Charles M. Stein
For other people named Charles Stein, see Charles Stein (disambiguation).
| Charles M. Stein | |
|---|---|
| Born |
March 22, 1920 Brooklyn, New York |
| Nationality | American |
| Fields | Statistics |
| Institutions | Stanford University |
| Alma mater |
Columbia University University of Chicago |
| Doctoral advisor | Abraham Wald |
| Doctoral students |
Stephen Portnoy James Zidek |
Charles M. Stein (born March 22, 1920), 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. He is known for Stein's paradox in decision theory, which shows that ordinary least squares estimates can be uniformly improved when many parameters are estimated; for Stein's lemma, giving a formula for the covariance of one random variable with the value of a function of another when the two random variables are jointly normally distributed; and for Stein's method, a way of proving theorems such as the Central Limit Theorem. He is a member of the National Academy of Sciences.
Works
- Approximate Computation of Expectations, Institute of Mathematical Statistics, Hayward, CA, 1986.
Interviews
- DeGroot, Morris H. (1986). "A Conversation with Charles Stein". Statistical Science 1 (4): 454–462. JSTOR 2245793.
- "Charles Stein: The Invariant, the Direct and the "Pretentious"" (PDF).
See also
External links
- Charles M. Stein at the Mathematics Genealogy Project
- National University of Singapore Program Honoring Prof. Stein
- Another photograph
- Another photograph
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