Wassily Hoeffding

Wassily Hoeffding
Born (1914-06-12)June 12, 1914
Mustamäki, Grand Duchy of Finland
Died February 28, 1991(1991-02-28) (aged 76)
Chapel Hill, North Carolina
Nationality American
Fields Statistician
Institutions University of North Carolina at Chapel Hill
Alma mater Berlin University
Doctoral advisor Alfred Klose
Doctoral students Donald Burkholder
Known for Hoeffding's inequality

Wassily Hoeffding (June 12, 1914 – February 28, 1991) was a Finnish statistician and probabilist. Hoeffding was one of the founders of nonparametric statistics, in which Hoeffding contributed the idea and basic results on U-statistics.[1][2]

In probability theory, Hoeffding's inequality provides an upper bound on the probability for the sum of random variables to deviate from its expected value.[3]

Personal life

Hoeffding was born in Mustamäki, present-day Finland, (Gorkovskoye, Russia until 1940), although his place of birth is registered as St. Petersburg on his birth certificate. His father was an economist and a disciple of Peter Struve, the Russian social scientist and public figure. His paternal grandparents were Danish and his father's uncle was the Danish philosopher Harald Høffding. His mother, née Wedensky, had studied medicine. Both grandfathers had been engineers. In 1918 the family left Tsarskoye Selo for the Ukraine and, after traveling through scenes of civil war, finally left Russia for Denmark in 1920, where Wassily entered school.

In 1924 the family settled in Berlin. He migrated with his mother to the United States in 1946. His younger brother, Oleg, became a military historian in the United States. [4]

Work

In 1948, he introduced the concept of U-statistics.

See the collected works of Wassily Hoeffding.[5]

Writings

See also

References

  1. Wassily Hoeffding (1948) "A class of statistics with asymptotically normal distributions". Annals of Statistics, 19, 293–325. (Partially reprinted in: Kotz, S., Johnson, N.L. (1992) Breakthroughs in Statistics, Vol I, pp 308–334. Springer-Verlag. ISBN 0-387-94037-5)
  2. Sen, P.K (1992) "Introduction to Hoeffding (1948) A Class of Statistics with Asymptotically Normal Distribution". In: Kotz, S., Johnson, N.L. Breakthroughs in Statistics, Vol I, pp 299–307. Springer-Verlag. ISBN 0-387-94037-5.
  3. Wassily Hoeffding (1963) Probability inequalities for sums of bounded random variables, Journal of the American Statistical Association, 58 (301), 1330. (JSTOR)
  4. Fisher, Nickolas J; van Zwet, Willem R. "Biographic Memoirs Volume 86". The National Academies Press, Washington D.C. Retrieved July 28, 2016.
  5. The Collected Works of Wassily Hoeffding (1994), N. I. Fisher and P. K. Sen, eds., Springer-Verlag, New York.
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