I wish to place before you this evening an proposition, namely, that Mathematical Statistics began in 1933. There are two reasons I describe this as an unusual proposition: first, it is because of its precision in specifying a single yearclaims in intellectual history are seldom so specific; and second, I expect you will be surprised by the lateness of the year I give, 1933. Indeed, some of you with a knowledge of the history of statistics may think this proposition is absurd, that it cannot be true. You might argue, after all, that many of the most important intellectual landmarks of our subject, such as the Gauss-Markov theorem and the central, limit theorem-or even the Cauchy distribution (which raises havoc with both of these)-date back to more than a century before 1933 (Stigler, 1986). And I admit that if my proposition is stated so baldly, it is an absurd claim, so let me qualify it somewhat. First, in placing the birth of Mathematical Statistics in 1933, I mean this only as a point estimate-to be more accurate, I should place a confidence interval around that date, or a credibility interval, depending upon your statistical persuasion. But the interval would not be a large one, so I shall speak of 1933 without emphasizing its imprecision. And second, and more important, I do not refer to the birth of all the concepts that make up modern Mathematical Statistics as we now know it. I could not mean that-some of these go back centuries, and we are still in a stage of exhilarating development. In that sense Mathematical Statistics is not even fully born yet! I refer instead to the birth of Mathematical Statistics as a separate field of study, as a set of goals and standards, of problems and techniques that were no longer simply a subset of those of the communities of mathematicians or statisticians generally. In short, the birth of Mathematical Statistics as a discipline. Now, even with this qualification-that I am speaking of Mathematical Statistics as a distinct field, as a set of shared pursuits of a group of
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Stephen M. Stigler (1996) studied this question.