Debabrata Basu (5 July 1924 – 24 March 2001) was an Indian statistician who made fundamental contributions to the foundations of statistics.

[2] Debabrata Basu was born in Dacca, Bengal, unpartitioned India, now Dhaka, Bangladesh.

He took a course in statistics as part of the under-graduate honours programme in Mathematics but his ambition was to become a pure mathematician.

There Basu had intensive discussions with Jerzy Neyman and "his brilliant younger colleagues" like Erich Leo Lehmann.

Basu thus had a good understanding of the decision-theoretic approach to statistics of Neyman, Pearson and Wald.

In fact, Basu is described as having returned from Berkeley to India as a "complete Neyman Pearsonian" by J. K.

[12] In their festschrift for Basu, the editors Malay Ghosh and Patak write that [Basu's] critical examination of both the Neyman–Pearsonian and the Fisherian modes of inference eventually forced him to a Bayesian point of view, via the likelihood route.

He confesses that, while preparing for these lectures, he became convinced that Bayesian inference did indeed provide one with a logical resolution of the underlying inconsistencies of both the Neyman–Pearson and the Fisherian theories.

Since then, Dr. Basu became an ardent Bayesian and, in many of his foundation papers, pointed out the deficiencies of both the Neyman–Pearsonian and the Fisherian methods.

[13] There is an extensive literature discussing Basu's problem of estimating the weight of the elephants at a circus with an enormous bull elephant named Jumbo, which Basu used to illustrate his objections to the Horvitz–Thompson estimator[14][15] and to Fisher's randomisation test.