David Siegmund
Encyclopedia
David Oliver Siegmund is an American
statistician
who has worked extensively on sequential analysis
.
, Missouri
. He received his baccalaureate
degree, in mathematics, from Southern Methodist University
in 1963, and a doctorate
in statistics from Columbia University
in 1966. His Ph.D. advisor was Herbert Robbins
. After being an assistant and then a full professor at Columbia, he went to Stanford University
in 1976, where he is currently a professor of statistics. He has served twice as the chair of Stanford's statistics department. He has also held visiting positions at Hebrew University of Jerusalem
, the University of Zurich
, the University of Oxford
, and the University of Cambridge
.
and Y. S. Chow on the theory of optimal stopping
. Much of his work has been on sequential analysis
, and he has also worked on the statistics of gene mapping.
United States
The United States of America is a federal constitutional republic comprising fifty states and a federal district...
statistician
Statistician
A statistician is someone who works with theoretical or applied statistics. The profession exists in both the private and public sectors. The core of that work is to measure, interpret, and describe the world and human activity patterns within it...
who has worked extensively on sequential analysis
Sequential analysis
In statistics, sequential analysis or sequential hypothesis testing is statistical analysis where the sample size is not fixed in advance. Instead data are evaluated as they are collected, and further sampling is stopped in accordance with a pre-defined stopping rule as soon as significant results...
.
Biography
Siegmund grew up in Webster GrovesWebster Groves, Missouri
Webster Groves is an inner-ring suburb of St. Louis, located in St. Louis County, Missouri, United States. The population was 22,995 at the 2010 census. The city is named after New England politician Daniel Webster....
, Missouri
Missouri
Missouri is a US state located in the Midwestern United States, bordered by Iowa, Illinois, Kentucky, Tennessee, Arkansas, Oklahoma, Kansas and Nebraska. With a 2010 population of 5,988,927, Missouri is the 18th most populous state in the nation and the fifth most populous in the Midwest. It...
. He received his baccalaureate
Bachelor's degree
A bachelor's degree is usually an academic degree awarded for an undergraduate course or major that generally lasts for three or four years, but can range anywhere from two to six years depending on the region of the world...
degree, in mathematics, from Southern Methodist University
Southern Methodist University
Southern Methodist University is a private university in Dallas, Texas, United States. Founded in 1911 by the Methodist Episcopal Church, South, SMU operates campuses in Dallas, Plano, and Taos, New Mexico. SMU is owned by the South Central Jurisdiction of the United Methodist Church...
in 1963, and a doctorate
Doctorate
A doctorate is an academic degree or professional degree that in most countries refers to a class of degrees which qualify the holder to teach in a specific field, A doctorate is an academic degree or professional degree that in most countries refers to a class of degrees which qualify the holder...
in statistics from Columbia University
Columbia University
Columbia University in the City of New York is a private, Ivy League university in Manhattan, New York City. Columbia is the oldest institution of higher learning in the state of New York, the fifth oldest in the United States, and one of the country's nine Colonial Colleges founded before the...
in 1966. His Ph.D. advisor was Herbert Robbins
Herbert Robbins
Herbert Ellis Robbins was an American mathematician and statistician who did research in topology, measure theory, statistics, and a variety of other fields. He was the co-author, with Richard Courant, of What is Mathematics?, a popularization that is still in print. The Robbins lemma, used in...
. After being an assistant and then a full professor at Columbia, he went to Stanford University
Stanford University
The Leland Stanford Junior University, commonly referred to as Stanford University or Stanford, is a private research university on an campus located near Palo Alto, California. It is situated in the northwestern Santa Clara Valley on the San Francisco Peninsula, approximately northwest of San...
in 1976, where he is currently a professor of statistics. He has served twice as the chair of Stanford's statistics department. He has also held visiting positions at Hebrew University of Jerusalem
Hebrew University of Jerusalem
The Hebrew University of Jerusalem ; ; abbreviated HUJI) is Israel's second-oldest university, after the Technion – Israel Institute of Technology. The Hebrew University has three campuses in Jerusalem and one in Rehovot. The world's largest Jewish studies library is located on its Edmond J...
, the University of Zurich
University of Zurich
The University of Zurich , located in the city of Zurich, is the largest university in Switzerland, with over 25,000 students. It was founded in 1833 from the existing colleges of theology, law, medicine and a new faculty of philosophy....
, the University of Oxford
University of Oxford
The University of Oxford is a university located in Oxford, United Kingdom. It is the second-oldest surviving university in the world and the oldest in the English-speaking world. Although its exact date of foundation is unclear, there is evidence of teaching as far back as 1096...
, and the University of Cambridge
University of Cambridge
The University of Cambridge is a public research university located in Cambridge, United Kingdom. It is the second-oldest university in both the United Kingdom and the English-speaking world , and the seventh-oldest globally...
.
Work
Siegmund has written with Herbert RobbinsHerbert Robbins
Herbert Ellis Robbins was an American mathematician and statistician who did research in topology, measure theory, statistics, and a variety of other fields. He was the co-author, with Richard Courant, of What is Mathematics?, a popularization that is still in print. The Robbins lemma, used in...
and Y. S. Chow on the theory of optimal stopping
Optimal stopping
In mathematics, the theory of optimal stopping is concerned with the problem of choosing a time to take a particular action, in order to maximise an expected reward or minimise an expected cost. Optimal stopping problems can be found in areas of statistics, economics, and mathematical finance...
. Much of his work has been on sequential analysis
Sequential analysis
In statistics, sequential analysis or sequential hypothesis testing is statistical analysis where the sample size is not fixed in advance. Instead data are evaluated as they are collected, and further sampling is stopped in accordance with a pre-defined stopping rule as soon as significant results...
, and he has also worked on the statistics of gene mapping.
Awards and honors
- Guggenheim FellowshipGuggenheim FellowshipGuggenheim Fellowships are American grants that have been awarded annually since 1925 by the John Simon Guggenheim Memorial Foundation to those "who have demonstrated exceptional capacity for productive scholarship or exceptional creative ability in the arts." Each year, the foundation makes...
(1974) - Humboldt PrizeHumboldt PrizeThe Humboldt Prize, also known as the Humboldt Research Award, is an award given by the Alexander von Humboldt Foundation to internationally renowned scientists and scholars, and is currently valued at € 60,000 with the possibility of further support during the prize winner's life. Up to one...
(1980) - Elected to the American Academy of Arts and SciencesAmerican Academy of Arts and SciencesThe American Academy of Arts and Sciences is an independent policy research center that conducts multidisciplinary studies of complex and emerging problems. The Academy’s elected members are leaders in the academic disciplines, the arts, business, and public affairs.James Bowdoin, John Adams, and...
(1994) - Elected to the National Academy of SciencesUnited States National Academy of SciencesThe National Academy of Sciences is a corporation in the United States whose members serve pro bono as "advisers to the nation on science, engineering, and medicine." As a national academy, new members of the organization are elected annually by current members, based on their distinguished and...
(2002)
Selected publications
- (with Y. S. Chow and H. Robbins) Great Expectations: The Theory of Optimal Stopping, Boston: Houghton Mifflin, 1971.
- (with Rupert Miller) Maximally Selected Chi Square Statistics, Biometrics, 38, #4 (December 1982), pp. 1011–1016.
- Sequential Analysis: Tests and Confidence Intervals, New York: Springer, 1985, ISBN 0387961348.
- (with John D. Storey and Jonathan E. Taylor) Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach, Journal of the Royal Statistical Society: Series B 66, #1 (February 2004), pp. 187–205, .
External links
- David O. Siegmund, home page at Stanford