Charles M. Stein

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Charles M. Stein
Born March 22, 1920
Brooklyn, New York, U.S.
Died November 24, 2016(2016-11-24) (aged 96)
Fremont, California, U.S.
Nationality American
Fields Statistics
Institutions Stanford University
Alma mater Columbia University
University of Chicago
Doctoral advisor Abraham Wald
Doctoral students Stephen Portnoy
James Zidek

Charles M. Stein (March 22, 1920 – November 24, 2016) was an American mathematical statistician and professor of statistics at Stanford University. He received his Ph.D in 1947 at Columbia University with advisor Abraham Wald. He held faculty positions at Berkeley, University of Chicago before moving permanently to Stanford in 1953. He is known for Stein's paradox in decision theory, which shows that ordinary least squares estimates can be uniformly improved when many parameters are estimated;[1] for Stein's lemma, giving a formula for the covariance of one random variable with the value of a function of another when the two random variables are jointly normally distributed; and for Stein's method, a way of proving theorems such as the Central Limit Theorem that does not require the variables to be independent and identically distributed.[2] He was a member of the National Academy of Sciences. He died in November 2016 at the age of 96.[3]

Works[edit]

  • Approximate Computation of Expectations, Institute of Mathematical Statistics, Hayward, CA, 1986.
  • A bound for the error in the normal approximation to the distribution of a sum of dependent random variables, Sixth Berkeley Stanford Symposium, pages 583-602.

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