Theory of statistical estimation

Fisher, Ronald Aylmer (1925) Theory of statistical estimation. Mathematical Proceedings Of The Cambridge Philosophical Society, 22 (5). pp. 700-725. 10.1017/S0305004100009580
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It has been pointed out to me that some of the statistical ideas employed in the following investigation have never received a strictly logical definition and analysis. The idea of a frequency curve, for example, evidently implies an infinite hypothetical population distributed in a definite manner; but equally evidently the idea of an infinite hypothetical population requires a more precise logical specification than is contained in that phrase. The same may be said of the intimately connected idea of random sampling. These ideas have grown up in the minds of practical statisticians and lie at the basis especially of recent work; there can be no question of their pragmatic value. It was no part of my original intention to deal with the logical bases of these ideas, but some comments which Dr Burnside has kindly made have convinced me that it may be desirable to set out for criticism the manner in which I believe the logical foundations of these ideas may be established.

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