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Wassily Hoeffding | |
|---|---|
| Born | June 12, 1914 Mustamäki, Grand Duchy of Finland, Russian Empire |
| Died | February 28, 1991 (aged 76) |
| Nationality | American |
| Alma mater | Berlin University |
| Known for | Hoeffding's inequality, Hoeffding's lemma |
| Scientific career | |
| Fields | Statistician |
| Institutions | University of North Carolina at Chapel Hill |
| Doctoral advisor | Alfred Klose |
| Doctoral students | |
Wassily Hoeffding (June 12, 1914 – February 28, 1991) was an American 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]
- ^ 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)
- ^ 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.
- ^ Wassily Hoeffding (1963) Probability inequalities for sums of bounded random variables, Journal of the American Statistical Association, 58 (301), 13–30. (JSTOR)
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