Theodore Wilbur Anderson
T. W. Anderson in 1974
BornJune 5, 1918
DiedSeptember 17, 2016 (aged 98)
NationalityAmerican
Alma materPrinceton University, Northwestern University
Known forAnderson–Darling test, Anderson–Bahadur algorithm
Scientific career
FieldsMathematical statistics
InstitutionsColumbia University, Stanford University
Doctoral advisorSamuel S. Wilks
Doctoral studentsJohn B. Taylor[1]

Theodore Wilbur Anderson (June 5, 1918 – September 17, 2016) was an American mathematician and statistician who specialized in the analysis of multivariate data. He was born in Minneapolis, Minnesota.[2] He was on the faculty of Columbia University from 1946 until moving to Stanford University in 1967, becoming Emeritus Professor in 1988. He served as Editor of Annals of Mathematical Statistics from 1950 to 1952. He was elected President of the Institute of Mathematical Statistics in 1962.

Anderson's 1958[3] textbook, An Introduction to Multivariate Analysis,[4] educated a generation of theorists and applied statisticians; it was "the classic" in the area until the book by Mardia, Kent and Bibby [1]. Anderson's book emphasizes hypothesis testing via likelihood ratio tests and the properties of power functions: Admissibility, unbiasedness and monotonicity.[5][6]

Anderson is also known for Anderson–Darling test of whether there is evidence that a given sample of data did not arise from a given probability distribution.

He also framed the Anderson–Bahadur algorithm[7] along with Raghu Raj Bahadur, which is used in statistics and engineering for solving binary classification problems when the underlying data have multivariate normal distributions with different covariance matrices.

Awards and honors

He was awarded a Guggenheim Fellowship in 1946.[8]

In 1949 he was elected a Fellow of the American Statistical Association.[9]

He was elected a Fellow of the American Academy of Arts and Sciences in 1974.[10]

He was a member of the Norwegian Academy of Science and Letters.[11]

Anderson died in September 2016 at the age of 98 in Stanford, California after experiencing heart problems.[12]

Selected bibliography

Books

Chapters in books

References

  1. ^ Taylor, John B. (September 24, 2016). "The Statistical Analysis of Policy Rules". economicsone.com. Economics One (A blog by John B. Taylor). Retrieved October 3, 2016.
  2. ^ "IWMS´08 - 17th International Workshop on Matrices and Statistics". www.ccc.ipt.pt. Retrieved 2016-06-12.
  3. ^ Täonu Kollo; Dietrich von Rosen (1 January 2005). Advanced Multivariate Statistics with Matrices. Springer. pp. 13–. ISBN 978-1-4020-3419-0. Retrieved 17 June 2013.
  4. ^ Anderson, T.W. (2004). An introduction to multivariate statistical analysis (3rd ed.). New York: John Wiley and Sons. ISBN 9789812530967.
  5. ^ Sen, Pranab Kumar; Anderson, T. W.; Arnold, S. F.; Eaton, M. L.; Giri, N. C.; Gnanadesikan, R.; Kendall, M. G.; Kshirsagar, A. M.; et al. (June 1986). "Review: Contemporary Textbooks on Multivariate Statistical Analysis: A Panoramic Appraisal and Critique". Journal of the American Statistical Association. 81 (394): 560–564. doi:10.2307/2289251. ISSN 0162-1459. JSTOR 2289251.(Pages 560–561)
  6. ^ Schervish, Mark J. (November 1987). "A Review of Multivariate Analysis". Statistical Science. 2 (4): 396–413. doi:10.1214/ss/1177013111. ISSN 0883-4237. JSTOR 2245530.
  7. ^ Classification into two multivariate normal distributions with different covariance matrices (1962), T W Anderson, R R Bahadur, Annals of Mathematical Statistics
  8. ^ "Search Results: Theodore Anderson". John Simon Guggenheim Memorial Foundation. Archived from the original on 20 September 2012. Retrieved 18 April 2011.
  9. ^ View/Search Fellows of the ASA, accessed 2016-07-23.
  10. ^ "Book of Members, 1780-2010: Chapter A" (PDF). American Academy of Arts and Sciences. Retrieved 18 April 2011.
  11. ^ "Gruppe 8: Samfunnsfag (herunder sosiologi, statsvitenskap og økonomi)" (in Norwegian). Norwegian Academy of Science and Letters. Retrieved 9 January 2011.
  12. ^ https://statistics.stanford.edu/news/theodore-w-anderson-1918‒2016