Wassily Hoeffding’s Work in the Sixties

The nineteen sixties were a very significant period for Wassily Hoeffding’s research. Never a prolific writer but rather a careful polisher, he published eight papers during this decade. More importantly, he developed a number of significant new ideas. Here we shall discuss four papers, three of which were published in 1963, 1964 and 1967. These three are landmark papers dealing with probability inequalities, optimal tests for the multinomial distribution and large deviations. The fourth paper was never published and only appeared as a technical report in 1961. It introduced what is now called Hoeffding’s decomposition, which may well make this unpublished paper one of his major contributions.