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Wald, Abraham

  1. H. Chernoff

Published Online: 15 JUL 2005

DOI: 10.1002/0470011815.b2a17153

Encyclopedia of Biostatistics

Encyclopedia of Biostatistics

How to Cite

Chernoff, H. 2005. Wald, Abraham. Encyclopedia of Biostatistics. 8.

Author Information

  1. Harvard University, Cambridge, MA, USA

Publication History

  1. Published Online: 15 JUL 2005

Abstract

Wald (1902–1950) was born in Rumania and emigrated to the United States in 1938. From 1938, he worked at Columbia University. In 1939, he published the first account of statistical decision theory, and in 1943, he developed the probability ratio test, the essential feature of sequential analysis. He often used Bayesian arguments to derive frequentist results. He worked on a wide range of topics in mathematical statistics and econometrics.

Keywords:

  • decision theory;
  • sequential analysis;
  • SPRT;
  • econometrics;
  • Bayesian;
  • asymptotic theory