Arnold Zellner (January 2, 1927 – August 11, 2010) was an American economist and statistician specializing in the fields of Bayesian probability and econometrics.
Zellner contributed pioneering work in the field of Bayesian analysis and econometric modeling.
[1] Zellner not only provided many applications of Bayesian analysis but also a new information-theoretic derivation of information processing rules that are 100% efficient — this class includes Bayes's theorem.
Alexander Distinguished Service Professor Emeritus of Economics and Statistics at the Graduate School of Business of the University of Chicago.
He was the founder of the International Society for Bayesian Analysis and also served as President of the American Statistical Association in 1991.