Tuesday, August 21, 2012

Interview With George Judge

The journal, Econometric Theory, has a long-standing tradition of publishing excellent interviews with econometricians (and some statisticians) who have made seminal contributions to our discipline over the years.

This has always struck me as a particularly worthwhile service to the econometrics community, and I often encourage my grad. students to read these interviews.

In an ET Interview that will be appearing shortly, Anil Bera talks to George Judge. Anil has made a copy of the interview available here, and I think that it will be of considerable interest to many readers.

© 2012, David E. Giles

Whose F Distribution Was It?

We use the F-distribution all of the time in our econometric work. But why is it called the "F" distribution?

A lot of students guess that the name is related to the great statistician, Sir Ronald A. Fisher. They're partly right. However, the occasionally encountered term, "Fisher's F Distribution" is somewhat misleading. The alternative terms, "Snedecor's F distribution" or the "Fisher-Snedecor Distribution" offer more accurate information.

Personally, I prefer to call it "Snedecor's F" - after George W. Snedecor. Here's why.