So just to be clear:
|Not that Egon|
|Not that Pearson - this is Karl Pearson|
Unfortunately, Egon is often forgotten in the annals of statistics history. In fact, his name is either inexorably tied to Neyman's - as in their collaboration together - or left out, and Neyman is discussed alone. Unlike his father, Egon was shy and meticulous, and avoidant of conflict. His collaboration with Neyman began when they met in 1928. And shortly after meeting, Egon proposed a problem to Neyman.
Karl developed the goodness of fit test, which examines whether observed data fit a theoretical distribution, such as the normal distribution (also see here). But up to that point, there were many different approaches to this test and no best practice or standard procedure. Egon posed the question to Neyman: how should one proceed if one test indicates good fit and another poor fit? Which one should be trusted?
Together, they tackled the problem, and even incorporated Fisher's likelihood function, then published the first of their joint papers in which they examined the likelihood associated with goodness of fit.
You'd think building on his dad's work would have made papa proud, but apparently, Egon was so concerned about angering his father by incorporating Fisher's work (like I said, K. Pearson was petty), he and Neyman actually started a new journal, Statistical Research Memoirs, rather than publish in K. Pearson's journal Biometrika. But don't worry; Egon took over Biometrika as editor when his father retired. He also inherited his father's role of Department Head of Applied Statistics at University College London.
He didn't always live in K. Pearson's or Neyman's shadows. He contributed great deal to the statistical concept of robustness - a statistical analysis is robust if you can still use despite departures from assumptions of normality - and even proposed a test for normality based on skewness and kurtosis. His work on the statistics of shell fragmentation was an important contribution to efforts during World War II, and he received a CBE (Commander of the Most Excellent Order of the British Empire) for his service. He presided as President of the Royal Statistical Society from 1955 to 1956, and was elected a Fellow with the society (a high honor) in 1966.
Egon Pearson died on June 12, 1980 in Midhurst, Sussex, England.
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