EJG Pitman’s Notes on Non-Parametric Statistical Inference

Nigel Smeeton writes:

I see from the old online post, “The greatest works of statistics never published,” that there is interest in EJG Pitman’s Notes on Non-Parametric Statistical Inference.

Working from a poor online scan of the Notes, EJG Pitman’s early papers, and with the assistance of Jim Pitman and a US librarian, I have been able to resurrect the document and create a pdf file, now included in the Mimeo Series held by the North Carolina State University library.

Here it is.

I took a quick look and I’d say it’s more of historical interest than anything else. It’s all about hypothesis testing (sample bits: “We may have to decide from samples whether the distributions of two chance variables X and Y are the same or different” and “The question we wish to decide is ‘Is the mean of the population zero or not? Does the mean of the sample differ significantly from zero?'”), which I guess was what academic statisticians were mostly concerned with back in 1949.

Still, historical interest isn’t nothing, so I’m sharing it here. Enjoy.