Abraham Wald
| Abraham Wald | |
|---|---|
A young Wald
|
|
| Born |
October 31, 1902 Cluj-Napoca, Austria–Hungary |
| Died | December 13, 1950 (aged 48) Travancore, India |
| Nationality | Hungarian |
| Fields |
Mathematics Statistics Economics |
| Institutions |
Columbia University Cowles Commission for Research in Economics |
| Alma mater | University of Vienna |
| Doctoral advisor | Karl Menger |
| Doctoral students |
Herman Chernoff Meyer Girshick Charles Stein Milton Sobel |
| Known for |
Wald's equation Wald test Sequential analysis Sequential probability ratio test |
| Influences |
Oskar Morgenstern John von Neumann Harold Hotelling Milton Friedman Jerzy Neyman |
| Influenced |
Aryeh Dvoretzky Jacob Wolfowitz |
Abraham Wald (Hungarian: Wald Ábrahám, October 31, 1902 – December 13, 1950) was a mathematician born in Cluj, in the then Austria–Hungary (present-day Romania) who contributed to decision theory, geometry, and econometrics, and founded the field of statistical sequential analysis. He spent his researching years at Columbia University.
Being a religious Jew, he did not attend school on Saturdays, as was required at the time by the Hungarian school system, and was thus home-schooled 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 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 the Nazis invaded Austria in 1938, the discrimination against Jews intensified. In particular, Wald and his family were persecuted as Jews. Wald was able to immigrate to the United States, at the invitation of the Cowles Commission for Research in Economics, to work on econometrics research.
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