Page 621 - Probability and Statistical Inference

598 14. Appendix

ton University Press). During the next several decades, this book stood as the
gold standard of what mathematical statistics ought to be. The Mathematical
Methods of Statistics has been translated in other languages including Rus-
sian, Polish, Spanish, and Japanese. Cramér also wrote other important books
and monographs including the one on stochastic processes, co-authored with
R. Leadbetter (1967, Wiley).
Cramér’s contributions in Markov and other stochastic processes, prob-
ability theory, and large sample theory, in particular, have been legendary in
how they influenced the research methods for a very long time. Cramér’s
(1942) paper on harmonic analysis has been included in the Breakthroughs in
Statistics, Volume I [Johnson and Kotz (1992)]. The Cramér-Rao inequality
and the Cramér-Rao Lower Bound are two household phrases.
Cramér had close professional ties with H. Hotelling, R. A. Fisher, A. N.
Kolmogorov, P. Lévy, W. Feller, J. Neyman, P. C. Mahalanobis, D. G. Kendall,
J. L. Doob, and C. R. Rao, among others. He was a superb lecturer and a
great story-teller. He could grab any audience’s attention as soon as he walked
into a lecture hall. He was always charming, friendly and unassuming.
Cramér received many honors including the Guy Medal in Gold from the
Royal Statistical Society in 1972. He received several honorary degrees in-
cluding a D.Sc. degree from the Indian Statistical Institute.
Cramér’s (1976) lengthy article beautifully portrayed his recollections on
the development of probability theory. (D. G.) Kendall (1983) wrote a charm-
ing tribute to Cramér on the celebration of his 90 birthday. Wegman (1986)
th
detailed Cramér’s many personal recollections. In the interview article of H.
Bergström [Råde (1997)], some of Cramér’s major contributions are men-
tioned.
Cramér died on October 5, 1985. The legacy of his long, vigorous and
distinguished career continues to nurture the growth of mathematical statis-
tics.
B. de Finetti: Bruno de Finetti was born on June 13, 1906 in Innsbruck,
Austria. He first joined the faculty of mathematics at the University of Milan,
but eventually settled down in Rome. He was one of the strongest proponents
of the subjectivistic interpretation of probability which is the life-line of the
Bayesian doctrine. His books, de Finetti (1972,1974), on subjective probabil-
ity are master pieces. de Finetti introduced the concept of exchangeability
which profoundly influenced the modern Bayesian school. de Finetti’s (1937)
article has been included in the Breakthroughs in Statistics Volume I [Johnson
and Kotz (1992)]. His autobiographical piece, Probability and My Life, in-
cluded in Gani (1982), is filled with fascinating stories. de Finetti passed away
in Rome on July 20, 1985.