuses on the asymptotic behavior of a statistical estimator when the number of samples approaches infinity. However, many…
We consider basic conceptual questions concerning the relationship between statistical estimation and causal inference. Firstly, we show how to translate causal inference problems into an abstract statistical formalism without requiring any…
In this paper we present a discussion of the basic aspects of the well-known problem of prediction and inference in physics, with specific attention to the role of models, the use of data and the application of recent developments in…
Sufficiency, Conditionality and Invariance are basic principles of statistical inference. Current mathematical statistics courses do not devote much teaching time to these classical principles, and even ignore the latter two, in order to…
Consider a researcher estimating the parameters of a regression function based on data for all 50 states in the United States or on data for all visits to a website. What is the interpretation of the estimated parameters and the standard…
The problem of statistical inference in its various forms has been the subject of decades-long extensive research. Most of the effort has been focused on characterizing the behavior as a function of the number of available samples, with far…
This paper tackles challenges in pricing and revenue projections due to consumer uncertainty. We propose a novel data-based approach for firms facing unknown consumer type distributions. Unlike existing methods, we assume firms only observe…
Beginning with a discussion of R. A. Fisher's early written remarks that relate to dimension reduction, this article revisits principal components as a reductive method in regression, develops several model-based extensions and ends with…