Wassily Hoeffding

Vasily Hoeffding ( born June 12, 1914 in Mustamäki, Finland, † 28 February 1991 in Chapel Hill, North Carolina, United States) was a statistician and as such one of the Beründer the distribution-free statistics.

Life

Hoeffding his doctorate in 1940 at the Humboldt University in Berlin. During World War II he was a research assistant at a university -wide Insurance Institute. In 1946 he immigrated to the United States. He taught from 1947 until his retirement as professor of statistics at the University of North Carolina at Chapel Hill.

He dealt with limit theorems of probability theory, asymptotic statistical tests Wahrscheinlichkeitsungleichungen and approximation errors. He is the developer of Hoeffding 's inequality, the Hoeffdingschen C1 - measure, the Hoeffdingschen tests of independence, the U- statistic ( Unbiased Estimator Statistics) and the Terry - Hoeffding test.

He was a member of the Royal Statistical Society in London, the American Statistical Association, the Institute of Mathematical Statistics and the National Academy of Sciences.

Writings

  • Maßstabinvariante correlation theory, 1940
  • On the distribution of the rank correlation coefficient t When the variates are not independent in Biometrika, 1947
  • A class of statistics with a normal distribution symptotically, 1948
  • A nonparametric test for independence, 1948
  • The central limit theorem for dependent random variables ( with Herbert Robbins ), 1948
  • "Optimum" nonparametric tests, 1951
  • A combinatorial central limit theorem, 1951
  • The large -sample power of test based on permutations of observations, 1952
  • On the distribution of the expected values ​​of the order statistics, 1953
  • The efficiency of tests ( with JR Rosenblatt ), 1955
  • On the distribution of the number of Successes in independent trials, 1956
  • Distinguishability of sets of distributions. ( The case of independent and identically distributed random variables. ), ( With Jacob Wolfowitz ), 1958
  • Lower bounds for the expected sample size and the average risk of a sequential procedure, 1960
  • Probability inequalities for sums of bounded random variable, 1963
February 28 Chapel Hill (North Carolina) Hoeffding's inequality Integrated Authority File
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