Abraham Wald | |
|---|---|
 A young Wald | |
| Born | October 31, 1902 |
| Died | December 13, 1950 (aged 48) |
| Alma mater | King Ferdinand I University University of Vienna |
| Known for | Wald'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 |
| Children | Robert Wald |
| Scientific career | |
| Fields | Mathematics Statistics Economics |
| Institutions | Columbia University Cowles Commission for Research in Economics |
| Doctoral advisor | Karl Menger |
| Doctoral students | Herman Chernoff Meyer Abraham Girshick Milton Sobel Charles Stein |
Abraham Wald (/wɔːld/; Hungarian: Wald Ábrahám, Yiddish: אברהם וואַלד; 31 October 1902 – 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.
- ^ 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.
- ^ Morgenstern, Oskar (1951). "Abraham Wald, 1902–1950". Econometrica. 19 (4). Econometrica, Vol. 19, No. 4: 361–367. doi:10.2307/1907462. JSTOR 1907462.
- ^ 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.