Abraham Wald
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, geometry and econometrics, and founded the field of sequential analysis. 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. He spent his research career at Columbia University. He was the grandson of Rabbi Moshe Shmuel Glasner.
Abraham Wald | |
|---|---|
A young Wald | |
| Born | October 31, 1902 |
| Died | December 13, 1950 (aged 48) Nilgiri Mountains, India |
| 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 |
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