Thiele - Pioneer in Statistics: Hardback: Steffen L. Lauritzen
- Oxford University Press

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Contains the first translations into English of Thiele's main work in statistics

Includes modern articles commenting on Thiele's work

Contains footnotes that explain the texts and set them in perspective

Detailed index and cross referencing

Commences with an introduction giving a broad overview of Thiele's work

Thorvald Nicolai Thiele was a brilliant Danish researcher of the 19th Century. He was a professor of Astronomy at the University of Copenhagen and the founder of Hafnia, the first Danish private insurance company. Thiele worked in astronomy, mathematics, actuarial science, and statistics, his most spectacular contributions were in the latter two areas, where his published work was far ahead of his time.

This book, written for researchers and graduate students of statistical, science and mathematics history, is concerned with his statistical work. It evolves around his three main statistical masterpieces, which are now
translated into English for the first time:

1) His article from 1880 where he derives the Kalman filter;

2) His book from 1889, where he lays out the subject of statistics in a highly original way, derives the half-invariants (today known as cumulants), the notion of likelihood in the case of binomial experiments, the canonical form of the linear normal model, and develops model criticism via analysis of residuals.

3) An article from 1899 where he completes the theory of the half-invariants.

Thiele - Pioneer in Statistics also contains three papers, written by A. Hald and S.L. Lauritzen which describes Thiele's statistical work in modern terms and puts them into an historical
perspective. The texts are supplemented with introductory material on Thiele's life and other interests, as well as with explanatory comments from the translator in the form of footnotes.

Readership: Graduate students and researchers in the History of Statistics, the History of Science, and those interested in the historical aspects of Mathematical Statistics.

Steffen L. Lauritzen, Professor of Mathematics and Statistics, Aalborg University, Denmark

Contributors: see above

"... beautifully-produced ... The book performs a valuable service in placing [Thiele's] role in statistics where it properly belongs." - The Mathematical Gazette

"Thiele's work on the method of least squares was far ahead of his time that only a few could appreciate the results. It sparkles with ingenuity. The author shows that the answer to the question why Thiele's important contributions to statistics have been overlooked for about one hundred years is very complex." - Zentralblatt MATH

"... presents the first English translations of three of Thiele's statistical publications ... this is a book which anyone with an interest in the history of statistics will wish to read." - International
Statistical Insitute

1: S.L. Lauritzen: Introduction to Thiele
2: T.N. Thiele: On the Application of the Method of Least Squares to some Cases, in which a Combination of Certain Types of Inhomogeneous Random Sources of Errors gives these a "Systematic" Character
3: S.L. Lauritzen: Time Series Analysis in 1880: A Discussion of Contributions made by T.N. Thiele
4: T.N. Thiele: The General Theory of Observations: Calculus of Probability and the Method of Least Squares
5: A. Hald: T.N. Thiele's Contributions to Statistics
6: T.N. Thiele: On the Halfinvariants of the Theory of Observations
7: A. Hald: The Early History of Cumulants and the Gram-Charlier Series
8: S.L. Lauritzen: Epilogue
Bibliography
Index

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