Abraham Wald

Infobox Scientist
name = Abraham Wald
box_width =


image_width =
caption = A young Wald
birth_date = birthdate|1902|10|31
birth_place = Cluj-Napoca, Hungary
death_date = death date and age|1950|12|13|1902|10|31
death_place = Travancore, India
residence =
citizenship =
nationality = Hungarian
ethnicity =
field =
work_institutions = Cowles Commission for Research in Economics
alma_mater = University of Vienna
doctoral_advisor = Karl Menger
doctoral_students = Meyer Girshick, Charles Stein, Milton Sobel
known_for = Wald's equation, Wald test, Wald's decision theory
author_abbrev_bot =
author_abbrev_zoo =
influences =
influenced = Sequential analysis
prizes =
religion = Judaism
footnotes =

Abraham Wald 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.cite journal
doi = 10.2307/1907462
author = Morgenstern, Oskar
authorlink = Oskar Morgenstern
journal = Econometrica
volume = 19
issue = 4
pages = 361–367
year = 1951
title = Abraham Wald, 1902-1950
accessdate = 2008-06-27]

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. Fortunately, his parents were quite knowledgeable and competent as teachers. [MacTutor Biography|id=Wald]

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 and his wife died in an airplane crash in the Nilgiri mountains while on an extensive lecture tour at the invitation of the Indian government.

Notable publications

For a complete list, see cite journal
year = 1952
title = The Publications of Abraham Wald
journal = Annals of Mathematical Statistics
volume = 23
issue = 1
pages = 29-33
doi = 10.1214/aoms/1177729483

*cite journal
doi = 10.2307/1906982
first = Abraham
last = Wald
journal = Econometrica
volume = 7
issue = 4
pages = 319–331
year = 1939
title = A New Formula for the Index of Cost of Living
accessdate = 2008-06-27
* cite journal
doi = 10.1214/aoms/1177732144
first = Abraham
last = Wald
journal = Annals of Mathematical Statistics
volume = 10
issue = 4
pages = 299–326
year = 1939
title = Contributions to the Theory of Statistical Estimation and Testing Hypotheses
accessdate = 2008-06-27
* cite journal
doi = 10.1214/aoms/1177731868
first = Abraham
last = Wald
journal = Annals of Mathematical Statistics
volume = 11
issue = 3
pages = 284–300
year = 1940
title = The Fitting of Straight Lines if Both Variables Are Subject to Error
accessdate = 2008-06-27
* Cite journal
first = Abraham
last = Wald
title = Sequential Tests of Statistical Hypotheses
journal = The Annals of Mathematical Statistics
volume = 16
issue = 2
month = June
year = 1945
pages = 117–186
doi = 10.1214/aoms/1177731118
* Cite book
first = Abraham
last = Wald
title = Sequential Analysis
year = 1947
publisher = John Wiley and Sons
location = New York
isbn = 0471918067
quote = See Dover reprint: ISBN 0486439127
* cite book
first=Abraham
last=Wald
title=Statistical Decision Functions
year=1950
pages=ix+179
publisher=John Wiley and Sons, New York; Chapman and Hall, London

See also

* Sequential probability ratio test (SPRT)

References

Further reading

* cite journal
author = Wolfowitz, Jacob
authorlink = Jacob Wolfowitz
year = 1952
title = Abraham Wald, 1902-1950
journal = Annals of Mathematical Statistics
volume = 23
issue = 1
pages = 1-13
doi = 10.1214/aoms/1177729480