Title: `Student' and small-sample theory
Author: E. L. Lehmann
Date: January 1999
Pub: PDF
Url: ftp://ftp.stat.berkeley.edu/pub/tech-reports/541.pdf
Abstract: The paper discusses the contributions Student (W. S. Gosset)
made to the three stages in which small-sample methodology was established
in the period 1908--1033:  (i) the distributions of the test-statistics
under the assumption of normality; (ii) the robustness of these
distributions against non-normality; (iii) the optimal choice of test
statistics.  The conclusions are based on a careful reading of the
correspondence of Gosset with Fisher and E. S. Pearson.