Theodore Wilbur Anderson (June 5, 1918 – September 17, 2016) was an American mathematician and
statistician
A statistician is a person who works with Theory, theoretical or applied statistics. The profession exists in both the private sector, private and public sectors.
It is common to combine statistical knowledge with expertise in other subjects, a ...
who specialized in the analysis of
multivariate data.
Life and career
He was born in
Minneapolis
Minneapolis is a city in Hennepin County, Minnesota, United States, and its county seat. With a population of 429,954 as of the 2020 United States census, 2020 census, it is the state's List of cities in Minnesota, most populous city. Locat ...
, Minnesota. He was on the faculty of
Columbia University
Columbia University in the City of New York, commonly referred to as Columbia University, is a Private university, private Ivy League research university in New York City. Established in 1754 as King's College on the grounds of Trinity Churc ...
from 1946 until moving to
Stanford University
Leland Stanford Junior University, commonly referred to as Stanford University, is a Private university, private research university in Stanford, California, United States. It was founded in 1885 by railroad magnate Leland Stanford (the eighth ...
in 1967, becoming emeritus professor in 1988. He served as editor of ''
Annals of Mathematical Statistics'' from 1950 to 1952. He was elected president of the
Institute of Mathematical Statistics in 1962.
Anderson's 1958
textbook,'' An Introduction to Multivariate Analysis'', educated a generation of theorists and applied statisticians; Anderson's book emphasizes
hypothesis testing
A statistical hypothesis test is a method of statistical inference used to decide whether the data provide sufficient evidence to reject a particular hypothesis. A statistical hypothesis test typically involves a calculation of a test statistic. T ...
via
likelihood ratio tests and the properties of
power function
In mathematics, exponentiation, denoted , is an operation involving two numbers: the ''base'', , and the ''exponent'' or ''power'', . When is a positive integer, exponentiation corresponds to repeated multiplication of the base: that is, i ...
s:
Admissibility,
unbiasedness and
monotonicity.
Anderson is also known for
Anderson–Darling test of whether there is evidence that a given sample of data did not arise from a given probability distribution.
He also framed the
Anderson–Bahadur algorithm along with
Raghu Raj Bahadur, which is used in statistics and engineering for solving binary classification problems when the underlying data have
multivariate normal distribution
In probability theory and statistics, the multivariate normal distribution, multivariate Gaussian distribution, or joint normal distribution is a generalization of the one-dimensional ( univariate) normal distribution to higher dimensions. One d ...
s with different
covariance matrices.
Awards and honors
He was awarded a
Guggenheim Fellowship
Guggenheim Fellowships are Grant (money), grants that have been awarded annually since by the John Simon Guggenheim Memorial Foundation, endowed by the late Simon Guggenheim, Simon and Olga Hirsh Guggenheim. These awards are bestowed upon indiv ...
in 1946.
In 1949 he was elected a
Fellow of the American Statistical Association.
He was elected a Fellow of the
American Academy of Arts and Sciences
The American Academy of Arts and Sciences (The Academy) is one of the oldest learned societies in the United States. It was founded in 1780 during the American Revolution by John Adams, John Hancock, James Bowdoin, Andrew Oliver, and other ...
in 1974.
He was a member of the
Norwegian Academy of Science and Letters
The Norwegian Academy of Science and Letters (, DNVA) is a learned society based in Oslo, Norway. Its purpose is to support the advancement of science and scholarship in Norway.
History
The Royal Frederick University in Christiania was establis ...
.
Anderson died in September 2016 at the age of 98 in Stanford, California after experiencing heart problems.
Selected bibliography
Books
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Chapters in books
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References
External links
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{{DEFAULTSORT:Anderson, Theodore
1918 births
2016 deaths
Scientists from Minneapolis
Columbia University faculty
Stanford University Department of Statistics faculty
Stanford University Department of Economics faculty
Fellows of the American Academy of Arts and Sciences
Fellows of the American Statistical Association
Fellows of the Econometric Society
Members of the Norwegian Academy of Science and Letters
Presidents of the Institute of Mathematical Statistics
Members of the United States National Academy of Sciences
Economists from Minnesota
American mathematical statisticians