Abraham Wald

Abraham Wald (; ; , ;  – ) was a Hungarian and American mathematician and statistician 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.

Life and career

Wald was born on 31 October 1902 in Kolozsvár, Transylvania, in the Kingdom of Hungary. A religious Jew, he did not attend school on Saturdays, as was then required by the Hungarian school system, and so he was homeschooled by his parents until college. His parents were quite knowledgeable and competent as teachers.

In 1928, he graduated in mathematics from the King Ferdinand I University. In 1927, he had 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.

Despite Wald's brilliance, he could not obtain a university position because of Austrian discrimination against Jews. However, Oskar Morgenstern created a position for Wald in economics. When Nazi Germany annexed Austria in 1938, the discrimination against Jews intensified. In particular, Wald and his family were persecuted as Jews. Wald emigrated to the United States at the invitation of the Cowles Commission for Research in Economics, to work on econometrics research. By September 1938 Wald was a Fellow of the Carnegie Corporation at Columbia University learning about modern English language statistics from Harold Hotelling. He was appointed to the Columbia Faculty in 1941 and remained there until his death.

During World War II, Wald was a member of the Statistical Research Group (SRG) at Columbia University, where he applied his statistical skills to various wartime problems. There was a difficulty: the work was secret and Wald was officially an enemy alien and, as such, barred from access to restricted matter. Hotelling recounts, “This impasse led to a facetious suggestion that each page he wrote should immediately be snatched away and never shown to him again, but was resolved when a federal court granted him a hearing long before his turn on the docket and promptly naturalized him.”

The problems that the SRG worked on included methods of sequential analysis and sampling inspection. Another was to examine the distribution of damage to aircraft returning after flying missions to provide advice on how to minimize bomber losses to enemy fire. Wald derived a useful means of estimating the damage distribution for all aircraft that flew from the data on the damage distribution of all aircraft that returned. His work is considered seminal in the discipline of operational research, which was then fledgling.

Wald and his wife died in 1950 when the Air India plane (VT-CFK, a DC-3 aircraft) in which they were travelling crashed near the Rangaswamy Pillar in the northern part of the Nilgiri Mountains, in southern India, on an extensive lecture tour at the invitation of the Indian government. He had visited the Indian Statistical Institute at Calcutta and was to attend the Indian Science Congress at Bangalore in January. Their two children were back at home in the United States.

After his death, Wald was criticized by Sir Ronald A. Fisher FRS. Fisher attacked Wald for being a mathematician without scientific experience who had written an incompetent book on statistics. Fisher particularly criticized Wald's work on the design of experiments and alleged ignorance of the basic ideas of the subject, as set out by Fisher and Frank Yates. (criticism of statistical theories of Jerzy Neyman and Abraham Wald) Wald's work was defended by Jerzy Neyman the next year. Neyman explained Wald's work, particularly with respect to the design of experiments. (reply to Fisher 1955) Lucien Le Cam credits him in his own book, ''Asymptotic Methods in Statistical Decision Theory'': "The ideas and techniques used reflect first and foremost the influence of Abraham Wald's writings."

He is the father of the noted American physicist Robert Wald.

Notable publications

For a complete list, see
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* Reprinted, Dover publications, 1973, .
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References

Further reading

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External links

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''A Method of Estimating Plane Vulnerability Based on Damage of Survivors'' by Abraham Wald, Defense Technical Information Center 1943

{{DEFAULTSORT:Wald, Abraham
1902 births
1950 deaths
Scientists from Cluj-Napoca
Jews from Austria-Hungary
Jewish emigrants from Austria after the Anschluss to the United States
Presidents of the Institute of Mathematical Statistics
Fellows of the American Statistical Association
American statisticians
Hungarian statisticians
Econometricians

20th-century American mathematicians
Columbia University faculty
Jewish American scientists
Victims of aviation accidents or incidents in India
20th-century Hungarian mathematicians
Babeș-Bolyai University alumni
University of Vienna alumni
Mathematical economists
Hungarian operations researchers
Functional analysts
American operations researchers
20th-century Hungarian economists
Fellows of the Econometric Society
Mathematical statisticians
Victims of aviation accidents or incidents in 1950