Revisiting C.S.Peirce's Experiment: 150 Years Later

An iconoclastic philosopher and polymath, Charles Sanders Peirce (1837-1914) is among the greatest of American minds. In 1872, Peirce conducted a series of experiments to determine the distribution of response times to an auditory stimulus, which is widely regarded as one of the most significant statistical investigations in the history of nineteenth-century American mathematical research (Stigler, 1978). On the 150th anniversary of this historic experiment, we look back at Peirce's view on empirical modeling through a modern statistical lens.