‘Student’ and Small-Sample Theory
E. L. Lehmann
Abstract The paper discusses the contributions Student (W. S. Gosset) made to the three stages in which small-sample methodology was established in the period 1908–1033: (i) the distributions of the test-statistics under the assumption of normality; (ii) the robustness of these distributions against non-normality; (iii) the optimal choice of test statistics. The conclusions are based on a careful reading of the correspondence of Gosset with Fisher and E. S. Pearson.
Keywords and phrases: History of statistics, “exact” distribution theory, assumption of normality, robustness, hypothesis testing, Neyman–Pearson the- ory.