Biographical Memoirs Volume 82 (2003) / Chapter Skim
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Jacob Wolfowitz
Jacob Wolfowitz
Pages 372-384
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From page 373... ...
I took his class at the Technion on statistical decision theory. Outside the classroom we usecl to spencl time together over a cup of coffee or in his office discussing statistical problems.
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From page 374... ...
Laura is a biologist living in Israel with her family, en cl Paul is a political scientist serving as deputy secretary of defense in Washington, D.C. In 1938 Wolfowitz met Abraham Wald, with whom he collaborated till the tragic death of Wald in 1950.
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From page 375... ...
meetings in which Wolfowitz delivered honorary lectures: International Congress of Mathematics, American Mathematical Society, German Mathematical Society, en c! All-Soviet Congress of Mathematics.
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From page 376... ...
. ~ -- r -- - -- - ~ `' wo~tow~tz contr~outect In nets research to the following areas of statistical theory: nonparametric inference, sequential analysis, statistical decision theory, asymptotic statistical theory, maximum probability estimators, design of experiments, probability theory, queuing and inventory theory, and information theory.
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From page 377... ...
As written by Kiefer in the introduction to the Selected Papers, 2 the proof of Wolfowitz en cl Walcl (1945, 1966) "is one of the strikingly beautiful results of theoretical statistics." The optimality result asserts that an SPRT with prescribed type I en cl type II error probabilities minimizes the expecter!
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From page 378... ...
These two early papers in the field showed clearly the advantage of solving discrete time problems by working first in continuous time, a technique that has become a contemporary staple of many areas of statistics and applied probability. Asymptotic statistical analysis is concerned with the limiting behavior of sequences of procedures (estimators or test functions)
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From page 379... ...
Wolfowitz's research on the asymptotic properties of the maximum likelihoocl estimator, with the collaboration of Weiss, lecl to the clevelopment (1969) of maximum probability estimators.
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From page 380... ...
In 1956 Wolfowitz en cl Kiefer publishecl a joint paper on the characteristics of queuing processes, which yielclecl important results in random walk theory. Contributions to inventory theory were done in a series of three papers (with Dvoretzky en cl Kiefer)
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From page 381... ...
The reader is referred to Note 2 above for a more comprehensive partial list. In the article I wrote the year in which Wolfowitz published papers on the discussed topics.
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From page 382... ...
Wald. Optimum character of the sequential probability ratio test.
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From page 383... ...
Consistency of the maximum likelihood estimator in the presence of infinitely many incidental parameters.
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From page 384... ...
Maximum Probability Estimators and Related Topics. New York: Springer-Verlag.
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