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Charles M. Stein
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
.
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