Stigler, Stephen M. (Author)
Summary. On September 10th, 1885, Francis Galton ushered in a new era of Statistical Enlightenment with an address to the British Association for the Advancement of Science in Aberdeen. In the process of solving a puzzle that had lain dormant in Darwin's Origin of Species, Galton introduced multivariate analysis and paved the way towards modern Bayesian statistics. The background to this work is recounted, including the recognition of a failed attempt by Galton in 1877 as providing the first use of a rejection sampling algorithm for the simulation of a posterior distribution, and the first appearance of a proper Bayesian analysis for the normal distribution.
...MoreDescription On Galton's 1885 address that “introduced multivariate analysis and paved the way towards modern Bayesian statistics.” (from the abstract)
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