Studies in the History of Probability and Statistics. XX Some early correspondence between W. S. Gosset, R. A. Fisher and Karl Pearson, with notes and comments

Letters or extracts from letters which passed between W. S. Gosset, R. A. Fisher and Karl Pearson during the years 1912-20 are reproduced. They throw light on the start of Fisher's statistical career. In the notes accompanying the correspondence, attention is drawn to the problems in estimation and significance testing which were brought to the front at that date by the unusual character of the sampling distribution of the correlation coefficient. An early disagreement between Pearson and Fisher on estimation through minimizing %2 and maximizing likelihood is covered.

[1]  R. Fisher.  A mathematical Examination of the Methods of determining the Accuracy of Observation by the Mean Error, and by the Mean Square Error , 1920 .

[2]  R. Fisher.  XV.—The Correlation between Relatives on the Supposition of Mendelian Inheritance. , 1919, Transactions of the Royal Society of Edinburgh.

[3]  H. E. Soper.  On the Probable Error of the Correlation Coefficient to a Second Approximation , 1913 .

[4]  R. Fisher.  001: On an Absolute Criterion for Fitting Frequency Curves. , 1912 .

[5]  F. Yates,et al.  Ronald Aylmer Fisher, 1890-1962 , 1963, Biographical Memoirs of Fellows of the Royal Society.

[6]  K. Smith.  ON THE ‘BEST’ VALUES OF THE CONSTANTS IN FREQUENCY DISTRIBUTIONS , 1916 .

[7]  P. Mahalanobis.  Professor Ronald Aylmer Fisher , 1964 .

[8]  Student,et al.  THE PROBABLE ERROR OF A MEAN , 1908 .

[9]  R. Fisher.  FREQUENCY DISTRIBUTION OF THE VALUES OF THE CORRELATION COEFFIENTS IN SAMPLES FROM AN INDEFINITELY LARGE POPU;ATION , 1915 .

[10]  Karl Pearson,et al.  ON THE DISTRIBUTION OF THE CORRELATION COEFFICIENT IN SMALL SAMPLES. APPENDIX II TO THE PAPERS OF “STUDENT” AND R. A. FISHER. A COOPERATIVE STUDY , 1917 .

[11]  R. Fisher.  014: On the "Probable Error" of a Coefficient of Correlation Deduced from a Small Sample. , 1921 .

[12]  F. David,et al.  Tables of the Ordinates and Probability Integral of the Distribution of the Correlation Coefficient in Small Samples , 1938 .

[13]  P. R. Rider,et al.  ON THE DISTRIBUTION OF THE CORRELATION COEFFICIENT IN SMALL SAMPLES , 1932 .

[14]  E. S. Pearson.  "Student" as Statistician , 1939 .

[15]  Student.  Probable Error of a Correlation Coefficient , 1908 .

[16]  W. B. Mercer,et al.  The Experimental Error of Field Trials , 1911, The Journal of Agricultural Science.