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Thorvald Nicolai Thiele (24 December 1838 – 26 September 1910) was a Danish astronomer and director of the Copenhagen
Copenhagen
Observatory.[1] He was also an actuary and mathematician, most notable for his work in statistics, interpolation and the three-body problem. Thiele was the first to propose a mathematical theory of Brownian motion,[2] introduced the cumulants and likelihood functions, and was considered to be of the greatest statisticians of all time by Ronald Fisher.[3] In the early 1900s he also developed and proposed a generalisation of approval voting to multiple winner elections called Sequential proportional approval voting,[4] which was briefly used for party lists in Sweden
Sweden
when proportional representation was introduced in 1909. Thiele also was a founder and Mathematical Director of the Hafnia Insurance
Insurance
Company and led the founding of the Danish Society of Actuaries. It was through his insurance work that he came into contact with fellow mathematician Jørgen Pedersen Gram. Thiele was the father of astronomer Holger Thiele. The main-belt asteroids 843 Nicolaia (discovered by his son Holger) and 1586 Thiele are named in his honour.[1] See also[edit]

Founders of statistics Gram–Charlier series Kalman filter Least squares Thiele's interpolation formula Time series

References[edit]

^ a b Schmadel, Lutz D. (2007). Dictionary of Minor Planet Names – (1586) Thiele. Springer Berlin Heidelberg. pp. 125–126. ISBN 978-3-540-00238-3. Retrieved 15 August 2016.  ^ http://math.hawaii.edu/home/talks/brady_talk.pdf ^ Neyman, J. [1956]: ‘Note on an Article by Sir Ronald Fisher,’ Journal of the Royal Statistical Society, Series B (Methodological), 18, pp. 288–94. ^ http://journals.lub.lu.se/index.php/st/article/view/1949/1528&usg=ALkJrhiuUQ1zCqZHnca_-iAmk1KpNqMtmg

Steffen L. Lauritzen (2002). Thiele: Pioneer in Statistics. Oxford University Press. p. 288. ISBN 978-0-19-850972-1. 

1. Introduction to Thiele, S. L. Lauritzen 2. 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, T. N. Thiele 3. Time series
Time series
analysis in 1880: a discussion of contributions made by T. N. Thiele, S. L. Lauritzen 4. The general theory of observations: calculus of probability and the method of least squares, T. N. Thiele 5. T. N. Thiele's contributions to statistics, A. Hald 6. On the halfinvariants in the theory of observations, T. N. Thiele 7. The early history of cumulants and the Gram–Charlier series, A. Hald 8. Epilogue, S. L. Lauritzen

Anders Hald (1998). A History of Mathematical Statistics
Statistics
from 1750 to 1930. New York: Wiley. ISBN 0-471-17912-4.  Anders Hald. "T. N. Thiele's contributions to statistics" International Statistical Review volume 49, (1981), number 1: 1—20. Anders Hald. "The early history of the cumulants and the Gram–Charlier series" International Statistical Review volume 68 (2000), number 2,´: 137—153. Steffen L. Lauritzen. " Time series
Time series
analysis in 1880. A discussion of contributions made by T.N. Thiele". International Statistical Review 49, 1981, 319–333. Steffen L. Lauritzen, Aspects of T. N. Thiele’s Contributions to Statistics. Bulletin of the International Statistical Institute, 58, 27–30, 1999.

External links[edit]

O'Connor, John J.; Robertson, Edmund F., "Thorvald N. Thiele", MacTutor History of Mathematics archive, University of St Andrews . Steffen L. Lauritzen, Aspects of T. N. Thiele’s Contributions to Statistics. Bulletin of the International Statistical Institute, 58, 27–30, 1999.

v t e

Statistics

Outline Index

Descriptive statistics

Continuous data

Center

Mean

arithmetic geometric harmonic

Median Mode

Dispersion

Variance Standard deviation Coefficient of variation Percentile Range Interquartile range

Shape

Central limit theorem Moments

Skewness Kurtosis L-moments

Count data

Index of dispersion

Summary tables

Grouped data Frequency distribution Contingency table

Dependence

Pearson product-moment correlation Rank correlation

Spearman's rho Kendall's tau

Partial correlation Scatter plot

Graphics

Bar chart Biplot Box plot Control chart Correlogram Fan chart Forest plot Histogram Pie chart Q–Q plot Run chart Scatter plot Stem-and-leaf display Radar chart

Data collection

Study design

Population Statistic Effect size Statistical power Sample size determination Missing data

Survey methodology

Sampling

stratified cluster

Standard error Opinion poll Questionnaire

Controlled experiments

Design

control optimal

Controlled trial Randomized Random assignment Replication Blocking Interaction Factorial experiment

Uncontrolled studies

Observational study Natural experiment Quasi-experiment

Statistical inference

Statistical theory

Population Statistic Probability distribution Sampling distribution

Order statistic

Empirical distribution

Density estimation

Statistical model

Lp space

Parameter

location scale shape

Parametric family

Likelihood (monotone) Location–scale family Exponential family

Completeness Sufficiency Statistical functional

Bootstrap U V

Optimal decision

loss function

Efficiency Statistical distance

divergence

Asymptotics Robustness

Frequentist inference

Point estimation

Estimating equations

Maximum likelihood Method of moments M-estimator Minimum distance

Unbiased estimators

Mean-unbiased minimum-variance

Rao–Blackwellization Lehmann–Scheffé theorem

Median
Median
unbiased

Plug-in

Interval estimation

Confidence interval Pivot Likelihood interval Prediction interval Tolerance interval Resampling

Bootstrap Jackknife

Testing hypotheses

1- & 2-tails Power

Uniformly most powerful test

Permutation test

Randomization test

Multiple comparisons

Parametric tests

Likelihood-ratio Wald Score

Specific tests

Z-test (normal) Student's t-test F-test

Goodness of fit

Chi-squared G-test Kolmogorov–Smirnov Anderson–Darling Lilliefors Jarque–Bera Normality (Shapiro–Wilk) Likelihood-ratio test Model selection

Cross validation AIC BIC

Rank statistics

Sign

Sample median

Signed rank (Wilcoxon)

Hodges–Lehmann estimator

Rank sum (Mann–Whitney) Nonparametric anova

1-way (Kruskal–Wallis) 2-way (Friedman) Ordered alternative (Jonckheere–Terpstra)

Bayesian inference

Bayesian probability

prior posterior

Credible interval Bayes factor Bayesian estimator

Maximum posterior estimator

Correlation Regression analysis

Correlation

Pearson product-moment Partial correlation Confounding
Confounding
variable Coefficient of determination

Regression analysis

Errors and residuals Regression model validation Mixed effects models Simultaneous equations models Multivariate adaptive regression splines (MARS)

Linear regression

Simple linear regression Ordinary least squares General linear model Bayesian regression

Non-standard predictors

Nonlinear regression Nonparametric Semiparametric Isotonic Robust Heteroscedasticity Homoscedasticity

Generalized linear model

Exponential families Logistic (Bernoulli) / Binomial / Poisson regressions

Partition of variance

Analysis of variance
Analysis of variance
(ANOVA, anova) Analysis of covariance Multivariate ANOVA Degrees of freedom

Categorical / Multivariate / Time-series / Survival analysis

Categorical

Cohen's kappa Contingency table Graphical model Log-linear model McNemar's test

Multivariate

Regression Manova Principal components Canonical correlation Discriminant analysis Cluster analysis Classification Structural equation model

Factor analysis

Multivariate distributions

Elliptical distributions

Normal

Time-series

General

Decomposition Trend Stationarity Seasonal adjustment Exponential smoothing Cointegration Structural break Granger causality

Specific tests

Dickey–Fuller Johansen Q-statistic (Ljung–Box) Durbin–Watson Breusch–Godfrey

Time domain

Autocorrelation
Autocorrelation
(ACF)

partial (PACF)

Cross-correlation
Cross-correlation
(XCF) ARMA model ARIMA model (Box–Jenkins) Autoregressive conditional heteroskedasticity (ARCH) Vector autoregression (VAR)

Frequency domain

Spectral density estimation Fourier analysis Wavelet Whittle likelihood

Survival

Survival function

Kaplan–Meier estimator
Kaplan–Meier estimator
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Hazard function

Nelson–Aalen estimator

Test

Log-rank test

Applications

Biostatistics

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Category Portal Commons WikiProject

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WorldCat Identities VIAF: 37061038 LCCN: n86858586 ISNI: 0000 0001 0888 5315 GND: 117336025 SUDOC: 076510565 BNF: cb133204447 (data) MGP: 208

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