R. A. Fisher and the making of maximum likelihood 1912 - 1922

Abstract

In 1922 R. A. Fisher introduced the method of maximum likelihood. He first presented the numerical procedure in 1912. This paper considers Fisher’s changing justifications for the method, the concepts he developed around it (including likelihood, sufficiency, efficiency and information) and the approaches he discarded (including inverse probability). © 1997 Applied Probability Trust.