Penn State

David Hunter - Professor of Statistics, Penn State University Park

Book Title: Elements of Large-Sample Theory

Author: Erich L. Lehmann

Book Description:

The late Erich Lehmann (1917–2009) was one of the world’s foremost statisticians, known to thousands of statistics students through his widely used graduate-level textbooks.  Indeed, I used two of his classic textbooks myself as a first-year graduate student in the mid-1990s.  His last textbook, Elements of Large-Sample Theory, appeared in 1998, just before I took a job as assistant professor at Penn State.  The year after I arrived, I was asked to design a new course in large-sample theory, inspired by this book, for our second-year PhD students.  It was a course I thoroughly enjoyed teaching—a course I wished I had had in graduate school, as I told my students—and I have taught it a half-dozen times since then.

Yet my selection is based not only on the fact that Elements of Large-Sample Theory is a great textbook, but also because of a personal connection with Professor Lehmann that it helped to establish:  Starting in the fall of 2000 when I first taught the course, my students and I made it an unofficial project to catalog as many typographical errors in the book as we could find.  I eventually emailed these errata to Professor Lehmann.  He was characteristically gracious (he was by all accounts a kind and generous man), responding in handwritten letters he sent through the mail, already a bit of an anachronism in the early 2000s.  I was happy to abandon email for pen and paper to continue our communications about the book.  Sadly, I never had a chance to meet him in person before he died in 2009.  However, I thoroughly enjoyed our correspondence, and I still treasure the letters he sent me.


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