The Collected Works of Wassily Hoeffding

1. Front Matter

   Pages i-2

   PDF

2. Wassily Hoeffding’s Work in the Sixties

   • Kobus Oosterhoff, Willem R. van Zwet

   Pages 3-15

3. The Impact of Wassily Hoeffding’s Work on Sequential Analysis

   • Gordon Simons

   Pages 17-27

4. The Impact of Wassily Hoeffding’s Research on Nonparametrics

   • Pranab K. Sen

   Pages 29-55

5. Scale—Invariant Correlation Theory

   • Wassily Hoeffding

   Pages 57-107

6. Scale—Invariant Correlation Measures for Discontinuous Distributions

   • Wassily Hoeffding

   Pages 109-133

7. Stochastic Dependence and Functional Relationships

   • Wassily Hoeffding

   Pages 135-155

8. On the Distribution of the Rank Correlation Coefficient τ When the Variates are not Independent

   • Wassily Höffding

   Pages 157-170

9. A Class of Statistics with Asymptotically Normal Distribution

   • Wassily Hoeffding

   Pages 171-204

10. The Central Limit Theorem for Dependent Random Variables

    • Wassily Hoeffding, Herbert Robbins

    Pages 205-213

11. A Non-Parametric Test of Independence

    • Wassily Hoeffding

    Pages 214-226

12. “Optimum” Nonparametric Tests

    • Wassily Hoeffding

    Pages 227-236

13. A Combinatorial Central Limit Theorem

    • Wassily Hoeffding

    Pages 237-246

14. The Large-Sample Power of Tests Based on Permutations of Observations

    • Wassily Hoeffding

    Pages 247-271

15. On the Distribution of the Expected Values of the Order Statistics

    • Wassily Hoeffding

    Pages 273-281

16. A Lower Bound for the Average Sample Number of a Sequential Test

    • Wassily Hoeffding

    Pages 283-286

17. Bounds for the Distribution Function of a Sum of Independent, Identically Distributed Random Variables

    • Wassily Hoeffding, S. S. Shrikhande

    Pages 287-297

18. The Efficiency of Tests

    • Wassily Hoeffding, Joan Raup Rosenblatt

    Pages 298-310

19. The Extrema of the Expected Value of a Function of Independent Random Variables

    • Wassily Hoeffding

    Pages 311-318

20. On the Distribution of the Number of Successes in Independent Trials

    • Wassily Hoeffding

    Pages 319-327

It has been a rare privilege to assemble this volume of Wassily Hoeffding's Collected Works. Wassily was, variously, a teacher, supervisor and colleague to us, and his work has had a profound influence on our own. Yet this would not be sufficient reason to publish his collected works. The additional and overwhelmingly compelling justification comes from the fun­ damental nature of his contributions to Statistics and Probability. Not only were his ideas original, and far-reaching in their implications; Wassily de­ veloped them so completely and elegantly in his papers that they are still cited as prime references up to half a century later. However, three of his earliest papers are cited rarely, if ever. These include material from his doctoral dissertation. They were written in German, and two of them were published in relatively obscure series. Rather than reprint the original articles, we have chosen to have them translated into English. These trans­ lations appear in this book, making Wassily's earliest research available to a wide audience for the first time. All other articles (including those of his contributions to Mathematical Reviews which go beyond a simple reporting of contents of articles) have been reproduced as they appeared, together with annotations and corrections made by Wassily on some private copies of his papers. Preceding these articles are three review papers which dis­ cuss the . impact of his work in some of the areas where he made major contributions.

• Estimator
• Multinomial distribution
• Normal distribution
• Parametric statistics
• Probability theory
• Random variable
• Variance
• correlation
• mathematical statistics
• test theory

 "Wassily Hoeffding was one of the giants in the development of the field of statistics. His work was path-breaking and deep, he pursued it with tenacity, and demanded the highest standards of himself." Norman Johnson

• Division of Mathematics and Statisics, CSIRO, North Ryde, Australia

  N. I. Fisher

• Department of Statistics, University of North Carolina at Chapel Hill, Chapel Hill, USA

  P. K. Sen

Policies and ethics