Abraham Forest

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Abraham Wald (born October 31, 1902 in Kolozsvár , Austria-Hungary ; died December 13, 1950 in Travancore , India ) was a German-speaking, Romanian-American mathematician from Transylvania . He is considered one of the most important statisticians of the 20th century and made an important contribution to economics.

Abraham Forest

Life

Wald comes from an Orthodox Jewish family in a part of Austria-Hungary that became Romanian after the First World War. In 1927 he enrolled at the Mathematical Institute of the University of Vienna, where he mainly dealt with geometry and topology and was part of Karl Menger's seminar . Among other things, he developed a new foundation for the theory of differentiable manifolds with a new concept of curvature. Wald received his doctorate in 1931 and was then, through Menger, a private tutor for the banker Karl Schlesinger, who was interested in mathematical economics. Here, too, Wald made fundamental contributions to the theory of economic equilibria according to Léon Walras . Wald became a member of an economic research institute headed by Oskar Morgenstern , and it was here that he came into contact with statistical questions for the first time, which led to his book Calculation of the Elimination of Seasonal Fluctuations (Springer Verlag, 1936).

After the “Anschluss” of Austria in 1938, as a result of which both Menger and Morgenstern emigrated, Wald lost his post and went to the USA via Romania, where he received an invitation from Alfred Cowles to join the economic commission at the University of Chicago that was named after him. In 1938 he went to Columbia University as a Fellow of the Carnegie Corporation to Harold Hotelling and increasingly turned to statistics, partly in collaboration with his friend and student Jacob Wolfowitz . He held lectures from the winter semester of 1939/40 and became a professor at Columbia University in 1941. During World War II he was a member of Columbia University's Statistical Research Group, which carried out research relevant to the war effort. Among other things, he developed his sequential sampling method for quality control in the armaments industry. The works were classified as secret and only appeared after the war.

He is credited with describing the survivorship bias , with the knowledge of which it was possible to improve the armor of combat aircraft and thus increase their return rate. In Wald's files, however, there is little evidence of work on aircraft damage.

In 1948 he became president of the Institute of Mathematical Statistics and became vice president of the American Statistical Association. He and his wife died in a plane crash in 1950 on their way to a guest lecture in India.

Wald dealt with geometry , probability theory , mathematical statistics , econometrics and decision theory . In 1943 he presented the test known today as the Wald test, especially in econometrics. He is considered to be the founder of statistical decision theory, which he developed in 1939 to lay the foundation for statistics. He is also known for his contributions to statistical sequence analysis ( Sequential Likelihood Quotient Test ), which arose from research into quality control in armaments factories during World War II. His contribution to economics was the first proof of the existence of a general equilibrium .

In 1950 he gave a plenary lecture at the International Congress of Mathematicians in Cambridge (Massachusetts) with the title "Basic ideas of a general theory of statistical decision rules".

Wald's father was a victim of the Holocaust . He was married to Lucille Lang from 1941 and they had two children.

literature

The following posthumously published collection offers a good overview of his works :

  • Wald: Selected Papers in Statistics and Probability . New York: McGraw-Hill, 1955.
  • Wald: Sequential Analysis , Wiley 1947
  • Wald: Statistical Decision Functions , Wiley 1950
  • Patti Wilger Hunter Connections, context and community: Abraham Wald and the sequential probability ratio test , Mathematical Intelligencer, 2004, No. 1
  • Jacob Wolfowitz , Obituary in Annals Math. Statistics, Volume 23, 1952, 1-13
  • J. Wolfowitz: Wald, Abraham . In: Charles Coulston Gillispie (Ed.): Dictionary of Scientific Biography . tape 14 : Addison Emery Verrill - Johann Zwelfer . Charles Scribner's Sons, New York 1976, p. 121-123 .
  • Oskar Morgenstern Abraham Wald, 1902-1950 , Econometrica, Volume 19, 1951, pp. 361-367
  • Leopold Butterer , obituary in Statist. Vierteljahresschrift, Volume 4, 1951, pp. 69-74
  • Heinz D. Kurz : Wald, Abraham. In: Harald Hagemann , Claus-Dieter Krohn (ed.): Biographical handbook of German-speaking economic emigration after 1933. Volume 2: Leichter branch. Saur, Munich 1999, ISBN 3-598-11284-X , pp. 720-723.
  • Werner Röder; Herbert A. Strauss (Ed.): International Biographical Dictionary of Central European Emigrés 1933-1945 . Volume 2.2. Munich: Saur, 1983 ISBN 3-598-10089-2 , p. 1201

Web links

Individual evidence

  1. ↑ Bill Casselman : The Legend of Abraham Wald , June 2016, in: American Mathematical Society
  2. ^ Contributions to the theory of statistical estimation and testing hypotheses, Annals of Mathematical Statistics, Volume 10, 1939, pp. 299–326
  3. ↑ Abraham Wald (1936) About some systems of equations in mathematical economics. In: Zeitschrift für Nationalökonomie, Vol. 7, pp. 637–670.
personal data
SURNAME Forest, Abraham
BRIEF DESCRIPTION Romanian-American mathematician
DATE OF BIRTH October 31, 1902
PLACE OF BIRTH Kolozsvár
DATE OF DEATH December 13, 1950
Place of death Travancore , India