A major contributor to this article appears to have a close connection with its subject. (January 2011)
Gábor J. Székely ( Hungarian pronunciation: , born February 4, 1947 in Budapest) is a [ˈseːkɛj] Hungarian- American statistician/ mathematician best known for introducing E-statistics or energy statistics [see E-statistics or Package energy in R (programming language)], e.g. the distance correlation [1 ] [2 ] which is a bona fide dependence measure, equals zero exactly when the variables are [3 ] independent, the distance skewness which equals zero exactly when the probability distribution is diagonally symmetric, [4 ] the [5 ] E-statistic for normality test and the [6 ] E-statistic for clustering. Other important discoveries include the Hungarian [7 ] semigroups, [8 ] [9 ] the [10 ] location testing for Gaussian scale mixture distributions, the [11 ] uncertainty principle of game theory, the [12 ] half-coin which involves [13 ] negative probability, and the solution of an old open problem of lottery mathematics: in a 5-from-90 lotto the minimum number of tickets one needs to buy to guarantee that at least one of these tickets has (at least) 2 matches is exactly 100. [14 ]
Life and career [ edit ]
Székely attended the
Eötvös Loránd University, Hungary graduating in 1970. His first advisor was Alfréd Rényi. Székely received his Ph.D. in 1971 from Eötvös Loránd University, the Candidate Degree in 1976 under the direction of Paul Erdős and Andrey Kolmogorov, and the Doctor of Science degree from the Hungarian Academy of Sciences in 1986. Between 1985 and 1995 Székely was the first program manager of the Budapest Semesters in Mathematics. Between 1990 and 1997 he was the founding chair of the Department of Stochastics of the Budapest Institute of Technology ( Technical University of Budapest) and editor-in-chief of Matematikai Lapok, the official journal of the János Bolyai Mathematical Society. In 1989 Székely was visiting professor at Yale University, and in 1990-91 he was the first Lukacs Distinguished Professor in Ohio. Székely was academic advisor of Morgan Stanley, NY, and Bunge, Chicago, helped to establish the Morgan Stanley Mathematical Modeling Centre in Budapest (2005) and the Bunge Mathematical Institute (BMI) in Warsaw (2006) to provide quantitative analysis to support the firms' global business. Since 2006 he is a Program Director of Statistics of the National Science Foundation. Székely is also Research Fellow of the Rényi Institute of Mathematics of the [15 ] Hungarian Academy of Sciences and the author of two monographs, Paradoxes of Probability Theory and Mathematical Statistics, and Algebraic Probability Theory (with Imre Z. Ruzsa).
Székely, G. J. (1986)
Paradoxes in Probability Theory and Mathematical Statistics, Reidel.
Ruzsa, I. Z. and Székely, G. J. (1988) Algebraic Probability Theory, Wiley. Székely, G. J. (editor) (1995)
Contests in Higher Mathematics, Springer. Székely, G. J. (1981–82) Why is 7 a mystical number? (in Hungarian) in: MIOK Évkönyv, 482-487, ed.
Sándor Scheiber. Székely, G.J. and Ruzsa, I.Z. (1982) Intersections of traces of random walks with fixed sets, Annals of Probability 10, 132-136.
Székely, G. J. and Ruzsa, I.Z. (1985) No distribution is prime, Z. Wahrscheinlichkeitstheorie verw. Geb. 70, 263-269.
Székely, G. J. and Buczolich, Z. (1989) When is a weighted average of ordered sample elements a maximum likelihood estimator of the location parameter? Advances in Applied Mathematics 10, 439-456.
Székely, G. J, Bennett, C.D., and Glass, A. M. W. (2004)
Fermat's last theorem for rational exponents, The American Mathematical Monthly 11/4, 322-329. Székely, G. J. (2006) Student's t-test for scale mixtures. Lecture Notes Monograph Series 49, Institute of Mathematical Statistics, 10-18.
Székely, G. J., Rizzo, M. L. and Bakirov, N. K. (2007) Measuring and testing independence by correlation of distances, The Annals of Statistics, 35, 2769-2794.
PDF Székely, G. J. and Rizzo, M.L. (2009) Brownian distance covariance, The Annals of Applied Statistics, 3/4, 1233-1308.
PDF Rizzo, M. L. and Székely, G. J. (2010) DISCO analysis: A nonparametric extension of analysis of variance, The Annals of Applied Statistics, 4/2, 1034-1055.
References [ edit ]
^ Székely, Rizzo and Bakirov (2007)
^ Székely and Rizzo (2009).
^ Newton, Michael, A.(2009) Introducing the discussion paper by Székely and Rizzo, Annals of Applied Statistics, 3/4, 1233-1236. PDF
^ Menshenin, D. O. and Zubkov, A.M.(2008) On the Székely-Móri asymmetry criterion, Austrian Journal of Statistics 37/1, 137-144.
^ Henze, N.(1997) Limit laws for multivariate skewness in the sense of Móri, Rohatgi and Székely, Statistics&Probability Letters, 33/3, 299-307
^ Székely, G. J. and Rizzo, M. L. (2005) A new test for multivariate normality, Journal of Multivariate Analysis 93, 58-80.
^ Székely, G.J. and Rizzo, M. L. (2005) Hierarchical clustering via joint between-within distances: extending Ward’s minimum variance method, Journal of Classification 22 / 2, 151-183.
^ Székely, G. J. and Ruzsa, I.Z. (1988) Algebraic Probability Theory, Wiley.
^ Raja, C.R.E. (1999) On a class of Hungarian semigroups and the factorization theorem of Khinchin, J. Theoretical Probability 12/2, 561-569.
^ Zempléni, A. (1990) On the heredity of Hun and Hungarian property, J. Theoretical Probability 4/3, 599-609.
^ Székely (2006).
^ Székely, G. J. and Rizzo, M. L. (2007) The uncertainty principle of game theory, The Americal Mathematical Monthly, 8, 688-702.
^ Székely, G. J. (2005) Half of a coin: negative probabilities, Wilmott Magazine, July, 66-68.
^ Z. Füredi, G. J. Székely, and Z. Zubor (1996). "On the lottery problem". Journal of Combinatorial Designs (Wiley) 4 (1): 5–10.  Reprint
^ Research Fellows of the Rényi Institute of Mathematics.
^ Introducing the new IMS Fellows, IMS Bulletin, 39/6,p.5, 2010.
External links [ edit ]
Brian D. Ripley · 1977 Olav Kallenberg · 1978 Zhen-ting Hou · 1979 Frank Kelly · 1980 David Aldous and Erik Jørgensen · 1981 John Charles Gittins · 1982 Ruben Ambartzumian and Persi Diaconis · 1983 Edwin Perkins · 1984 Martin Thomas Barlow and Chris Rogers · 1985 Piet Groeneboom and Terence John Lyons · 1986 Peter Hall and Jean-François Le Gall · 1987 Yao-chi Yu, Jie-zhong Zou, and Andrew Carverhill · 1988 Peter Baxendale, Imre Z. Ruzsa and Gábor J. Székely · 1989 Geoffrey Grimmett and Rémi Léandre · 1990 Steven Evans · 1991 Alain-Sol Sznitman · 1992 Krzysztof Burdzy · 1993 Gérard Ben Arous and Robin Pemantle · 1994 Thomas Mountford and Laurent Saloff-Coste · 1995 Philippe Biane and Yuval Peres · 1996 Bruce Driverand Jean Bertoin · 1997 James Norris and Martin Schweizer · 1998 Davar Khoshnevisan and Wendelin Werner · 1999 Raphael Cerf and Gareth Roberts · 2000 Kurt Johansson and David Wilson · 2001 Richard Kenyon · 2002 Stanislav Smirnov and Balaji Prabhakar · 2003 Alice Guionnet · 2004 Alexander Holroyd and Itai Benjamini · 2005 Olle Hãggstrõm and Neil O'Connell · 2006 Scott Sheffield · 2007 Remco van der Hofstad · 2008 Brian Rider and Bálint Virág · 2009 Grégory Miermont · 2010 Sourav Chatterjee and Gady Kozma.