Page 643 - Probability and Statistical Inference

620 14. Appendix

lease from the Fellowship of the Cowles Commission to enable him to accept
a Fellowship from the Carnegie Corporation and join Columbia University.
Wald quickly learned statistical theory by attending lectures of Hotelling at
Columbia. In Columbia, Wald had a long period of collaborations with J.
Wolfowitz. Together, they wrote a number of fundamental papers in sequen-
tial analysis and multiple decision theory.
Wald’s lecture notes on the topics he taught at Columbia were lucid but
rigorous and challenging. These notes have taught and given inspirations to
the next several generations of aspiring statisticians. During this period, he
wrote a number of important papers including the fundamental one on estima-
tion and testing [Wald (1939)], even before he came to know the details of
statistical theory. Wald gave the foundation to the theory of statistical decision
functions. This deep area is probably one of his greatest contributions. The
sequential analysis is another vast area where he made legendary contribu-
tions. Wald’s (1947) book, Sequential Analysis, has always been regarded as
a classic. The two papers, Wald (1945,1949b), have been included in the
Breakthroughs in Statistics, Volume I [Johnson and Kotz (1992)].
At the invitation of Mahalanobis, in November, 1950, Wald left for a visit
to the Indian Statistical Institute, Calcutta, and meet colleagues and students
there. After the official obligations of the trip was taken care of, Wald along
with his wife left on December 13, 1950, on an Air India flight for a visit to
the picturesque southern India. Unfortunately, the plane got lost in the fog and
crashed into the peaks of the Nilgiri mountains. All passengers aboard that
flight, including Wald and his wife, perished. This unfortunate accident shook
the world of mathematics, statistics and economics. The world lost a true
genius at a tender age of 48.
D. Basu’s article, Learning from Counterexamples: At the Indian Statisti-
cal Institute in the Early Fifties, included in Ghosh et al. (1992), recalls inter-
esting stories about Wald at the time of his visit to the Institute in November-
December, 1950. These are important stories because very little is otherwise
known about what Wald was doing or thinking during the last few days of his
life.
Wald became President (1948) of the Institute of Mathematical Statis-
tics. At the Abraham Wald Memorial Session held on September 7, 1951,
during the Minneapolis meeting of the Institute of Mathematical Statistics,
J. Wolfowitz had said, “The personal loss will be felt by his numerous
friends, but all must mourn for the statistical discoveries yet unmade which
were buried in the flaming wreckage on a mountain side in South India
and which will slowly and painfully have to be made by others.” By action
of the Council of the Institute of Mathematical Statistics, the 1952 volume