Charles Stein
Encyclopedia
Charles M. Stein an American
mathematical statistician
, is emeritus professor of statistics
at Stanford University
. He received his Ph.D in 1947 at Columbia University
with advisor Abraham Wald
. Known for Stein's example
in decision theory
as well as Stein's method
, concerning the approximation of probability distributions, he is a member of the National Academy of Sciences
.
United States
The United States of America is a federal constitutional republic comprising fifty states and a federal district...
mathematical statistician
Statistician
A statistician is someone who works with theoretical or applied statistics. The profession exists in both the private and public sectors. The core of that work is to measure, interpret, and describe the world and human activity patterns within it...
, is emeritus professor of statistics
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....
at Stanford University
Stanford University
The Leland Stanford Junior University, commonly referred to as Stanford University or Stanford, is a private research university on an campus located near Palo Alto, California. It is situated in the northwestern Santa Clara Valley on the San Francisco Peninsula, approximately northwest of San...
. He received his Ph.D in 1947 at Columbia University
Columbia University
Columbia University in the City of New York is a private, Ivy League university in Manhattan, New York City. Columbia is the oldest institution of higher learning in the state of New York, the fifth oldest in the United States, and one of the country's nine Colonial Colleges founded before the...
with advisor Abraham Wald
Abraham Wald
- See also :* Sequential probability ratio test * Wald distribution* Wald–Wolfowitz runs test...
. Known for Stein's example
Stein's example
Stein's example , in decision theory and estimation theory, is the phenomenon that when three or more parameters are estimated simultaneously, there exist combined estimators more accurate on average than any method that handles the parameters separately...
in decision theory
Decision theory
Decision theory in economics, psychology, philosophy, mathematics, and statistics is concerned with identifying the values, uncertainties and other issues relevant in a given decision, its rationality, and the resulting optimal decision...
as well as Stein's method
Stein's method
Stein's method is a general method in probability theory to obtain bounds on the distance between two probability distributions with respect to a probability metric...
, concerning the approximation of probability distributions, he is a member of the National Academy of Sciences
United States National Academy of Sciences
The National Academy of Sciences is a corporation in the United States whose members serve pro bono as "advisers to the nation on science, engineering, and medicine." As a national academy, new members of the organization are elected annually by current members, based on their distinguished and...
.
Works
- Approximate Computation of Expectations, Institute of Mathematical Statistics, Hayward, CA, 1986.
Interviews
- Morris H. DeGroot A Conversation with Charles Stein, Statistical Science, Vol. 1, No. 4 (Nov., 1986), pp. 454–462
- Charles Stein: The Invariant, the Direct and the "Pretentious"
See also
- James–Stein estimator
- Stein's lemmaStein's lemmaStein's lemma, named in honor of Charles Stein, is a theorem of probability theory that is of interest primarily because of its applications to statistical inference — in particular, to James–Stein estimation and empirical Bayes methods — and its applications to portfolio choice...
- Stein's methodStein's methodStein's method is a general method in probability theory to obtain bounds on the distance between two probability distributions with respect to a probability metric...
- Stein's unbiased risk estimateStein's unbiased risk estimateIn statistics, Stein's unbiased risk estimate is an unbiased estimator of the mean-squared error of "a nearly arbitrary, nonlinear biased estimator." In other words, it provides an indication of the accuracy of a given estimator...
- Stein's loss
