June 12, 1914|
Mustamäki, Grand Duchy of Finland
|Died||February 28, 1991
Chapel Hill, North Carolina
|Institutions||University of North Carolina at Chapel Hill|
|Alma mater||Berlin University|
|Doctoral advisor||Alfred Klose|
|Doctoral students||Donald Burkholder|
|Known for||Hoeffding's inequality|
Wassily Hoeffding (June 12, 1914 – February 28, 1991) was a Finnish statistician and probabilist. Hoeffding was one of the founders of nonparametric statistics, in which Hoeffding contributed the idea and basic results on U-statistics.
Hoeffding was born in Mustamäki, Grand Duchy of Finland, which was part of the Russian empire. His parents were both Danish and his father's uncle was the Danish philosopher Harald Høffding. He migrated with his mother to the United States in 1946.
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In 1948, he introduced the concept of U-statistics.
See the collected works of Wassily Hoeffding.
- Masstabinvariante Korrelationstheorie, 1940
- On the distribution of the rank correlation coefficient t when the variates are not independent in Biometrika, 1947
- A class of statistics with asymptotically normal distribution, 1948
- A nonparametric test for independence, 1948
- The central limit theorem for dependent random variables (with Herbert Robbins), 1948
- "Optimum" nonparametric tests, 1951
- A combinatorial central limit theorem, 1951
- The large-sample power of test based on permutations of observations, 1952
- On the distribution of the expected values of the order statistics, 1953
- The efficiency of tests (with J. R. Rosenblatt), 1955
- On the distribution of the number of successes in independent trials, 1956
- Distinguishability of sets of distributions. (The case of independent and identically distributed random variables.), (with Jacob Wolfowitz), 1958
- Lower bounds for the expected sample size and the average risk of a sequential procedure, 1960
- Probability inequalities for sums of bounded random variables, 1963
- Hoeffding bounds
- Hoeffding C1 statistic
- Hoeffding decomposition
- Hoeffding's independence test
- Hoeffding's inequality
- Hoeffding–Blum–Kiefer–Rosenblatt process
- Terry–Hoeffding test
- 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)
- O'Connor, John J; Robertson, Edmund F. "Wassily Hoeffding". School of Mathematics and Statistics, University of St Andrews. Retrieved Dec 28, 2011. line feed character in
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- The Collected Works of Wassily Hoeffding (1994), N. I. Fisher and P. K. Sen, eds., Springer-Verlag, New York.