Sunday, July 23, 2017

On the Origin of "Frequentist" Statistics

Efron and Hastie note that the "frequentist" term "seems to have been suggested by Neyman as a statistical analogue of Richard von Mises' frequentist theory of probability, the connection being made explicit in his 1977 paper, 'Frequentist Probability and Frequentist Statistics'".  It strikes me that I may have always subconsciously assumed that the term originated with one or another Bayesian, in an attempt to steer toward something more neutral than "classical", which could be interpreted as "canonical" or "foundational" or "the first and best".  Quite fascinating that the ultimate "classical" statistician, Neyman, seems to have initiated the switch to "frequentist".