Page 642 - Probability and Statistical Inference

14. Appendix 619

the key ingredients in beer. His path-breaking 1908 paper, included in the
Breakthroughs in Statistics, Volume II [Johnson and Kotz (1993)], gave the
foundation of the t-distribution. Gosset derived the probable error of a corre-
lation coefficient in 1908 and made several forceful conjectures, most of
these being proven true later by Fisher (1915). Fisher once described Gosset
as “Faraday of statistics.”
The monographs and articles of (E. S.) Pearson (1938), Reid (1982), David
(1968), Barnard (1992), Karlin (1992), Rao (1992a) would provide more de-
tails on the life and work of Gosset. Box’s (1978) fascinating biography, R. A.
Fisher: The Life of a Scientist, points out early diverse interactions among
(K.) Pearson, Gosset, and Fisher. Box (1987) portrayed the connections and
collaborations among Guinness, Gosset and Fisher. Additionally, both (M. G.)
Kendall (1963) and Neyman (1967) presented much historical perspectives.
One may also take a look at the entry [Irwin (1968)], William Sealy Gosset,
included in the International Encyclopedia of Statistics for more information.
Gosset died in October, 1937.

A. Wald: Abraham Wald was born on October 31, 1902, in Cluj, Roma-
nia. He was raised in an intellectual environment within his family. But shock-
ingly, his parents, sisters, one brother who was considered intellectually gifted,
their spouses and children, and other relatives, perished in German crematoria
and concentration camps. As the son of an orthodox Jew, he faced many
obstacles and was barred to pursue many interests as a child and young adult.
After graduating from the University of Cluj, Wald was finally admitted to
study mathematics at the University of Vienna. He came to know K. Menger
and K. Hahn in Vienna. Initially, Wald began to work on geometry. One of his
proofs was later incorporated into the seventh edition of David Hilbert’s clas-
sic text, Grundlagen der Geometrie. But, it was clear that there was practi-
cally no prospect of getting an academic position in Austria in spite of Wald’s
brilliance.
Menger advised him to move into some area of applied mathematics. He
met O. Morgenstern and started working on mathematical economics. He
made fundamental contributions in econometrics through a series of papers
and a book. The three brilliant scholars, O. Morgenstern, J. von Neumann
and A. Wald later emigrated to U.S.A., and in 1944, von Neuman and
Morgenstern’s famous book, Theory of Games and Economic Behavior, ap-
peared. These collaborations led to a fuller growth of statistical decision theory,
culminating into Wald’s (1950) classic book, Statistical Decision Functions.
Wald came to U.S.A. in the summer of 1938 as a Fellow of the Cowles
Commission for Research in Economics. Hotelling arranged for Wald’s re-