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Erich Leo Lehmann

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Nationality
  
American

Role
  
Statistician

Name
  
Erich Lehmann


Doctoral advisor
  
Jerzy Neyman

Fields
  
Statistics

Erich Leo Lehmann photosgenicomp91649940753444837cf37bfcfDad

Born
  
20 November 1917 Strasbourg, Alsace-Lorraine, German Empire (
1917-11-20
)

Institutions
  
University of California, Berkeley

Alma mater
  
Doctor of Philosophy - University of California, Berkeley

Known for
  
Testing Statistical Hypotheses Completeness (statistics) Lehmann–Scheffe theorem Hodges–Lehmann estimator nonparametric tests

Died
  
September 12, 2009, Berkeley, California, United States

Education
  
University of California, Berkeley (1946)

Awards
  
Guggenheim Fellowship for Natural Sciences, US & Canada, R. A. Fisher Lectureship, Wilks Memorial Award

Books
  
Testing statistical hypotheses, Theory of point estimation, Nonparametrics, Elements of large‑sa, Basic Concepts of Probab

Similar People
  
George Casella, Peter J Bickel, Jerzy Neyman, Pranab K Sen

Doctoral students
  
Peter J. Bickel

Erich Leo Lehmann (20 November 1917 – 12 September 2009) was an American statistician, who made a major contribution to nonparametric hypothesis testing. He is one of the eponyms of the Lehmann–Scheffé theorem and of the Hodges–Lehmann estimator of the median of a population.

Contents

Erich Leo Lehmann photosgenicomp91649940753444837cf37bfcfDad

Early life

Lehmann was born in Strasbourg, Alsace-Lorraine in 1917 to a family of Ashkenazi Jewish ancestry. He grew up in Frankfurt am Main, Germany, until the Machtergreifung in 1933 his family fled to Switzerland to escape the Nazis. He graduated from high school in Zurich, and studied mathematics for two years at Trinity College, Cambridge. Following that, he emigrated to the United States, arriving in New York in late 1940. He enrolled in University of California, Berkeley as a post-graduate student—albeit without a prior degree—in 1941.

Career

Lehmann obtained his MA in mathematics in 1942 and his PhD (under Jerzy Neyman) in 1946, at the University of California, Berkeley, where he taught from 1942. From August 1944 to August 1945 he worked as an operations analyst for the United States Air Force on Guam. He taught at Columbia University and at Princeton University during 1950–51, and then during 1951–1952 he was a visiting associate professor at Stanford University.

He was an editor of "The Annals of Mathematical Statistics" and president of the Institute of Mathematical Statistics, and a member of the American Academy of Arts and Sciences and the National Academy of Science.

In 1997, on the occasion of his eightieth birthday, the department of statistics at the University of California at Berkeley created the Erich Lehmann Fund in Statistics to support the students of the department.

Books

  • Testing Statistical Hypotheses, 1959
  • Basic Concepts of Probability and Statistics, 1964, co-author J. L. Hodges
  • Elements of Finite Probability, 1965, co-author J. L. Hodges
  • Lehmann, Erich L.; With the special assistance of H. J. M. D'Abrera (2006). Nonparametrics: Statistical methods based on ranks (Reprinting of 1988 revision of 1975 Holden-Day ed.). New York: Springer. pp. xvi+463. ISBN 978-0-387-35212-1. MR 2279708. 
  • Theory of Point Estimation, 1983
  • Lehmann, Erich L. (1998). Elements of Large-Sample Theory. New York: Springer Verlag. ISBN 978-0-387-98595-4. 
  • Reminiscences of a Statistician, 2007, ISBN 978-0-387-71596-4
  • Fisher, Neyman, and the Creation of Classical Statistics, 2011, ISBN 978-1-4419-9499-8 [published posthumously]
  • Articles

  • Lehmann, E.L.; Scheffé, H. (1950). "Completeness, similar regions, and unbiased estimation. I.". Sankhyā: the Indian Journal of Statistics. 10 (4): 305–340. JSTOR 25048038. MR 39201. 
  • Lehmann, E.L.; Scheffé, H. (1955). "Completeness, similar regions, and unbiased estimation. II". Sankhyā: the Indian Journal of Statistics. 15 (3): 219–236. JSTOR 25048243. MR 72410. 
  • Hodges, J. L.; Lehmann, E. L. (1956). "The efficiency of some nonparametric competitors of the t-test". Annals of Mathematical Statistics. 27 (2): 324–335. doi:10.1214/aoms/1177728261. 
  • Hodges, J. L.; Lehmann, E. L. (1963). "Estimation of location based on ranks". Annals of Mathematical Statistics. 34 (2): 598–611. doi:10.1214/aoms/1177704172. 
  • References

    Erich Leo Lehmann Wikipedia