Saturday, January 7, 2012

C. R. Rao

Earlier this year, Calyampudi Radhakrishna Rao received the Guy Medal in Gold, from the Royal Statistical Society. A statistician of world renown - indeed an icon in the profession - C. R. Rao is one of the last survivors of the "Golden Age of Statistics".

At the age of 91, and still enormously active, Rao's name is well-known to econometricians. Among other important contributions, we think of the Cramer-rao inequality, the Rao-Blackwell Theorem, and of course his "score test".

The latest issue of Significance magazine, a joint publication of the American Statistical Society and the Royal Statistical Society, contains an informative and fascinating account of Rao's life, times, and contributions.

I recommend this pieced to all current and aspiring econometricians.

© 2012, David E. Giles


  1. Really enjoying this blog! Can we get an RSS feed please?

  2. td: Thanks for the comment & suggestion. I've added an RSS feed subscription near the top of the right side-bar.