Confidence intervals

William Sealy Gosset worked as a chemist at the Guinness brewery in Dublin, where experiments on barley and yeast came in small batches. The normal-based methods of the day assumed large samples and broke down with five or ten observations. Guinness let him publish on condition that he used a pen name, so his 1908 paper in Biometrika is signed “Student”, and the distribution he found is still Student's t.

In 1937 Jerzy Neyman gave interval estimation its modern form, the confidence interval, together with the precise, slightly awkward meaning of the word confidence that students still have to learn.