Gauss on least-squares and maximum-likelihood estimation

Gauss' 1809 discussion of least squares, which can be viewed as the beginning of mathematical statistics, is reviewed. The general consensus seems to be that Gauss' arguments are at fault, but we show that his reasoning is in fact correct, given his self-imposed restrictions, and persuasive without these restrictions.

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Year of publication:	2021
Authors:	Magnus, Jan R.
Publisher:	Amsterdam and Rotterdam : Tinbergen Institute
Subject:	Gauss \| least squares \| maximum likelihood \| history

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Series:	Tinbergen Institute Discussion Paper ; TI 2021-105/III
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	1785768794 [GVK] hdl:10419/248787 [Handle] RePEc:tin:wpaper:20210105 [RePEc]
Classification:	B16 - History of Economic Thought: Quantitative and Mathematical ; C10 - Econometric and Statistical Methods: General. General
Source:	EconStor

Persistent link: https://www.econbiz.de/10012797261