Education
Columbia University.
Columbia University.
He received his Doctor of Philosophy 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. Foreign 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.
Morris H. DeGroot A Conversation with Charles Stein, Statistical Science, Volume 1, Number. 4 (November, 1986), pp.
454–462
Charles Stein: The Invariant, the Direct and the "Pretentious".
National Academy of Sciences]
He is a member of the National Academy of Sciences.