Gauss on least-squares and maximum-likelihood estimation

Jan R. Magnus

doi:10.1007/s00407-022-00291-w

Gauss on least-squares and maximum-likelihood estimation

Jan R. Magnus^*

^*Corresponding author for this work

Econometrics and Data Science

Research output: Contribution to Journal › Article › Academic › peer-review

Abstract

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.

Original language	English
Pages (from-to)	425-430
Number of pages	6
Journal	Archive for History of Exact Sciences
Volume	76
Issue number	4
Early online date	2 Apr 2022
DOIs	https://doi.org/10.1007/s00407-022-00291-w
Publication status	Published - Jul 2022

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© 2022, The Author(s).

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10.1007/s00407-022-00291-w

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Gauss on least-squares and maximum-likelihood estimation

Abstract

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