26 October 2016

Statistical Wisdom: Harald Bohr Lecture by Stephen M. Stigler


The Department of Mathematical Sciences is proud to announce our next Harald Bohr Lecturer: Professor Stephen M. Stigler, University of Chicago. He will November 1st 2016 give a lecture titled “The Seven Pillars of Statistical Wisdom”.

Stephen M. StiglerStephen M. Stigler presents his lecture as follows:

"What are the big ideas that have not only proved their value but also identify the core of the field of statistics, differentiating it from mathematics and computer science? The talk will attempt to answer this question, while in passing presenting some new sidelights to the history of statistics."

The Harald Bohr Lecture takes place at H.C. Ørsted Instituttet, Auditorium 4, from 15:15 to 16:15. We serve tea, coffee, cakes and chocolates in the lunch room at fourth floor (04.4.19) at 14:45. 

Thirty years ago Steven Stigler published his book
The History of Statistics: The Measurement of Uncertainty before 1900 with Harvard University Press. It became a classic. Here are a few reviews:

“In this tour de force of careful scholarship, Stephen Stigler has laid bare the people, ideas, and events underlying the development of statistics… He has written an important and wonderful book… Sometimes Stigler’s prose is so evocative it is almost poetic.”

“Stigler’s book exhibits a rare combination of mastery of technical materials, sensitivity to conceptual milieu, and near exhaustive familiarity with primary sources. An exemplary study.”

“One is tempted to say that the history of statistics in the nineteenth century will be associated with the name Stigler.”

This is still the book that one should read, if one wishes upon an introductory, yet deep text on the history of statistics.

Steven M. Stigler was born in 1941 as the son of economist George Stigler. He got his Ph.D. in 1967 from the University of California, Berkeley, with a dissertation on ”linear functions of order statistics”, under the supervision of Lucien Le Cam. Stigler then taught at the University of Wisconsin-Madison until 1979, when he was appointed at the University of Chicago, where he is currently Ernest De Witt Burton Distinguished Service Professor. He is a member of the American Philosophical Society, and has been president of the Institute of Mathematical Statistics.

According to Stigler's homepage, his main reasearch area concerns ”the investigation of the history of the development of statistical methods, in relation to the problems in astronomy, geodesy, biology, medicine, social sciences, and psychology where they were developed”.

Besides his classical book History of Statistics, Stigler has also authored a large number of important articles on the history of statistics in the 18th, 19th and 20th centuries, in particular on Karl Pearson and Ronald Fisher. His last book, The Seven Pillars of Statistical Wisdom, published earlier this year, was received with great enthusiasm:

“Distilled from centuries of statistical research and garnished with wit, this masterfully prepared seven-course food for thought is a real treat for anyone who wants to reason with data, big or small.”

“Wonderful… Each of the seven pillars that Stigler, in his wisdom, has hewn from the past two centuries of statistical thought provides surprising insights.”

“This lively account of a radically counter-intuitive past at least encourages us to question big data’s reputation. Never entrust measurement to a monarch—or judgment to a computer.”

He is also known for Stigler’s law of eponymy which claims that ”No scientific discovery is named after its inventor”.

Jesper Lützen