Stigler is also known for Stigler's law of eponymy which states that no scientific discovery is named after its original discoverer – whose first formulation he credits to sociologist Robert K. Merton.
Statistics on the Table: The History of Statistical Concepts and Methods. Cambridge, MA: Harvard University Press. 1999. ISBN978-0-6740-0979-0.
The Seven Pillars of Statistical Wisdom. Cambridge, MA: Harvard University Press. 2016. ISBN978-0-6740-8891-7.
Casanova’s Lottery: The History of a Revolutionary Game of Chance. Chicago: University of Chicago Press. 2022. ISBN9780226820781.
As editor
Stigler, S. M. (1980). American Contributions to Mathematical Statistics in the Nineteenth Century (2 Vols.). New York: Arno Press. ISBN978-0-4051-2590-4.
Stigler, S. M.; Wong, W. H.; Xu, D. (2002). R. R. Bahadur's Lectures on the Theory of Estimation (Lecture Notes-Regional Monograph Series, Vol. 39). Beachwood, OH: Institute for Mathematical Statistics. ISBN978-0-9406-0053-9.
——— Gergonne, J. D. (1974) [1815]. Ralph St. John and S. M. Stigler (ed.). "The application of the method of least squares to the interpolation of sequences (translated by Ralph St. John and S. M. Stigler)". Historia Mathematica. 1 (4) (translated by Ralph St. John and S. M. Stigler from the 1815 French ed.): 439–47. doi:10.1016/0315-0860(74)90034-2.
——— Stigler, Stephen M. (1974). "Gergonne's 1815 paper on the design and analysis of polynomial regression experiments". Historia Mathematica. 1 (4): 431–39. doi:10.1016/0315-0860(74)90033-0.
Stigler, Stephen M. (1980). "Mathematical Statistics in the Early States". In Stephen M. Stigler (ed.). American Contributions to Mathematical Statistics in the Nineteenth Century, Volumes I &II. Vol. I. New York: Arno Press.
Stigler, Stephen M. (1989). "Mathematical Statistics in the Early States". In Peter Duren (ed.). A Century of Mathematics in America. Vol. III. Providence, RI: American Mathematical Society. pp. 537–64.
——— Stigler, S. M. (1980). Stigler's law of eponymy. Transactions of the New York Academy of Sciences, 39: 147–58 (Merton Festschrift Volume, F. Gieryn (ed))
——— Stephen M. Stigler (November 1992). "A Historical View of Statistical Concepts in Psychology and Educational Research". American Journal of Education. 101 (1): 60–70. doi:10.1086/444032. S2CID143685203.