Originally named Splawa-Neyman, he dropped the first part of his name at age 30. He studied at Kharkov University and wrote on Lebesgue integration. Sergi Bernstein influenced him, encouraging him to read Pearson's Grammar of Science. In Warsaw he lectured in mathematics and statistics and received a doctorate in 1924. Receiving a fel lowship to work with Pearson in London, he was disappointed to discover that Pearson was ignorant of modern mathematics. In Paris he attended lectures by Lebesgue and Hadamard but his interest in statistics was stimulated again by Pearson's son who sought a general principle from which Gosset's tests could be derived. Neyman went on to produce fundamental results on hypothesis testing. He worked in England from 1934 to 1938 when he emigrated to the USA working in Berkeley for the rest of his life. His wor k on hypothesis testing, confidence intervals and survey sampling revolutionised statistics.
Neyman's thoughts on model building and assessment:
``Whenever we use mathematics in order to study some observational
phenomena we must essentially begin by building a mathematical model
(deterministic or probabilistic) for these phenomena. Of necessity, the
model must simplify matters and certain details must be ignored. The
success of the model depending on whether or not the details ignored are
really unimportant in the development of the phenomena studied. The
solution of the mathematical problem may be correct and yet be in
considerable disagreement with the observed data simply because the
underlying assumptions made are not warranted. It is usually quite
difficult to state with certainty, whether or not a given mathematical
model is adequate
Adapted from the MacTutor History of Mathematics
archive.