Wassily Hoeffding

Wassily Hoeffding
Born(1914-06-12)June 12, 1914
Mustamäki, Grand Duchy of Finland, Russian Empire
DiedFebruary 28, 1991(1991-02-28) (aged 76)
Chapel Hill, North Carolina
NationalityAmerican
Alma materBerlin University
Known forHoeffding's inequality, Hoeffding's lemma
Scientific career
FieldsStatistician
InstitutionsUniversity of North Carolina at Chapel Hill
Doctoral advisorAlfred Klose
Doctoral students

Wassily Hoeffding (June 12, 1914 – February 28, 1991) was an American statistician and probabilist. Hoeffding was one of the founders of nonparametric statistics, in which Hoeffding contributed the idea and basic results on U-statistics.[1][2]

In probability theory, Hoeffding's inequality provides an upper bound on the probability for the sum of random variables to deviate from its expected value.[3]

  1. ^ Wassily Hoeffding (1948) "A class of statistics with asymptotically normal distributions". Annals of Statistics, 19, 293–325. (Partially reprinted in: Kotz, S., Johnson, N.L. (1992) Breakthroughs in Statistics, Vol I, pp 308–334. Springer-Verlag. ISBN 0-387-94037-5)
  2. ^ Sen, P.K (1992) "Introduction to Hoeffding (1948) A Class of Statistics with Asymptotically Normal Distribution". In: Kotz, S., Johnson, N.L. Breakthroughs in Statistics, Vol I, pp 299–307. Springer-Verlag. ISBN 0-387-94037-5.
  3. ^ Wassily Hoeffding (1963) Probability inequalities for sums of bounded random variables, Journal of the American Statistical Association, 58 (301), 13–30. (JSTOR)