Стьюдент, ну кто же еще?
Конечно, многие ответили бы что-то вроде этого после прочтения названия. Собственно, вы правы, но кто был этот Стьюдент? В действительности Стьюдент — это не имя и не фамилия человека, изучавшего распределение вероятностей, это псевдоним. Настоящее имя создателя критерия Стьюдента Уильям Сили Госсет, и все, связанное с возникновением и использованием этого псевдонима, является довольно любопытной историей.
-распределение — это распределение вероятностей, связанное с нормальным распределением. Возникает оно, когда требуется оценить среднее статистической выборки, когда размер выборки, используемой для оценки, мал и дисперсии неизвестны. Определяется это распределение случайной величины следующим образом:
где , то есть нормальное распределение с математическим ожиданием и стандартным отклонением , — распределение хи-квадрат (еще одно распределение вероятностей, связанное с нормальным), — число степеней свободы распределения хи-квадрат.
История развития этого распределения вероятностей, как мы уже говорили в начале, весьма любопытна. Уильям Сили Госсет — английский математик и химик, который после окончания университета начал работать на заводе Guinness (да-да, знаменитого пива “Гиннесс’’), занимаясь контролем качества в процессе создания пива. Малый размер выборки, с которой обычно приходилось иметь дело, был виновником его занятий, которые в конечном счете привели к разработке -распределения. В 1908 году, когда ему было 32 года, Госсет опубликовал статью The probable error of a mean (“Вероятная ошибка среднего’’) в журнале Biometrika, но не под своим именем, а под псевдонимом Стьюдент.
Почему был избран псевдоним? Как это часто бывает в таких случаях, существует несколько теорий, пытающихся объяснить это. Первая и, видимо, наиболее распространенная, говорит, что основная причина в том, что Guinness ранее нес ущерб от утечки информации из-за публикаций сотрудников, что компания запретила своим сотрудникам публиковать статьи, независимо от их темы. Эта история имеет не одно продолжение, которое отличается в различных источниках. Некоторые говорят, что публикация Госсета под псевдонимом Стьюдент позволила скрыть от компании Guinness, что ее сотрудник опубликовал статью. Другие говорят, что Госсет договорился с пивоварней о ее публикации (однако содержание статьи не было бы полезно для конкуренции), но компания попросила использовать псевдоним, чтобы другие сотрудники не были осведомлены об этой публикации.
Вторая теория гласит, что псевдоним Стьюдент был использован для Гиннесса, потому что сама компания хотела сохранить в тайне статистика, работающего на нее. Это было сделано, чтобы не было никаких доказательств промышленного преимущества, достигнутого благодаря ему.
В любом случае, история использования псевдонима Стьюдент Уильямом Сили Госсетом, по меньшей мере, необычная, и в этом нет никаких сомнений.
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