Abraham Wald

Abraham Wald
A young Wald
Born(1902-10-31)October 31, 1902
DiedDecember 13, 1950(1950-12-13) (aged 48)
Alma materKing Ferdinand I University
University of Vienna
Known forWald's equation
Wald test
Wald distribution
Wald–Wolfowitz runs test
Wald's martingale
Wald's maximin model
Mann–Wald theorem
Decision theory
Sequential analysis
Sequential probability ratio test
ChildrenRobert Wald
Scientific career
FieldsMathematics
Statistics
Economics
InstitutionsColumbia University
Cowles Commission for Research in Economics
Doctoral advisorKarl Menger
Doctoral studentsHerman Chernoff
Meyer Abraham Girshick
Milton Sobel
Charles Stein

Abraham Wald (/wɔːld/; Hungarian: Wald Ábrahám, Yiddish: אברהם וואַלד; (1902-10-31)31 October 1902 – (1950-12-13)13 December 1950) was a Jewish Hungarian mathematician who contributed to decision theory,[1] geometry and econometrics, and founded the field of sequential analysis.[2] One of his well-known statistical works was written during World War II on how to minimize the damage to bomber aircraft and took into account the survivorship bias in his calculations.[3] He spent his research career at Columbia University. He was the grandson of Rabbi Moshe Shmuel Glasner.

  1. ^ Duppe, Till; Weintraub, E. Roy (2015). "Losing Equilibrium: On the Existence of Abraham Wald's Fixed-Point Proof of 1935". History of Political Economy. 48 (191). Econometrica, Vol. 19, No. 4: 635--655. doi:10.1215/00182702-3687283. hdl:10419/149731.
  2. ^ Morgenstern, Oskar (1951). "Abraham Wald, 1902–1950". Econometrica. 19 (4). Econometrica, Vol. 19, No. 4: 361–367. doi:10.2307/1907462. JSTOR 1907462.
  3. ^ Mangel, Marc; Samaniego, Francisco J. (June 1984). "Abraham Wald's Work on Aircraft Survivability" (PDF). Journal of the American Statistical Association. 79 (386). American Statistical Association: 259–267. doi:10.1080/01621459.1984.10478038. JSTOR 2288257.