所以开篇要先澄清一下. 话说想当年刚刚用neo_fisherian之名注册新浪博客的时候,阴错阳差的用的是另外的email的address,其中的缘由我现在迷惑而不可知.但心血来潮过后竟也无疾而终,也为现在另起炉灶提供了方便. 很多人问过nickname的来由:其实很简单,对于我来说出处就是原来看过的一本专业书籍,书名就叫做 "principles of statistical inference: from a neo-fisherian perspective",亚马逊的link是:  . 算不上什么pop lar的书,两个意大利人写的,从语言到陈述风格都和美国主流的统计学研究生教育差之甚远,但是中心思想很合我的胃口,或者说很合我第一个真正意义上的统计学导师(同时也是对我自己统计学思想影响最大的一位,就称为rb好了)的胃口.抄一段wiki上随便看来的:"oscar kempthorne was skeptical towards (and often critical of) model-based inference, partic larly two infl ential alternatives: kempthorne was skeptical of, first, neo-fisherian statistics, which is inspired by the later writings of ronald a. fisher and by the contemporary writings of david r. cox and john nelder; neo-fisherian statistics emphasizes likelihood f nctions of parameters".再抄另一段:" in statistical inference, nelder (along with george barnard and a. w. f. edwards) has emphasized the importance of the likelihood in data analysis, promoting this "likelihood approach" as an alternative to freq entist and bayesian statistics." 看到这里,专业人士应该能够会心理解neo-fisherian的含义,非专业人士知道这不是我凭空杜撰的就好. 收rb影响,对于general linear model和likelihood-based inference有着莫名的偏爱,可惜后来在phd阶段都丢掉了.这里面特别是linear model theory,到现在我也经常很自满.s.r. searle 1971年写的linear models 那本书基本上对我来说是神作般的存在.说到这里可以搞个小小八卦: searle是 cr henderson在cornell的学生, cr henderson是上面提到的oscar kempthorne在iowa state的学生,oscar kempthorne又基本上看不上likelihood-based inference.所以在学术圈里面,你完全可以从一棵梨树上面采摘到苹果. 先写到这,下文继续谈谈俺在统计这行的思想及入门及其他.