|Gosset, William Sealey (1876-1937)|
| British industrial research
scientist whose work on statistical analysis of the normal distribution
opened the door to developments in the analysis of variance.
Gosset was born in Canterbury and studied at Oxford and under statistician Karl Pearson at University College, London. Gosset spent his career with the Guinness brewery firm, first in Dublin, Ireland, and from 1935 in London.
When Gosset arrived in Dublin he found that there was a mass of data concerning brewing which called for sophisticated mathematical analysis. Gosset's main problem was to estimate the mean value of a characteristic on the basis of very small samples, for use by industry when large sampling was too expensive or impracticable. For any large probability, that is one of 95% or more, he was in 1908 able to compute the error e, such that it is 95% probable that:
(x - ) e
where x is the value of the sample, and is the mean. From this was derived what came to be known as Student's t-test of statistical hypotheses (Gosset published all his papers under the pseudonym 'Student'). The test consists of rejecting a hypothesis if, and only if, the probability (derived from t) of erroneous rejection is small.