Data Science #27 - The History of Least Squares (1877)

Mansfield Merriman's 1877 paper traces the historical development of the Method of Least Squares, crediting Legendre (1805) for introducing the method, Adrain (1808) for the first formal probabilistic proof, and Gauss (1809) for linking it to the normal distribution. He evaluates multiple proofs, including Laplace’s (1810) general probability-based derivation, and highlights later refinements by various mathematicians. The paper underscores the method’s fundamental role in statistical estimation, probability theory, and error minimization, solidifying its place in scientific and engineering applications.