Biographical Memoirs Volume 86 (2005) / Chapter Skim
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Wassily Hoeffding
Wassily Hoeffding
Pages 208-227
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From page 209... ...
FISHER AND WILLEM R VAN ZWET WASSILY HOEFFDING WAS ONE of the founding fathers of nonparametric statistics, the science of analyzing data without making unnecessarily restrictive assumptions about their origin.
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From page 210... ...
Ir 1924 the family settled in Berlin in high school, an Oberrealschule which put emphasis on natural sciences and modern languages, I liked mathematics ar d biology ar d disliked physics When I finished high school in 1933, I had no definite career in mird I thought I would become an economist like my father ar d entered the Har delschochschule in BerEm But I soon four d that economics was too vague a science for me Chance phenomena ar d their laws captured my interest I performed series of rardom tossings and recorded their outcomes before I knew much about probability theory One of the few books on chance phenomena that I four d in the library of the Hochschule was Die Analyse des Zufalls by H E Timerdirg, and it fascinated me in 1934 1 entered Berlin Uriversity to study mathematics The meager fare in mathematical statistics that I was fed in my lectures in Berlin, I tried to supplement by readir g journals But somehow I did r ot
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From page 211... ...
But the concept of invariance under monotone transformations is relevant in a much broader setting and lies at the root of nonparametric or rank methods, the major development in statistics in the years following World War 11. In fact, in Hoeffding's correlation papers one encounters Spearnlan's rank correlation coefficient, which also pre-dates the formal development of rank statistics.
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From page 212... ...
"It read to me like a revelation," he wrote. And it was also in Hanover that he wrote "my first statistical paper in the modern sense of the word," establishing the asymptotic normality of Kendall's rank correlation coefficient ~ in the general case of independent identically distributed random vectors.
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From page 213... ...
I was to remain in Chapel Hill until my retirement ar d bet or d Cor genial colleagues, a relaxed, irformal academic life style, the attractive nature of the town, the relative closeness of the sea ar d the mountains, combined with an ir born inertia, made me resist the temptations of movirg to other campuses Being somewhat reserved by nature, I cherish all the more the frier dships ar d contacts I have had with my colleagues ar d students in the department ar d their families (1982, p 105)
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From page 214... ...
For Wassily there was an obvious link with his work on Ustatistics and the paper may be considered as a starting point for the vast literature on the central limit theorem under mixing conditions. Three years later Hoeffding returned to the
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From page 215... ...
To get around this problem Hoeffding introduced the concept of a locally most powerful rank test (i.e., a rank test that is most powerful in a typically parametric arbitrarily small neighborhood of the null hypothesis)
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From page 216... ...
. There followed a remarkable series of papers concerning bounds on expected values of functions of sums of independent random variables, of which Hoeffding (1956)
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From page 217... ...
Rather, his examinations, which took the form of one-week take-home projects, simply extended the learning process, by leading the student through an area of the subject not covered in the course. For example, on one occasion he chose not to cover U-statistics in presenting his Nonparametric Statistics course, but the take-home exam resulted in the students becoming familiar with the area.
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From page 218... ...
Wassily did not presume that his counsel was being sought and so would offer no comment. LIFE OUTSIDE STATISTICS Although not disposed to lengthy sojourns away from Chapel Hill, Wassily very much enjoyed the shorter trips that he made to other parts of the United States and of the world, usually in association with his work.
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From page 219... ...
The visit to Akademgorodok, the seat of the Siberian section of the Academy of Sciences of the USSR, near Novosibirsk, was of special interest Few Westerners had been there before me I was warmly received by A, A Borovkov ar d his co-workers, mostly your ger people I had arrived directly from Tashkent, where the flowers were in bloom in the public squares Here, when we were walking on the ice-bour d Ob River in a chilly wir d, I put on the only head covens g I had with me, an embroidered Uzbek scull cap which had been presented to me in Tashkent (1982, p 108) Apart from Wassily's enjoyment of hiking, his longtime friend and colleague, Ross Leadbetter, records7 that "operating his sailboat brought him much pleasure, even though as he liked to recall, he was once arrested by the coastguard out in Kerr Lake for the heinous crime of having nonstandard life jackets.
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From page 220... ...
PROFESSIONAL HONORS Wassily was the recipient of many of the highest honors available to statisticians, in the United States and overseas. These included 1967 Wald lecturer 1969 President, institute of Mathematical Statistics 1973 Appointed Kenan Professor, University of North Carolina 1976 Elected a member of the National Academy of Sciences 1985 Elected to the American Academy of Arts and Sciences Elected a fellow of the American Statistical Association Elected a fellow of the institute of Mathematical Statistics Elected a member of the international Statistical institute Elected an honorary fellow of the Royal Statistical Society Shortly after his retirement at the age of 65, the University of North Carolina's College of Arts and Sciences established the Wassily Hoeffding Professorship in his honor.
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From page 221... ...
His new life still involved research, notably a number of typically elegant contributions to the Encyclopedia of Statistical Sciences. In describing Wassily's retirement activities Ross Leadbetter commented,7 Those of us privileged to erjoy his frier dship in later years must be struck by his extraordinary strength of character, his extreme generosity—almost to a fault—towards causes, and people expressing needs, and his amazing ability to contend with the seemingly endless medical complications, rot too irfrequertly life threaterirg, and yet to get very significant erjoymert from life His later life was burdened severely by the necessities of medical attention but he would make the fullest use of intervening time with avid reading, with writir g made laborious by poor circulation ir his fir gers, watchir g TV ar d listenir g to his shortwave radio He would scan the Annals of Statistics for ar y articles involvir g Ustatistics He was for d of Russian literature ar d poetry and was busy readirg a new and extersive biography of Tolstoy dunr g his recent stay in hospital A Near York Times reader without peer, he took er dless delight in fir ding the unusual new items which appealed to a very real sense of humor that could surprise those only casually acquainted with him, He clearly enjoyed his later years in spite of the struggles ar d Imitations He enjoyed his team of nurses, his watchful doctor his neighbors his local frier ds ar d international department visitors who would want to go ar d see him He kept his dignity to the er d, ar d never gave ar y hint of self pity As a basically theoretical persor he gave mary practical lessor s to those about him, r ot the least of which was that real frier dship is somethir g bet or d the clatter of small talk, ar d is better demonstrated by action rather than er dless words Tributes *
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From page 222... ...
Although he was gentle ar d courteous in manner ar d fragile in health, he was liar -hearted ir spirit ar d completely origir al ir his scier tific work His character was truly noble; I r ever heard from him a complair t about his chronic illness or the difficulties of livirg in an alien environment, or a dispel aging remark about ary fellow human being The Statistics Departments of Columbia and Rutgersjoin in expressing their sorrow at the death of Wassily Hoeffdirg, ore of the great creative forces of statistical thought of our time His work will long continue to provide an unequalled example of mathematical elegance ar d manifold application His presence here from 1946 until his death has greatly enriched the intellectual and cultural life of this country The preface to Wassily's Collected Works concludes with the following words: A few months before Wassily's death, we visited him to request permission to produce this book He expressed surprise (ar d pleasure) that the enterprise might be considered worthwhile Then he offered us a drir k We asked what was available, He thought for a few moments, tryirg to recall the name of the liqueur (Benedictine)
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From page 223... ...
His field was Sino-Soviet economic relations, so that a great deal of his work was and remains classified. He was one of several people associated with Daniel Ellsberg during the Pentagon Papers episode, and was one of the co-signers of Ellsberg's famous letter to the New York Tirres.
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From page 224... ...
to teach an introductory service course in statistics to a class of undergraduates comprising basketball players, footballers, and other assorted attendees, none of whom was attending l NC, Chapel Hill, with the primary intent of learning statistics. It is not clear who received the greater shock from the semester's experience: the students or Wassily.
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From page 225... ...
The central limit theorem for dependent random variables.
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From page 226... ...
Distinguishability of sets of distributions. (The case of independent and identically distributed random variables.)
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From page 227... ...
1:54-66. 1974 The Ll norm of the approximation error for splines with equidistant knots.
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