Wassily Hoeffding

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Wassily Hoeffding (born June 12, 1914 in Mustamäki , Finland , † February 28, 1991 in Chapel Hill , North Carolina , USA ) was a statistician and as such one of the founders of parameter-free statistics .

Life

Hoeffding received his doctorate from Berlin University in 1940 . During the Second World War he was a research assistant at a cross-university insurance institute. In 1946 he immigrated to the United States of America. He taught from 1947 until his retirement as a professor of statistics at the University of North Carolina at Chapel Hill .

He dealt with limit theorems of probability theory , asymptotic behavior of statistical tests, probability inequalities and approximation errors. He is considered the developer of the Hoeffding inequality , the Hoeffding C1 measure , the Hoeffding independence test , the U statistics (Unbiased Estimator Statistics) and the Terry Hoeffding test .

He was a member of the Royal Statistical Society in London, the American Statistical Association , the Institute of Mathematical Statistics , the National Academy of Sciences (1976) and the American Academy of Arts and Sciences (1985).

Fonts

  • Scale variant correlation theory , 1940
  • On the distribution of the rank correlation coefficient t when the variates are not independent in Biometrika , 1947
  • A class of statistics with a symptotically normal distribution , 1948
  • A nonparametric test for independence , 1948
  • The central limit theorem for dependent random variables (with Herbert Robbins ), 1948
  • "Optimum" nonparametric tests , 1951
  • A combinatorial central limit theorem , 1951
  • The large-sample power of test based on permutations of observations , 1952
  • On the distribution of the expected values ​​of the order statistics , 1953
  • The efficiency of tests (with JR Rosenblatt), 1955
  • On the distribution of the number of successes in independent trials , 1956
  • Distinguishability of sets of distributions. (The case of independent and identically distributed random variables.) , (With Jacob Wolfowitz ), 1958
  • Lower bounds for the expected sample size and the average risk of a sequential procedure , 1960
  • Probability inequalities for sums of bounded random variables , 1963

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