The New Palgrave Dictionary of Economics

2018 Edition
| Editors: Macmillan Publishers Ltd

Edgeworth as a Statistician

  • Stephen M. Stigler
Reference work entry


Francis Edgeworth was the leading theorist of mathematical statistics of the latter half of the 19th century, though his influence was diminished by the difficulty of his exposition. He is most frequently remembered today for his work on the Edgeworth Series, but in fact he touched on nearly every sphere of modern statistics, from the analysis of variance to stochastic models, to multivariate analysis, to the asymptotic theory of maximum likelihood estimates, to inventory theory. In some areas such as correlation, his work was decisive in the development of all that followed.

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© Macmillan Publishers Ltd. 2018

Authors and Affiliations

  • Stephen M. Stigler
    • 1
  1. 1.