Theodore Wilbur Anderson
|Born||June 5, 1918|
|Died||September 17, 2016 (aged 98)|
|Alma mater||Princeton University, Northwestern University|
|Known for||Anderson–Darling test, Anderson–Bahadur algorithm|
|Institutions||Columbia University, Stanford University|
|Doctoral advisor||Samuel S. Wilks|
|Doctoral students||John B. Taylor|
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. 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 textbook, An Introduction to Multivariate Analysis, educated a generation of theorists and applied statisticians; it was "the classic" in the area until the book by Mardia, Kent and Bibby . Anderson's book emphasizes hypothesis testing via likelihood ratio tests and the properties of power functions: Admissibility, unbiasedness and monotonicity.
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 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.
He was awarded a Guggenheim Fellowship in 1946.
In 1949 he was elected a Fellow of the American Statistical Association.
He was elected a Fellow of the American Academy of Arts and Sciences in 1974.
He was a member of the Norwegian Academy of Science and Letters.
Anderson died in September 2016 at the age of 98 in Stanford, California after experiencing heart problems.