R.A. Fisher and the making of maximum likelihood 1912-1922

1997/09/01 by John Aldrich · 8 citations
Decision Sciences · Mathematics · #Grey System Theory Applications #Fisher information #Maximum likelihood #Scoring algorithm #Likelihood principle #Statistics #Maximum likelihood sequence estimation #Mathematics #Econometrics #Restricted maximum likelihood #Marginal likelihood #Applied mathematics #Expectation–maximization algorithm #Computer science #Mathematical economics #Quasi-maximum likelihood

paper · pdf · doi:10.1214/ss/1030037906

openalex publication_date 1997/09/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23

Abstract

In 1922 R. A. Fisher introduced the method of maximum likelihood. He first presented the numerical procedure in 1912. This paper considers Fisher's changing justifications for the method, the concepts he developed around it (including likelihood, sufficiency, efficiency and information) and the approaches he discarded (including inverse probability).

Citations

• Theory of Statistical Estimation
• The Probable Error of a Mean
• NOTES ON THE HISTORY OF CORRELATION
• Studies in the History of Probability and Statistics. XXXII
• On the mathematical foundations of theoretical statistics
• The Goodness of Fit of Regression Formulae, and the Distribution of Regression Coefficients
• XV.—The Correlation between Relatives on the Supposition of Mendelian Inheritance.
• The History of Likelihood
• On the Theory of Correlation
• THE PROBABLE ERROR OF A MEAN

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• Incorporating a Deep Neural Network into Moving Horizon Estimation for Embedded Thermal Torque Derating of an Electric Machine
• How Likelihood and Identification went Bayesian
• Maximum likelihood estimation [wikipedia]