Abraham Wald (October 31, 1902 Kolozsvár, Hungary (now Cluj, Romania) - December 13, 1950 India) was a mathematician who contributed to decision theory, geometry, and econometrics, and founded the field of statistical sequential analysis..
Being Jewish, he could not attend school on Saturdays, as was required at the time by the Hungarian school system, and was thus home-schooled by his parents until college (to no disadvantage of his, as his parents were quite knowledgeable and competent as teachers).
In 1927, he entered graduate school at the University of Vienna, from which he graduated in 1931 with a Ph.D. in mathematics. His advisor there was Karl Menger
When the Nazis invaded Austria in 1938, he and his family were persecuted as Jews. He was able to emigrate to the United States, at the invitation of the Cowles Commission for Research in Economics, to work on econometrics research.
He died in an airplane crash in India while on an extensive lecture tour at the invitation of the Indian government.
- A new formula for the index of cost of living, 1939, in Econometrica
- The Fitting of Straight Lines in Both Variables are Subject to Error, 1940, in Annals of Mathematical Statistics
- Sequential Analysis, 1947
- Biographical entry from the MacTutor History of Mathematics Archive (http://www-gap.dcs.st-and.ac.uk/~history/Mathematicians/Wald.html)
Oskar Morgenstern, "Abraham Wald, 1902-1950," Econometrica, 19:4, October 1951, pp. 361-367