Herman Rubin wrote:
> > As I recall, Lagrange (or was it Laplace?) computed the
> exact distribution of the sum of uniform random variables
> so he could use .05 level tests for a sample coming from
> a uniform distribution about 1795. Physicists use 2 sigma,
> approximately .05. I do not know of any consideration of
> what happened under the alternative until Neyman and Pearson.
>
> Significance testing was widely used in the 19th century.
> Student pointed out that significance levels based on
> the normal distribution were wrong when estimated variances
> were used. It was widely used before Fisher.
I have a note from Frank Anscombe in my files. It says, "Cardano.
See the bit from "De Vita Propria" at the head of Chap. 6 of FN
David's "Games, Gods, and Gambling (1962). That shows that the idea
of a test of significance, informally described, is very ancient."
I don't have David's book with me, bu t I do recall that Cardano
flourished around 1650.
The earliest example in my files is in Arbuthnot's "An Argument for
Divine Providence..." from 1710.
According to Frank, Edgeworth formally defined the procedure in
1885, but did not give it the name "significance test". which seems
to have occurred later. Edgeworth does use the phrase "significant
difference", though.
I don't not find the phrase significance test or any of its close
relatives in Pearson 1900.
Some early instances of "significance" and "test" used together are
cited at http://members.aol.com/jeff570/s.html
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