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This month marks the 100th anniversary of the appearance of William Sealey Gosset's celebrated article, “The Probable Error of a Mean” (Student 1908a). Gosset's elegant result represented the first in a series of exact, “small-sample” results that were developed by Gosset, Fisher, and others to form a central component of the modern theory of statistical inference. This review celebrates the centenary of Gosset's article by discussing both its background and its impact on statistical theory and practice.
S. L. Zabell (Sat,) studied this question.