Probability Theory and Mathematical Statistics

There are two kinds of statistics, the kind you look up and the kind you make up.

Although its evolution in the United States differed markedly from that of applied mathematics, statistics, too, benefited from the presence of the emigres and from the overall war effort. After a protracted period of professional differentiation from the social scientists and from the social sciences, mathematical statisticians had formed their own society, the Institute of Mathematical Statistics (IMS), in 1935. By 1938, the IMS had also taken over responsibility for the Annals of Mathematical Statistics, a journal that had been founded in 1929 to serve the needs of the more mathematically and theoretically inclined statistical practitioners. Thus, when refugees like Neyman, William Feller, Mark Kac, and Abraham Wald took up positions in the United States at Berkeley, Brown, Cornell, and Columbia, respectively, they were able to participate in a young, but viable, community of mathematical statisticians.

Philosophical theories or ideas, as points of view, instruments of criticism, may help us to gather up what might otherwise pass unregarded by us. “Philosophy is the microscope of thought.” The theory or idea or system which requires of us the sacrifice of any part of this experience, in consideration of some interest into which we cannot enter, or some abstract theory we have not identified with ourselves, or what is only conventional, has no real claim upon us.