ENSAE Paris - École d'ingénieurs pour l'économie, la data science, la finance et l'actuariat

History and epistemology of Statistics

Objective

 

This course demonstrates the emergence of various statistical ideas and techniques, relocating them in the issues and disciplines in which they first appeared. It aims to cause students to reflect on the historical dimensions of the models and tools they have been taught, from the viewpoint of both formalisation techniques and the social processes for constructing statistics. It is organised in the form of two-hour presentations. It is validated by the presentation of dissertations prepared in groups of two.

Planning

  1. Introductory session -Origin of probability. Theory of measure in 18th-century natural science. The Laplace-Gauss summary.
  2. Construction of a discipline in the 19th century -Quetelet's social physics.
  3. Statistics and biometrics -Galton and Pearson. Correlation and regression.
  4. Inferential statistics before 1950- J.J. Droesbeke.
  5. Statistics institutions -International comparison. History of several major nomenclatures.
  6. History of surveys
  7. Statistics and economics- Conjuncture and conjecture.
  8. Prehistory of econometrics
  9. Oral presentation of dissertations by the students

 

References

ARMATTE M. (1995) Histoire du modèle linéaire. Formes et usages en économie et économétrie jusqu’en 1945. Thèse de doctorat - EHESS - Paris.  [pas en bibliothèque]
DESROSIERES A. (1993) La politique des grands nombres. Histoire de la raison Statistique, La Découverte, Paris [20 DES 00 A] et [20 DES 00 B].
DIDIER E. (2010) En quoi consiste l’Amérique. La Découverte, Paris.
HALD A. (1998) A History of Mathematical Statistics from 1750 to 1930, John Wiley, New York [21 HAL 01 A]
INSEE (1987)  Pour une histoire de la statistique, vol 1 et 2. [30 INS 00 C]
MORGAN M. (1990) The History of Econometric Ideas, Cambridge University Press [62 MOR 00 A]
STIGLER S. (1986) The History of Statistics. The measurement of uncertainty before 1900, Harvard University Press [30 STI 00 A]