Abraham Wald
From Wikipedia, the free encyclopedia
| Abraham Wald | |
|---|---|
 A young Wald |
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| Born | October 31, 1902 Cluj-Napoca, Hungary |
| Died | December 13, 1950 Travancore, India |
| Nationality | Hungarian |
| Institutions | Cowles Commission for Research in Economics |
| Alma mater | University of Vienna |
| Academic advisor | Karl Menger |
| Notable students | Meyer Girshick, Charles Stein, Milton Sobel |
| Known for | Wald's equation, Wald test |
| Influenced | Sequential analysis |
| Religious stance | Judaism |
Abraham Wald (October 31, 1902 - December 13, 1950) was a mathematician born in Kolozsvár, Hungary (now Cluj, Romania) who contributed to decision theory, geometry, and econometrics, and founded the field of statistical sequential analysis.
Being a religious Jew, he could not attend school on Saturdays, as was required at the time by the Hungarian school system, and was thus home-schooled by his parents until college (no disadvantage for him, as his parents were quite knowledgeable and competent as teachers).
In 1927, he entered graduate school at the University of Vienna, from which he graduated in 1931 with a Ph.D. in mathematics. His advisor there was Karl Menger.
When the Nazis invaded Austria in 1938, he and his family were persecuted as Jews. He was able to emigrate to the United States, at the invitation of the Cowles Commission for Research in Economics, to work on econometrics research.
He died, along with his wife, in an airplane crash in Travancore, India while on an extensive lecture tour at the invitation of the Indian government.
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[edit] Notable publications
- "A new formula for the index of cost of living", 1939, in Econometrica
- "Contributions to the Theory of Statistical Estimation and Testing Hypotheses", 1940, Annals of Mathematical Statistics, 10, 299-326 (decision theory)
- "The Fitting of Straight Lines in Both Variables are Subject to Error", 1940, in Annals of Mathematical Statistics
- Wald, Abraham (June 1945). "Sequential Tests of Statistical Hypotheses". The Annals of Mathematical Statistics 16 (2): 117–186.
- Wald, Abraham (1947). Sequential Analysis. New York: John Wiley and Sons. ISBN 0471918067. “See Dover reprint: ISBN 0486439127”
- Wald, Abraham (1950). Statistical Decision Functions. John Wiley and Sons, New York; Chapman and Hall, London, ix+179.
[edit] See also
[edit] References
- Oskar Morgenstern, "Abraham Wald, 1902-1950," Econometrica, 19:4, October 1951, pp. 361-367
[edit] External links
- O'Connor, John J; Edmund F. Robertson "Abraham Wald". MacTutor History of Mathematics archive.
