The History of Statistical Terms

Do you ever wonder where those expressions that we use in econometrics come from? You know - terms such as "regression", "autocorrelation", and so on.

Most of them are, of course, borrowed from mathematical statistics. But when were they first used, and who first coined these names?

The  distingushed statistician Herbert David has written widely on various aspects of the history of statistics. One of his papers, "First (?) Occurrence of Common Terms in Mathematical Statistics", American Statistician, 1995, 49(2), 121-133. You can download a preprint version of the paper here.

As David notes:

"Of course, establishing a first occurrence is hazardous; hence the question mark in the title. Some listings are, in fact, unlikely to be firsts but should provide good upper bounds."

 That said, here are some of my personal favourites: 

• "Method of least squares" - Legendre (1805)
• "Standard error" - Yule (1897)
• "Heteroscedastic / Homoscedastic" - K. Pearson (1905)
• "Estimator" - Pitman (1938)
• "P-Value" - Brownlee (1960)

(Full references appear in David's paper.)

© 2013, David E. Giles