The Probable Error of a Mean

Details

Photo

—

Name

—

Authors

William S. Gosset (as “Student”)

Year

1908

Field

Statistics / Inference

One-line gist

Derives the t-distribution so you can do inference with tiny samples instead of needing a mountain of data.

Why I care

Any time I’m A/B testing with laughably small n, this is the ghost in the machine bailing me out.

Best stat or figure

The whole idea that you can get sane uncertainty estimates from like a dozen observations still feels like cheating.

Difficulty

Medium if you’ve survived one real stats class; otherwise bring coffee.

Where to read

Biometrika archives, most stats textbooks, or free scans online.

My take

It’s the OG “do more with less data” paper—basically Moneyball for sample sizes.