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Information and Economics in Fisher's Design of Experiments

John Aldrich

International Statistical Review, 2007, vol. 75, issue 2, 131-149

Abstract: In 1951 R. A. Fisher described what had been achieved in the 20th century so far: “we have learnt (i) To conserve in its statistical reduction the scientific information latent in any body of observations. (ii) To conduct experimental and observational inquiries so as to maximise the information obtained for a given expenditure.” This paper asks what Fisher meant and, in particular, how he saw his work on experimental design as contributing to the objective of maximizing information for a given expenditure. The material examined ranges from detailed work on issues like “the information lost in measurement of error” to polemics against decision theory. En 1951 R.A. Fisher décrivait ce qui avait été accompli jusque là au 20ème siécle: “nous avons appris (i) à conserver dans sa réduction statistique l'information scientifique latente dans tout ensemble d'observations (ii) de conduire des investigations expérimentales et observationnelles de façon à maximiser l'information obtenue pour une dépense donnée.” Cet article se demande ce que Fisher voulait dire et, en particulier, comment il voyait son travail de conception expérimentale comme contribution à l'objectif de maximiser l'information pour une dépense donnée. Les matériaux examinés vont des travaux détaillés sur des questions telles que “l'information perdue dans la mesure de l'erreur” jusqu'aux polémiques contre la théorie de la décision.

Date: 2007
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