Thorvald Nicolai Thiele (24 December 1838 – 26 September 1910) was a Danish astronomer, actuary and mathematician, most notable for his work in statistics, interpolation and the three-body problem. He was the first to propose a mathematical theory of Brownian motion. Thiele introduced the cumulants and (in Danish) the likelihood function; these contributions were not credited to Thiele by Ronald A. Fisher, who nevertheless named Thiele to his (short) list of the greatest statisticians of all time on the strength of Thiele's other contributions.[1]

Thiele also was a founder and Mathematical Director of the Hafnia Insurance Company and led the founding of the Danish Society of Actuaries. It was through his insurance work that he came into contact with fellow mathematician Jørgen Pedersen Gram.

Thiele was the father of Holger Thiele.

See also

* Founders of statistics
* Gram–Charlier series
* Kalman filter
* Least squares
* Thiele's interpolation formula
* Time series

Notes

1. ^ Fisher was pointedly reminded of Thiele's work by Neyman, who also notes previous published citations of Thiele (regarding Fisher's further results on cumulants):
* Neyman, J. [1956]: ‘Note on an Article by Sir Ronald Fisher,’ Journal of the Royal Statistical Society, Series B (Methodological), 18, pp. 288–94.

References

* Steffen L. Lauritzen (2002). Thiele: Pioneer in Statistics. Oxford University Press. pp. 288. ISBN 978-0-19-850972-1.
o 1. Introduction to Thiele , S. L. Lauritzen
o 2. On the application of the method of least squares to some cases, in which a combination of certain types of inhomogeneous random sources of errors gives these a 'systematic' character , T. N. Thiele
o 3. Time series analysis in 1880: a discussion of contributions made by T. N. Thiele , S. L. Lauritzen
o 4. The general theory of observations: calculus of probability and the method of least squares , T. N. Thiele
o 5. T. N. Thiele's contributions to statistics , A. Hald
o 6. On the halfinvariants in the theory of observations , T. N. Thiele
o 7. The early history of cumulants and the Gram–Charlier series , A. Hald
o 8. Epilogue , S. L. Lauritzen

* Anders Hald (1998). A History of Mathematical Statistics from 1750 to 1930. New York: Wiley. ISBN 0471179124.
* Anders Hald. "T. N. Thiele's contributions to statistics" International Statistical Review volume 49, (1981), number 1: 1—20.
* Anders Hald. "The early history of the cumulants and the Gram–Charlier series" International Statistical Review volume 68 (2000), number 2,´: 137—153.
* Steffen L. Lauritzen. "Time series analysis in 1880. A discussion of contributions made by T.N. Thiele". International Statistical Review 49, 1981, 319–333.
* Steffen L. Lauritzen, Aspects of T. N. Thiele’s Contributions to Statistics. Bulletin of the International Statistical Institute, 58, 27–30, 1999.

External links

* O'Connor, John J.; Robertson, Edmund F., "Thorvald N. Thiele", MacTutor History of Mathematics archive, University of St Andrews, http://www-history.mcs.st-andrews.ac.uk/Biographies/Thiele.html .
* Steffen L. Lauritzen, Aspects of T. N. Thiele’s Contributions to Statistics. Bulletin of the International Statistical Institute, 58, 27–30, 1999.