Photograph of Abraham Wald from the Oberwolfach Research Institute for Mathematics
Wald was born on 31 October 1902 in
Kolozsvar
,
Transylvania
, in the
Kingdom of Hungary
. A religious
Jew
, he did not attend school on Saturdays, as was then required by the Hungarian school system, and so he was
homeschooled
by his parents until college.
[1]
His parents were quite knowledgeable and competent as teachers.
[3]
In 1928, he graduated in mathematics from the
King Ferdinand I University
.
[4]
In 1927, he had 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
.
[1]
Despite Wald's brilliance, he could not obtain a university position because of Austrian discrimination against Jews. However,
Oskar Morgenstern
created a position for Wald in economics. When
Nazi Germany
annexed Austria
in 1938, the discrimination against Jews intensified. In particular, Wald and his family were persecuted as Jews. Wald immigrated to the
United States
at the invitation of the
Cowles Commission for Research in Economics
, to work on econometrics research.
[1]
The damaged portions of returning planes show locations where they can sustain damage and still return home; those hit in other places presumedly do not survive. (Image shows hypothetical data.)
During
World War II
, Wald was a member of the
Statistical Research Group
(SRG) at
Columbia University
, where he applied his statistical skills to various wartime problems.
[5]
They included methods of sequential analysis and sampling inspection.
[5]
One of the problems that the SRG worked on was to examine the distribution of
damage to aircraft returning after flying missions
to provide advice on how to minimize bomber losses to enemy fire. Wald derived a useful means of estimating the damage distribution for all aircraft that flew from the data on the damage distribution of all aircraft that returned.
[2]
[6]
His work is considered seminal in the discipline of
operational research
, which was then fledgling.
Wald and his wife died in 1950 when the Air India plane (VT-CFK, a DC-3 aircraft
[7]
) in which they were travelling crashed near the
Rangaswamy Pillar
in the northern part of the
Nilgiri Mountains
, in southern
India
, on an extensive lecture tour at the invitation of the Indian government.
[1]
He had visited the
Indian Statistical Institute
at Calcutta and was to attend the Indian Science Congress at Bangalore in January. Their two children were back at home in the United States.
[8]
After his death, Wald was criticized by Sir
Ronald A. Fisher
FRS
. Fisher attacked Wald for being a mathematician without scientific experience who had written an incompetent book on statistics. Fisher particularly criticized Wald's work on the design of experiments and alleged ignorance of the basic ideas of the subject, as set out by Fisher and
Frank Yates
.
[9]
Wald's work was defended by
Jerzy Neyman
the next year. Neyman explained Wald's work, particularly with respect to the design of experiments.
[10]
Lucien Le Cam
credits him in his own book,
Asymptotic Methods in Statistical Decision Theory
: "The ideas and techniques used reflect first and foremost the influence of Abraham Wald's writings."
[11]
He was the father of the noted American physicist
Robert Wald
.