Sigma Series in Stochastics, Volume 1, 3--22|
Heldermann Verlag 2004
Some Personal Reflections on the History and State of Statistical Science
The George Washington University, Washington D.C., U.S.A.
This paper gives a personal account on the development of probability theory and statistics since the time of Laplace to the presence. The classical and the Bayesian approach in statistics are characterized, different interpretations of probability are analyzed and the Neyman-Pearson approach is compared with the Bayes approach. Finally, an attempt is made to describe statistics by describing what statisticians do. This leads to the breakthroughs in statistics which are listed and briefly evaluated.