E. J. G. Pitman

Edwin James George Pitman ( born October 29, 1897 in Melbourne, † July 21, 1993 ) was an Australian mathematician, who made an important contribution to the development of statistics and probability theory in the 20th century. In particular, he is known as the inventor of Pitman permutation tests, the " Pitman Closeness Criterion " and the asymptotic relative efficiency of statistical tests.

Life and work

Pitman was born on 29 October 1897 in Melbourne and attended the University of Melbourne, specifically the Ormond College, from which he graduated with great success. In 1926 he became professor of mathematics at the University of Tasmania, a position which he held until his retirement in 1962. He was a founding member and second president of the Australian Mathematical Society. In addition, he was active in the Statistical Society of Australia, which named in honor in 1978, the Pitman medal. His work for Pitmanschen measure of closeness (or Pitman - closeness ) via the exponential families of probability distributions has been studied since the 1980s by CR Rao, Pranab K. Sen and others.

The Pitman - Koopman - Darmois theorem states that only probability distributions of exponential distributions provide a sufficient statistic whose dimension remains restricted with increasing sample size.

Trivia

  • For " the sum of the squares of the deviations from the mean " Pitman invented the term squariance and for the " logarithm of the likelihood function " (short log-likelihood ) he recommended loglihood the name. However, both names translated not.

Works (selection)

  • Sufficient statistics and intrinsic accuracy, Proc. Camb. Phil Soc. 32 (1936 ), 567-579.
  • The "closest " estimates of statistical parameters. Proc. Cambridge Phil Soc. 33 (1937 ), 212-222.
  • Significance tests Which 'may be Applied to samples from any populations. Suppl.J. R. Statist. Soc. 4, (1937 ), 119-130.
  • Significance tests Which 'may be Applied to samples from any populations. II The correlation coefficient test. Suppl J. R. Statist. Soc. 4, (1937 ), 225-232.
  • Significance tests Which 'may be Applied to samples from any populations. III. The analysis of variance test. Biometrika 29 (1938 ), 322-335.
  • The estimation of the location and scale parameters of a continuous population of any givenName shape, Biometrika 30 (1939 ) 391-421.
  • Tests of hypotheses Concerning location and scale parameters. Biometrika 31 (1939 ) 200-215.
  • Statistics and science. J. Amer. Statist. Assoc. 25, (1957), 322-330.
  • Some remarks on statistical inference. Proc. Int. Res Seminar, Berkeley ( Bernoulli - Bayes -Laplace Anniversary Volume), (1965 ), 209-216. New York: Springer -Verlag.

Autobiography

Pitman gave a chapter entitled " Reminiscences of a mathematician who strayed into statistics" ( Memoirs of a mathematician who has lost in the statistics), to the book of

  • Joseph M. Gani (ed. ) ( 1982) The Making of Statisticians, New York: Springer -Verlag. ISBN 0-387-90684-3.
Exponential family C. R. Rao
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