Stephen M. Stigler

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At a superficial level, the idea of maximum likelihood must be prehistoric: early hunters and gatherers may not have used the words " method of maximum likelihood " to describe their choice of where and how to hunt and gather, but it is hard to believe they would have been surprised if their method had been described in those terms. It seems a simple, even(More)
A nonparametric test that has been used to conclude that extinction rates are periodic with a period of 26 million years is shown to be substantially biased toward this conclusion, regardless of whether or not the data are periodic in origin (and, indeed, regardless of the actual period if they are in fact periodic). The test is shown to be sensitive to(More)
In 1693, Isaac Newton answered a query from Samuel Pepys about a problem involving dice. Newton's analysis is discussed and attention is drawn to an error he made. Samuel Pepys wrote a letter to Isaac Newton posing a problem in probability. Newton responded with three letters, first answering the question briefly, and then offering more information as Pepys(More)
That there has been a change in the area statisticians refer to as Robustness cannot be doubted. I could as one extreme example point to a recent book by my University of Chicago colleague, econometrician Lars Peter Hansen and his co‐author Thomas Sargent. Its title is Robustness and it has a striking cover.
Some purely methodological comments are made on the pitfalls and difficulties in making causal inferences from observational data, including in studies of disparity in medicine. The ideas of spurious correlation and measurement error are discussed with an eye towards their impact upon inferences about causality, and cautions are offered about over-reliance(More)