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295 Pages·2013·5.17 MB·English
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An Accidental Statistician An Accidental Statistician The Life and Memories of George E.P.Box George E.P. Box ProfessorEmeritus DepartmentofStatistics UniversityofMadison—Wisconsin Madison,Wisconsin With a little help from my friend, Judith L. Allen Copyright2013byJohnWiley&Sons,Inc.Allrightsreserved PublishedbyJohnWiley&Sons,Inc.,Hoboken,NewJersey PublishedsimultaneouslyinCanada Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorby anymeans,electronic,mechanical,photocopying,recording,scanning,orotherwise,exceptaspermitted underSection107or108ofthe1976UnitedStatesCopyrightAct,withouteitherthepriorwritten permissionofthePublisher,orauthorizationthroughpaymentoftheappropriateper-copyfeetothe CopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,(978)750-8400,fax(978) 750-4470,oronthewebatwww.copyright.com.RequeststothePublisherforpermissionshouldbe addressedtothePermissionsDepartment,JohnWiley&Sons,Inc.,111RiverStreet,Hoboken,NJ07030, (201)748-6011,fax(201)748-6008,oronlineathttp://www.wiley.com/go/permission. LimitofLiability/DisclaimerofWarranty:Whilethepublisherandauthorhaveusedtheirbesteffortsin preparingthisbook,theymakenorepresentationsorwarrantieswithrespecttotheaccuracyorcompleteness ofthecontentsofthisbookandspecificallydisclaimanyimpliedwarrantiesofmerchantabilityorfitnessfora particularpurpose.Nowarrantymaybecreatedorextendedbysalesrepresentativesorwrittensalesmaterials. Theadviceandstrategiescontainedhereinmaynotbesuitableforyoursituation.Youshouldconsultwitha professionalwhereappropriate.Neitherthepublishernorauthorshallbeliableforanylossofprofitorany othercommercialdamages,includingbutnotlimitedtospecial,incidental,consequential,orotherdamages. Forgeneralinformationonourotherproductsandservicesorfortechnicalsupport,pleasecontactour CustomerCareDepartmentwithintheUnitedStatesat(800)762-2974,outsidetheUnitedStatesat(317) 572-3993orfax(317)572-4002. Wileyalsopublishesitsbooksinavarietyofelectronicformats.Somecontentthatappearsinprintmaynot beavailableinelectronicformats.FormoreinformationaboutWileyproducts,visitourwebsiteat www.wiley.com. LibraryofCongressCataloging-in-PublicationData: Box,GeorgeE.P. Anaccidentalstatistician:thelifeandmemoriesofGeorgeE.P.Box/GeorgeE.P.Box. pagescm Includesindex. ISBN978-1-118-40088-3(cloth) 1.Box,GeorgeE.P.2.Statisticians–UnitedStates–Biography.I.Title. QA276.157.B69A32013 519.5092–dc23 [B] 2012040251 PrintedintheUnitedStatesofAmerica 10987654321 Thisbookisdedicatedtomystudents,withwhom itwasmyprivilegetowork,andwhobecamemyfriends. Contents Foreword xi SecondForeword xv Preface xix Acknowledgments xxi FromThePublisher xxiii 1 EarlyYears 1 ‘‘WhointheworldamI?Ah,that’sthegreatpuzzle.’’ 2 ArmyLife 19 ‘‘Contrarywise,ifitwasso,itmightbe:andifitwereso, itwouldbe:butasitisn’t,itain’t.That’slogic.’’ 3 ICIandtheStatisticalMethodsPanel 44 ‘‘Canyouanswerusefulquestions?’’ 4 George Barnard 53 ‘‘WhenIuseaword. . . itmeansjustwhatIchooseittomean–neither morenorless.’’ 5 AnInvitationtotheUnitedStates 63 ‘‘Thetimehascome,‘thewalrussaid,’totalkofmanythings. Ofshoesandshipsandsealingwax,ofcabbagesandkings.’’ 6 Princeton 78 ‘‘Ah!Thenyourswasn’tareallygoodschool.’’ 7 ANew LifeinMadison 94 ‘‘Diggingforapples,yourhonor!’’ vii viii Contents 8 TimeSeries 124 ‘‘Whatdoyouknowaboutthisbusiness?’’ 9 George TiaoandtheBayesBook 139 ‘‘Itgetseasierfurtheron.’’ 10 GrowingUp(HelenandHarry) 144 ‘‘Thereare364dayswhenyoumightgetunbirthdaypresents, andonly1forbirthdaypresents,youknow.’’ 11 Fisher—Father andSon 151 ‘‘Ionlyhopetheboatwon’ttippleover!’’ 12 BillHunterandSomeIdeasonExperimental Design 157 ‘‘TheregoesBill!’’ 13 TheQualityMovement 181 ‘‘Theraceisover!. . . ‘Everybodyhaswonandallmusthaveprizes.’’’ 14 AdventureswithClaire 197 ‘‘Whatelsehadyoutolearn?’’‘‘Well,therewasMystery.’’ 15 TheManySidesofMac 209 ‘‘There’snothinglikeeatinghaywhenyou’refeelingfaint.’’ 16 LifeinEngland 218 ‘‘Whatmattersishowfarwego?Thereisanothershore,youknow, upontheotherside.’’ 17 JourneystoScandinavia 224 ‘‘Whatsortofpeoplelivehere?’’ 18 ASecondHomeinSpain 228 ‘‘Iknowsomethinginterestingissuretohappen.’’ 19 TheRoyalSocietyofLondon 245 ix Contents 20 Conclusion 247 21 Memories 248 Index 265 Foreword V irginia Woolf wrote about a character with a mind that ‘‘kept throwing up from its depths, scenes, and names, and sayings, and memories and ideas, like a fountain spurting over.’’ George Box is the embodiment of that active mind. Dinner with George is a spurting of stories, poems, songs, and anecdotes about his work and his friends. An Accidental Statistician jumps you into that fountain of ideas. It is great fun even if books about statistics and science are normally absent from yourreadinglist. No doubt many readers think, as I once did, that the subject is difficult and dull. Here we have a charming and colorful storyteller who quotesYogiBerrainadiscussionontheanalysisofvariance;hasMurphy, of Murphy’s Law fame, ringing the alarm when there is an opportunity to make things better; and explains an experiment with critical variables named ‘‘banging’’ and ‘‘gooeyness.’’ There are stories about composite designs, time-series forecasting, Evolutionary Operation, intervention analysis, and so on, but they are not mathematical, and most include personal anecdotes about people who were involved in their invention and original application. You learn about statistics and science and, simultaneously, meet a literal Who’s Who of statisticians and scientists, andtheQueenofEnglandaswell. ImetGeorgeBoxin1968atthelong-runninghitshowthathecalled ‘‘The Monday Night Beer Session,’’ an informal discussion group that met in the basement of his house. I was taking Bill Hunter’s course in nonlinear model building. Bill suggested that I should go and talk about someresearchweweredoing.Theideaofdiscussingamodelingproblem with the renowned Professor Box was unsettling. Bill said it would be good because George liked engineers. Bill and several of the Monday Nighters were chemical engineers, and George’s early partnership with Olaf Hougen, then Chair of Chemical Engineering at Wisconsin, was a creativeforceintheearlydaysofthenewlyformedStatisticsDepartment. I tightened my belt and dropped in one night, sitting in the back and xi xii Foreword wonderingwhetherIdaredtakeabeer(Fauerbachbrand,anappropriate choice for doing statistics because no two cases were alike). I attended a great many sessions over almost 30 years, during which hundreds of Monday Nighters got to watch George execute an exquisite interplay of questions, quick tutorials, practical suggestions, and encouragement for anyonewhohadaproblemandwantedtousestatistics.Noproblemwas too small, and no problem was too difficult. The output from George wasalwayshelpfulandfriendlyadvice,neverdiscouragement.Weekafter week we observed the cycle of discovery and iterative experimentation. Wesawrealexamplesthat,‘‘Allmodelsarewrong,butsomeareuseful.’’ Wesawhowstatisticsisacatalystforscientificmethod,andhowscientific problemscatalyzeideasfordoingstatistics.Whatatreat. My business is water quality engineering. One night I wanted to discuss a problem that involved a measurement called the Biochemical OxygenDemand(BOD).Georgeaskedwhetheritwouldbeallrightfor him to explain this BOD test. He gave as good an explanation as I ever heard.Iaskedhowhehappenedtoknowthatandlearnedthatatage16, hetookajobasanassistantchemistinasewagetreatmentplant.Oneyear beforeIwasborn,in1939,atage19,hepublishedapaperaboutoxygen demand in the activated sludge wastewater treatment process, which at the time was new and poorly understood. George’s paper can stand with papers on the subject written by some famous Wisconsin engineers who worked on the problem at about the same time. In the 1990s, 55 years later, George and I worked on forecasting the dynamics of activated sludge process performance using multivariate nonstationary time series. Imaginethatfromaworld-famousstatisticianwhowasoneoftheearliest researchersonthiswidelyusedwastewatertreatmentprocess. GeorgeandIhaveonebitofunfinishedpieceofbusiness.A20-foot- tall civil war soldier guards the stone arch entrance to Fort Randall Park, which is next to the engineering building and the statistics building at the University of Wisconsin—Madison. George had thought for some time that the soldier should have a medal. In 1993, we found a suitable brass medal in a sidewalk stall near Hyde Park, London, but our plan to hang it around the soldier’s neck was never fulfilled. I now believe that the medal should stay with George as an award of merit for memoir writing.Hedeservesit.(Andwetwooldfriendsdonothavetoclimbthe soldier.) xiii Foreword Last night, May 10, 2012, my wife and I had dinner with George and Claire at their house in Shorewood Hills. He said, ‘‘The memoir is finished.’’Iasked,‘‘What’syournextproject.It’shardtopictureyounot doing some writing every day.’’ He answered, ‘‘I ’m thinking of a paper aboutFisher’sideaonmultiplicative effectsinexperiments.’’ An Accidental Statistician is finished, but apparently George is not. Thatisgoodnews.Thankyou,George. P.MacBerthouex EmeritusProfessor UniversityofWisconsin

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Celebrating the life of an admired pioneer in statistics In this captivating and inspiring memoir, world-renowned statistician George E. P. Box offers a firsthand account of his life and statistical work. Writing in an engaging, charming style, Dr. Box reveals the unlikely events that led him to a c
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