Abraham Wald

Abraham Wald (; ; , ; – ) was a Hungarian and American mathematician and statistician who contributed to decision theory, geometry and econometrics, and founded the field of sequential analysis. One of his well-known statistical works was written during World War II on how to minimize the damage to bomber aircraft and took into account the survivorship bias in his calculations. He spent his research career at Columbia University. He was the grandson of Rabbi Moshe Shmuel Glasner.

Life and career

Wald was born on 31 October 1902 in Kolozsvár, Transylvania, in the Kingdom of Hungary. A religious Jew, he did not attend school on Saturdays, as was then required by the Hungarian school system, and so he was homeschooled by his parents until college.

In 1928, he graduated in mathematics from the King Ferdinand I University. In 1927, he had entered graduate school at the University of Vienna, from which he graduated in 1931 with a Ph.D. in mathematics. His advisor there was Karl Menger. There was a difficulty: the work was secret and Wald was officially an enemy alien and, as such, barred from access to restricted matter. Hotelling recounts, “This impasse led to a facetious suggestion that each page he wrote should immediately be snatched away and never shown to him again, but was resolved when a federal court granted him a hearing long before his turn on the docket and promptly naturalized him.”

The problems that the SRG worked on included methods of sequential analysis and sampling inspection. His work is considered seminal in the discipline of operational research, which was then fledgling.

Wald and his wife died in 1950 when the Air India plane (VT-CFK, a DC-3 aircraft ) in which they were travelling crashed near the Rangaswamy Pillar in the northern part of the Nilgiri Mountains, in southern India, on an extensive lecture tour at the invitation of the Indian government.

After his death, Wald was criticized by Sir Ronald A. Fisher FRS. Fisher attacked Wald for being a mathematician without scientific experience who had written an incompetent book on statistics. Fisher particularly criticized Wald's work on the design of experiments and alleged ignorance of the basic ideas of the subject, as set out by Fisher and Frank Yates. Wald's work was defended by Jerzy Neyman the next year. Neyman explained Wald's work, particularly with respect to the design of experiments. Lucien Le Cam credits him in his own book, Asymptotic Methods in Statistical Decision Theory: "The ideas and techniques used reflect first and foremost the influence of Abraham Wald's writings."

He is the father of the noted American physicist Robert Wald.

Notable publications For a complete list, see

Reprinted, Dover publications, 1973.