An Accidental Statistician: The Life and Memories of George E. P. Box

“It gets easier further on.”

Chapter Nine

George Tiao and the Bayes Book

George Tiao received his MBA from New York University in 1958, and then he came to Wisconsin with the intention of getting a Ph.D. in international finance. Eventually he pursued econometrics and was one of the students in the first course I taught. He was very interested in Bayes, and while he was a student, he and I wrote an article about Bayesian methods for Biometrika.¹ His thesis was on the robustness of linear models from a Bayesian viewpoint.²

When Bayes, your conclusions need not be based on the assumptions that the errors were normally and identically distributed and independent. You could for example explore:

1. What effect would various types of departures from the normal law have on the standard tests? This would include the effect of a lack of independence between the errors.

2. How could efficient procedures be devised appropriate for such circumstances?

It was clear from the beginning that George would make an important contribution to our growing department, so when he completed the Ph.D. in 1962, I offered him an assistant professorship with a joint appointment with the Business School. In 1965–1966, when I was invited to spend a year at the Harvard Business School, I arranged for him to come too, which provided an opportunity for us to work together on a book about Bayesian inference.³

George searched housing for our respective families, and he found two places that would do. One was the ...