Neyman [Paperback]

Constance Reid is a biographer who has specialized writing about the lives of mathematicians, statisticians and scientists. Besides Neyman's book she wrote one about Courant.

Neyman had a very interesting life, from his early years in Europe where he grew up and did his fundamental work on mathematical statistics particularly the Neyman-Pearson theory fo hypothesis testing. Neyman met controversy head on as he like Karl Pearson before him had lively debates with Fisher as to what constitutes a test of significance. Neyman's approach was what is now called the frequentist approach which draws inference on the basis of what would happen by repeated sampling from an underlying probability distribution (the sampling distribution). Fisher on the other hand thought that what happens in other possible samples is irrelevant and that inference should be based solely on the data at hand. This led to what he called fiducial theory. Although during Fisher's lifetime the debate on this raged, the fiducial theory has largely been discredited. Differences in inference between the two approaches often did not occur and it wasn't until Neyman discovered the difference in results when nuisance parameters were involved, starting with the famous Behrens-Fisher problem of estimating the difference between the means of two normal distributions when the variances are unknown but must be assumed to be unequal.

Besides his fundamental contributions, Neyman immigrated to the United States and founded the Statistics Department at the University of California. He turned Berkeley into a hotbed for statistics and created one of the top statistics departments in the world, rivaled by its neighbor across the San Francsico Bay Leland Stnaford Junior University. In his 80s Neyman was as vibrant and productive as ever and was able to fubction this way due to the nursing help of his colleague and Berkeley Professor Elizabeth Scott. Reid emphasizes the last three years of Neyman's life when she interviewed him and followed him around.

I was a graduate student a Stanford during the period from 1974-1978. Each year Stanford and Berkeley would hold joint symposia that were commonly attended by the fraduate students and faculty from both schools, When the lectures were in Berkeley they were always followed by a dinner for the speaker at a nice Berkeley restaurant. It was on these occasions that I became acquainted with Neyman, Scott, Freedman, Bickel, LeCam, Blackwell and Lehmann. These were some of the top names in statistics at the time. Over at Stanford we had our own set of famous names with Efron, Miller, Moses, Diaconis, Olkin, Siegmund and Stein.

The strong academic and social nature of Jerzy Neyman and the Berkeley group that I personally expereinced is very well portrayed by Constance Reid in this fine biography. Technical details about statistical matters are kept out of the book. So this book can be enjoyed by people without much mathematical or statistical knowledge.

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