Stephen Mitchell Samuels (1938, Brooklyn – July 26, 2012, Indiana) was a statistician and mathematician, known for his work on the secretary problem[1] and for the Samuels Conjecture involving a Chebyshev-type inequality for sums of independent, non-negative random variables.[2][3]
After completing his undergraduate degree at Massachusetts Institute of Technology, he became a graduate student at Stanford University.[1] There he received his Ph.D. in 1964 with a thesis supervised by Samuel Karlin.[4] Samuels joined in 1964 the faculty of Purdue University and retired there in 2003 as professor emeritus of statistics and mathematics.[1] He did research on various topics in probability theory and its applications, dynamic optimization, and disclosure risk assessment for statistical microdata.[5]
Selected publications
- Samuels, S. M. (1965). "On the Number of Successes in Independent Trials". The Annals of Mathematical Statistics. 36 (4): 1272–1278. doi:10.1214/aoms/1177699998. 1965
- Jogdeo, Kumar; Samuels, S. M. (1968). "Monotone Convergence of Binomial Probabilities and a Generalization of Ramanujan's Equation". The Annals of Mathematical Statistics. 39 (4): 1191–1195. doi:10.1214/aoms/1177698243. 1966
- Samuels, S. M. (1968). "Randomized Rules for the Two-Armed-Bandit with Finite Memory". The Annals of Mathematical Statistics. 39 (6): 2103–2107. doi:10.1214/aoms/1177698038. JSTOR 2239307. 1968
- Samuels, S. M. (1974). "A Characterization of the Poisson Process". Journal of Applied Probability. 11 (1): 72–85. doi:10.2307/3212584. JSTOR 3212584. 1974
- Gianini, Jacqueline; Samuels, Stephen M. (1976). "The Infinite Secretary Problem". The Annals of Probability. 4 (3): 418–432. doi:10.1214/aop/1176996090. JSTOR 2959244. 1976
- Rubin, H.; Samuels, S. M. (1977). "The Finite-Memory Secretary Problem". The Annals of Probability. 5 (4): 627–635. doi:10.1214/aop/1176995774. JSTOR 2243090. 1977
- Frank, Arthur Q.; Samuels, Stephen M. (1980). "On an optimal stopping problem of Gusein-Zade". Stochastic Processes and Their Applications. 10 (3): 299–311. doi:10.1016/0304-4149(80)90013-7. 1980
- Samuels, Stephen M.; Steele, J. Michael (1981). "Optimal Sequential Selection of a Monotone Sequence from a Random Sample". The Annals of Probability. 9 (6): 937–947. doi:10.1214/aop/1176994265. JSTOR 2243756. 1981
- Samuels, Stephen M.; Chotlos, Bay (1986). "A Multiple Criteria Optimal Selection Problem". Lecture Notes-Monograph Series. Institute of Mathematical Statistics Lecture Notes - Monograph Series. Vol. 8. pp. 62–78. doi:10.1214/lnms/1215540289. ISBN 0-940600-09-9. JSTOR 4355521. 1986
- Bruss, F. Thomas; Samuels, Stephen M. (1987). "A Unified Approach to a Class of Optimal Selection Problems with an Unknown Number of Options". The Annals of Probability. 15 (2): 824–830. doi:10.1214/aop/1176992175. JSTOR 2244078. 1987
- Samuels, Stephen M.; Studden, William J. (1989). "Bonferroni-Type Probability Bounds as an Application of the Theory of Tchebycheff Systems". Probability, Statistics, and Mathematics. pp. 271–289. doi:10.1016/B978-0-12-058470-3.50026-4. ISBN 9780120584703. 1989
- Bruss, F. Thomas; Samuels, Stephen M. (1990). "Conditions for Quasi-Stationarity of the Bayes Rule in Selection Problems with an Unknown Number of Rankable Options". The Annals of Probability. 18 (2): 877–886. doi:10.1214/aop/1176990864. hdl:2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/199662. JSTOR 2244322. 1990
- Samuels, Stephen M. (1990). "Applications of statistics to Antarctic, non-Antarctic differences". Differences Between Antarctic and Non-Antarctic Meteorites. pp. 74–80. Bibcode:1989LPICo.712..216S.
- Samuels, Stephen M. (1992). "Secretary Problems as a Source of Benchmark Bounds". Lecture Notes-Monograph Series. Institute of Mathematical Statistics Lecture Notes - Monograph Series. Vol. 22. Institute of Mathematical Statistics. pp. 371–387. doi:10.1214/lnms/1215461963. ISBN 0-940600-29-3. JSTOR 4355753. 1992
References
- 1 2 3 "Obituary. Stephen Samuels". Lafayette Journal & Courier. July 27, 2012.
- ↑ Paulin, Roland (2017). "On some conjectures of Samuels and Feige". arXiv:1703.05152 [math.PR].
- ↑ Samuels, Stephen Mitchell (1966). "On a Chebyshev-type inequality for sums of independent random variables". The Annals of Mathematical Statistics. 37 (1): 248–259. doi:10.1214/aoms/1177699614. JSTOR 2238704. Samuels proved his conjecture for the case n = 3.
- ↑ Stephen Mitchell Samuels at the Mathematics Genealogy Project
- ↑ "Stephen M. Samuels, Professor Emeritus of Statistics and Mathematics". Purdue University.