List of important publications in statistics
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Probability
Théorie analytique des probabilités
- Author: Pierre-Simon Laplace
- Publication data: 1820 (3rd ed.)
- Online version: ?
- Description: Attacks the roots of least squares and interpolation techniques, bringing back techniques from a century before that were long forgotten, studies the influence of median and skewness in regression analysis (even thought it wasn't called that way in the time). Inspired the field of robust regression, proposed the Laplace distribution and was the first to seriously criticize Carl Friedrich Gauss work on statistics.
- Importance: Topic creator, Breakthrough, Influence
- Author: Abraham de Moivre
- Publication data: 1738 (2nd ed.)
- Online version: ?
- Description: The book introduced the concept of normal distributions as approximations to binomial distributions. In effect, de Moivre proved a weak version of the central limit theorem. Sometimes his result is called the theorem of de Moivre-Laplace.
- Importance: Topic creator, Breakthrough, Influence
Foundations of the Theory of Probability
- Author: Andrey Kolmogorov
- Publication data: 1933 as "Grundbegriffe der Wahrscheinlichkeitsrechnung"
- Online version: http://www.kolmogorov.com/Foundations.html
- Description: The foundation of modern probability theory.
- Importance: Breakthrough
Bayesian statistics
An Essay Toward Solving a Problem in the Doctrine of Chances
- Author: Thomas Bayes
- Publication data: 1764
- Online version: [1] (PostScript file); [2] (PDF file)
- Description: In this paper Bayes addresses the problem of using a sequence of identical "trials" to determine the per-trial probability of "success" — the so-called inverse probability problem. It later inspired the theorem that bears his name (Bayes' theorem). See also Pierre Simon de Laplace.
- Importance: Topic creator, Breakthrough, Influence
Treatise on Probability
- Author: J.M. Keynes
- Publication data: London, Macmillan, 1921.
- Description: Early statement of probability as a subjective measure of degree of belief. Keynes is better-known for his contributions to Economics, but this erudite book shows him to be a polymath.
- Importance:
Probability, Induction and Statistics
- Author: Bruno de Finetti
- Publication data: New York: John Wiley & Sons, Inc., 1972.
- Description A collection of de Finetti's essays on subjective probability.
- Importance:
Theory of Probability
- Author: Bruno de Finetti
- Publication data: Two volumes, A.F.M. Smith and A. Machi (trs.), New York: John Wiley & Sons, Inc., 1974, 1975.
- Description The first detailed statement of the operational subjective position, dating from the author's research in the 1920s and 30s.
- Importance: A classic.
Operational Subjective Statistical Methods
- Author: Frank Lad
- Publication data: New York: John Wiley & Sons, Inc., 1996, 484pp.
- Description: Comprehensive; subtitled "A Mathematical, Philosophical, and Historical Introduction", but probably not for the general reader.
- Importance: A fairly exhaustive statement of the operational position, following on from the earlier work by Bruno de Finetti.
Bayesian Theory
- Author: Bernardo & Smith
- Publication data: 2002?
- Description: An up to date guide to modern Bayesian theory.
- Importance:
Introduction to Bayesian Inference and Decision, 2nd Edition
- Author: Robert L Winkler
- Publication data: Gainesville: Probabilistic Publishing, 2003, 450pp.
- Description: Updated version of Winkler's classic textbook which was initially published in 1972.
- Importance: Graduate level introduction to Bayesian inference.
Applied statistics
Applied Statistics and Probability for Engineers, 3rd edition, Douglas C. Montgomery and George C. Runger, John Wiley & Sons Inc, 2003. A good introduction to this topic.
Modern Applied Statistics with S (Fourth Edition), W. N. Venables and B.D. Ripley, Springer, 2002.
Analysis of variance
Extreme value theory
An introduction to statistical modeling of extreme values / Stuart Coles /Published: London : Springer, c2001 / ISBN 1-85233-459-2
Embrechts, P., C. Klüppelberg, and T. Mikosch (1997) Modelling extremal events for insurance and finance. Berlin: Spring Verlag
Extreme Values in Finance, Telecommunications, and the Environment edited by Barbel Finkenstadt, Holger Rootzen - 2004
Regression analysis
SOKAL, R.R.; ROHLF, F.J. (1995) Biometry. 3th ed. New York: W.H. Freeman and Company. 870 p.
Regression analysis by example
- Author: Samprit Chatterjee, Ali S. Hadi, Bertram Price
- Publication data: 2000 John Wiley
- Online version: ?
- Description: A good non-technical introduction, with many examples.
- Importance: Introduction
Regression modelling strategies
- Author: Frank E. Harrell
- Publication data: 2006 Springer
- Online version: ?
- Description: A practical guide to a wide variety of regrssion modeling problems
- Importance: Introduction
Multivariate Analysis
- KV Mardia, JT Kent, and JM Bibby (1979). "Multivariate Analysis. Academic Press,".[3]
- Authors: KV Mardia, JT Kent and JM Bibby
- Publication data: 1979, Academic Press
- Online version: ?
- Description: A good non-technical introduction, with many examples.
- Importance: Still in use after nearly 30 years!
Statistical phenomena
Statistical learning theory
On the uniform convergence of relative frequencies of events to their probabilities
- V. Vapnik, A. Chervonenkis
- Theory of Probability and its Applications, 16(2):264--280, 1971
Description: Computational learning theory, VC theory, statistical uniform convergence and the VC dimension.
Importance: Breakthrough, Influence
See also
Acknowledgement and Attribution Regarding Sources of Content
Some of the initial content on this page may be incorporated in part from copyleft sources in the public domain including wikis such as Wikipedia and AskDrWiki. Drug information for patients came from the The National Library of Medicine. Infectious disease information may have come from the Centers for Disease Control (CDC). Differential Diagnoses are drawn from clinicians as well as an amalgamation of 3 sources: 1.The Disease Database; 2. Kahan, Scott, Smith, Ellen G. In A Page: Signs and Symptoms. Malden, Massachusetts: Blackwell Publishing, 2004:3; 3. Sailer, Christian, Wasner, Susanne. Differential Diagnosis Pocket. Hermosa Beach, CA: Borm Bruckmeir Publishing LLC, 2002:7 .
