Student and small-sample theory

The paper discusses the contributions Student (W. S. Gosset) made to the three stages in which small-sample methodology was established in the period 1908-1933: (i) the distributions of the test-statistics under the assumption of normality, (ii) the robustness of these distributions against nonnormality, (iii) the optimal choice of test statistics. The conclusions are based on a careful reading of the correspondence of Gosset with Fisher and E. S. Pearson.