Biographical Memoirs Volume 63 (1994) / Chapter Skim
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16. Jerzy Neyman
16. Jerzy Neyman
Pages 394-421
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From page 395... ...
in addition to his scientific work, Neyman was a far-seeing and highly efficient administrator who in the decade 194555 created in Berkeley a substantial Department of Statistics of international stature. Starting in 1945 he also established a Berkeley series of Symposia on Mathematical Statistics and Probability, meeting at five-year intervals, which for the next twenty-five years became the principal series of international meetings in statistics.
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One of his mentors at Kharkov was Serge Bernstein who lectured on probability theory and statistics (including application of the latter to agriculture) , subjects that stick not particularly interest Neyman.
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In Warsaw he established contact with Sierpinski, one of the founders of the journal Fundamenta Mathematicae, which publishecl one of Neyman's gold medal results (1923, vol.
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"I felt that this was real mathematics worth studying" he wrote later,' "and, were it not for Egon Pearson, T would have probably driftecI to my earlier passion for sets, measure and integration, ant! returned to Poland as a faithful member of the Warsaw school and a steady contributor to Fundamenta Mathematicae."
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From page 399... ...
Trying to finch a unifying, logical basis that would lead systematically to the various statistical tests that had been proposed by Student and Fisher was a "big problem" of the kind for which he had hoped since his student clays with Bernstein. In 1933 Karl Pearson retired from his chair at University College, London, and his position was divided between R
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From page 400... ...
They publishecl their results in 1928 in a funclamental two-part paper, "On the Use and Interpretation of Certain Test Criteria for Purposes of Statistical Inference." The paper contained many of the basic concepts of what was to become the Neyman-Pearson Theory of Hypothesis Testing, such as the two types of error, the idea of power, and the ctistinction between simple and composite hypotheses. Although Pearson felt that the likelihood ratio provicled the unified approach for which he hac!
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From page 401... ...
. He reassured Pearson that in all cases he had examined so far this logically convincing test coincided with the likelihood ratio test.
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An elaboration of work on survey sampling he had done earlier for the Warsaw Institute for Social Problems, it was directed toward bringing clarity into a somewhat muddled discussion about the relative merits of two different sampling methods. His treatment, described by Fisher as "luminous," introduced many important concepts and results and may be said to have initiated the modern theory of survey sampling.
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then being editecl bY ~ 1 1 Egon Pearson, but to his great disappointment Pearson rejected it as too long and too mathematical. Neyman's approach was based on the idea of obtaining confidence sets S(X)
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From page 404... ...
referred to the relationship of his confidence intervals to Fisher's fiducial limits, which appeared to give the same results, although derived from a somewhat different point of view. In the discussion of the paper, Fisher welcomed Neyman as an ally in the effort to free statistics from unwarranted Bayesian assumptions.
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Stardng with whatever known about the distribution of the observable variables X, we deduce the general hem of the Icons ~X)
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MOVING TO AMERICA By 1937 Neyman's work was becoming known not only in England and Poland but also in other parts of Europe and in America. He gave an invited talk about the theory of estimation at the International Congress of Probability in 1937 in Geneva, and in the spring of 1937 he spent six weeks in the United States on a lecture tour organized by S
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An attractive aspect of the Berkeley offer was the nonexistence there of any systematic program in statistics, so that he would be free to follow his own ideas. What finally tipped the balance in favor of Berkeley was the threat of war in Europe.
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Although these involves! major vested interests, Neyman gradually concentrated the teaching of statistics within his program, at least at the lower division level.
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did much to establish Berkeley as a major statistical center. The spectacular growth Neyman achieved for his group required a constant struggle with various ac3 ministrative authorities, including those of the Mathematics Department.
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that maximum likelihood estimates may cease to be consistent if the number of nuisance parameters tends to infinity with increasing sample size. Also, to simplify maximum likelihood computations, which in applications frequently became very cumbersome, he developed linearized, asymptotically equivalent methods—his BAN (best asymptotically normal)
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From page 411... ...
The latter he describes as "a set of reasonable assumptions regarding the mechanism of the phenomena studiecl," while the former "by contrast consist of the selection of a relatively ad hoc family of functions, not deduced from underlying assumptions, and inclexed by a set of parameters" ("Stochastic Moclels and Their Application to Social Phenomena," coauthored by W Kruskal and presented at a joint session of the IMS, ASA, and the American Sociological Society, Sept.
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From page 412... ...
When he developed an interest in carcinogenesis, he spent three months at the National Institutes of Health to learn more about the biological background of the problem. Neyman summarized his own attitude toward this kind of research in the closing sentence of his paper, "A Glance of My Personal Experiences in the Process of Research" (in Scientists at Work, Almquist and Wicksell, Uppsala, Sweden, 19701: "The elements that are common .
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Neyman is recognized as one of the founclers of the moclern theory of statistics, whose work on hypothesis testing, confidence intervals, anct survey sampling has revolutionized
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Neyman was completely and enthusiastically declicatect to his work, which filled his life—there was no time for hobbies. Work, however, included not only research and teaching but also their social aspects, such as traveling to meetings and organizing conferences.
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(J J giving credit and cloing more than his share in colIaboration, en cl extencling his help (including financial assistance out of his own pocket) to anyone who needed it.
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Royal Statistical Society Guy Medal in Gold 1969 U.S. National Medal of Science 1973 Copernicus Society of America, Medal and Award .,
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Department of Agriculture, Washington, D.C., 1952~. The following partial list provides a more detailed view of his major theoretical contributions.
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Neyman's position regarding the role of statistics in science can be obtained from the following more philosophical and sometimes autobiographical articles. 1951 Foundation of the general theory of statistical estimation.
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, which is based on Neyman's own recollections (obtained during weekly meetings over a period of more than a year) and those of his colleagues and former students and on many original documents.
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In memoriam - Jerzy Neyman, 1894-1981.
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