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This book describes the development of what we would now regard as a class of statistical fitting procedures between 1750 and 1900. The book contains detailed algebraic descriptions of the fitting of linear relationships by the method of least squares and the closely related least absolute deviations and minimax absolute deviations procedures. The prerequisite is a basic course in mathematical statistics. The primary audience for this book will be statisticians concerned with the fitting of linear models. However, it will also be of interest to engineers and scientists concernedwith the empirical determination of linear relationships.