Charles Stein (statistician)

Charles M. Stone ( born March 22, 1920) is an American statistician.

Career

Stein studied at Columbia University. During World War II worked in the weather forecast for the U.S. Air Force and came into contact with the statistical work. After the war, he received his doctorate in 1947 from Columbia University with Abraham Wald. He was a professor at Stanford University.

Stone is a member of the National Academy of Sciences. In 1966 he gave a plenary lecture at the International Congress of Mathematicians (ICM ) in Moscow ( Some recent developments in statistics ). He was forest and Neyman Lecturer of the American Institute of Mathematical Statistics.

From him the stone method for the approximation of probability distributions ( with limits on the error ), further developed by his student Louis HY Chen stems (hence sometimes called Chen -Stein method ). It was built in the late 1960s when he sought in his lectures a new way to prove the " combinatorial " central limit theorem of Wald and Wolfowitz.

From him comes a paradox in statistical decision theory (1955 ) argues that in three or more parameters to be estimated, process with a combined estimate of the parameters are more accurate than the usual method, the estimate separately the parameters. The paradox came initially rejected and sparked fierce debates.

Writings

• Approximate computation of expectations, Hayward, California, Institute of Mathematical Statistics Lecture Notes, 1986