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Abraham Wald (October 31, 1902 - December 13, 1950) was a mathematician born in Kolozsvár, Hungary (now Cluj, Romania) who contributed to decision theory, geometry, and econometrics, and founded the field of statistical sequential analysis (see sequential probability ratio test).

Being a religious Jew, he could not attend school on Saturdays, as was required at the time by the Hungarian school system, and was thus home-schooled by his parents until college (no disadvantage for him, as his parents were quite knowledgeable and competent as teachers).

In 1927, he 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.

When the Nazis invaded Austria in 1938, he and his family were persecuted as Jews. He was able to emigrate to the United States, at the invitation of the Cowles Commission for Research in Economics, to work on econometrics research.

He died in an airplane crash in Travancore, India while on an extensive lecture tour at the invitation of the Indian government.

Contents 1 Notable publications 2 See also 3 References 4 External links

• "A new formula for the index of cost of living", 1939, in Econometrica
• "Contributions to the Theory of Statistical Estimation and Testing Hypotheses", 1940, Annals of Mathematical Statistics, 10, 299-326 (decision theory)
• "The Fitting of Straight Lines in Both Variables are Subject to Error", 1940, in Annals of Mathematical Statistics
• "Sequential Tests of Statistical Hypotheses", 1945, Annals of Mathematical Statistics, 16, 117-186
• Sequential Analysis, 1947
• Statistical Decision Functions, 1950.

• Wald's decision theory
• Admissible decision rule
• Statistics
• Wald test

• Oskar Morgenstern, "Abraham Wald, 1902-1950," Econometrica, 19:4, October 1951, pp. 361-367

• O'Connor, John J., and Edmund F. Robertson. "Abraham Wald". MacTutor History of Mathematics archive.