Monday, September 13, 2010

Lucièn Le Cam: an honest man

He spent his life studying likelihood asymptotics, but read what he wrote in the first pages of his book:


Of course nobody has been able to prove that maximum likelihood estimates are
‘‘best’’ under all circumstances. The lack of any such proof is not sufficient by itself
to invalidate Fisher’s claims.


This is a man to respect because his view is not biased.

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