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Computer Age Statistical Inference by Trevor Hastie, Bradley Efron

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6 Empirical Bayes

The constraints of slow mechanical computation molded classical statistics into a mathematically ingenious theory of sharply delimited scope. Emerging after the Second World War, electronic computation loosened the computational stranglehold, allowing a more expansive and useful statistical methodology.

Some revolutions start slowly. The journals of the 1950s continued to emphasize classical themes: pure mathematical development typically centered around the normal distribution. Change came gradually, but by the 1990s a new statistical technology, computer enabled, was firmly in place. Key developments from this period are described in the next several chapters. The ideas, for the most part, would not startle a pre-war statistician, ...

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