- Person
- Abraham Wald
- Lived
- 1902–1950
- Field
- Statistics
- From
- Hungarian-American
The story
Abraham Wald was born on 31 October 1902 in Kolozsvár, in the Kingdom of Hungary, now Cluj-Napoca in Romania. He came from a religious Jewish family of intellectuals who, as Jews, had to earn their living in trades below their abilities; his grandfather was the prominent Rabbi Moshe Shmuel Glasner. Hungarian schools required attendance on Saturdays, so the family taught him at home until university. They proved excellent teachers.
After studying at the university in Cluj, Wald moved in 1927 to Vienna, where he earned a doctorate in mathematics in 1931 under Karl Menger. Despite his brilliance, Austrian discrimination against Jews kept him out of university posts, and he supported himself as a tutor and economic researcher. When Nazi Germany annexed Austria in March 1938, discrimination turned into open persecution of Wald and his family.
That summer he left for the United States at the invitation of the Cowles Commission for Research in Economics, and by September 1938 he was a Carnegie Corporation fellow at Columbia University, studying statistics under Harold Hotelling. The move almost certainly saved his life. Of the nine members of his family he left behind, all but one were murdered in the gas chambers of Auschwitz.
Wald began lecturing at Columbia in 1939 and joined its faculty in 1941. When the United States entered the war, he joined the Statistical Research Group, a team of about 18 researchers at Columbia, including the economists Milton Friedman and George Stigler, that worked on military problems. At first there was an absurd obstacle. The work was secret, and Wald, a recent arrival, was officially an enemy alien barred from restricted material. Hotelling recalled a joke that each page Wald wrote should be snatched away and never shown to him again. The impasse ended when a federal court heard his case long before his turn and naturalised him.
His wartime work on bomber vulnerability, on quality control and on sampling inspection is considered seminal in the then-new field of operational research. Out of it came sequential analysis, a method for reaching decisions with fewer tests, which was judged so valuable that it was classified. Wald stayed at Columbia for the rest of his life, until he and his wife died in a plane crash in India in 1950.
Why it matters
A refugee whose family the Nazis destroyed gave his adopted country mathematical tools that helped protect aircrews and supply the Allied war effort.
About Abraham Wald
Refugee mathematician who founded sequential analysis and statistical decision theory, and whose wartime study of damaged bombers became the classic lesson in survivorship bias.
More about Abraham Wald
- Abraham Wald invented the test that can stop earlyDuring the Second World War, Abraham Wald created sequential analysis, a way to check evidence after each test and stop as soon as it is conclusive, often with far fewer observations.
- Abraham Wald gave early proofs that markets can balanceBarred from academic jobs in 1930s Vienna, Abraham Wald turned to economics and produced some of the first rigorous proofs that a competitive economic equilibrium can exist.
- Abraham Wald turned statistics into a science of decisionsIn a 1939 paper and his 1950 book Statistical Decision Functions, Abraham Wald recast statistics as the problem of making decisions under uncertainty when mistakes have costs.
- Abraham Wald taught the world about survivorship biasDuring the Second World War, statistician Abraham Wald showed how to judge bomber damage from planes that returned, a classic lesson in survivorship bias.
- Statisticians use Abraham Wald's tools every dayThe Wald test, the Wald–Wolfowitz runs test, Wald's equation and the Wald distribution are among the everyday statistical tools that bear Abraham Wald's name.
Sources
- Abraham Wald MacTutor History of Mathematics, University of St Andrews
- Abraham Wald Wikipedia
- Statistical Research Group Wikipedia
Another act of tikkun olam. This is part of tikkun olam, the Jewish idea of repairing the world, and every one of us can add to it.