Misplaced Pages

This article includes a list of general references, but it lacks sufficient corresponding inline citations. Please help to improve this article by introducing more precise citations. (February 2013) (Learn how and when to remove this message)

Charles Max Stein (March 22, 1920 – November 24, 2016) was an American mathematical statistician and professor of statistics at Stanford University.

He received his Ph.D in 1947 at Columbia University with advisor Abraham Wald. He held faculty positions at Berkeley and the University of Chicago before moving permanently to Stanford in 1953. 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 that does not require the variables to be independent and identically distributed. He was a member of the National Academy of Sciences. He died in November 2016 at the age of 96.

Works

• Approximate Computation of Expectations, Institute of Mathematical Statistics, Hayward, CA, 1986.
• A bound for the error in the normal approximation to the distribution of a sum of dependent random variables, Sixth Berkeley Stanford Symposium, pages 583-602.

Interviews

• DeGroot, Morris H. (1986). "A Conversation with Charles Stein". Statistical Science. 1 (4): 454–462. doi:10.1214/ss/1177013517. JSTOR 2245793.
• "Charles Stein: The Invariant, the Direct and the "Pretentious"" (PDF). {{cite journal}}: Cite journal requires |journal= (help)

References

1. "Special Section: Minimax Shrinkage Estimation: A Tribute to Charles Stein". Statistical Science. 27 (1). February 2012.
2. "A bound for the error in the normal approximation to the distribution of a sum of dependent random variables" (PDF). {{cite journal}}: Cite journal requires |journal= (help)
3. "Charles M. Stein, extraordinary statistician and anti-war activist, dies at 96". Stanford News Service. December 1, 2016.

• Charles M. Stein at the Mathematics Genealogy Project
• National University of Singapore Program Honoring Prof. Stein
• Photograph of Stein
• Another photograph

See also

• James–Stein estimator
• Stein's lemma
• Stein's method
• Stein's unbiased risk estimate
• Stein's loss
• Stein discrepancy

This article about a statistician from the United States is a stub. You can help Misplaced Pages by expanding it.

• v
• t
• e

• 1920 births
• 2016 deaths
• Columbia University alumni
• Members of the United States National Academy of Sciences
• Stanford University Department of Statistics faculty
• University of California, Berkeley faculty
• University of Chicago faculty
• American mathematical statisticians
• People from Brooklyn
• Statistician stubs