Gábor J. Székely (Hungarian pronunciation: [ˈseːkɛj]; born February 4, 1947, in Budapest) is a Hungarian-American statistician/mathematician best known for introducing energy statistics (E-statistics).

[1][2] Examples include: the distance correlation,[3][4][5] which is a bona fide dependence measure, equals zero exactly when the variables are independent; the distance skewness, which equals zero exactly when the probability distribution is diagonally symmetric;[6][7] the E-statistic for normality test;[8] and the E-statistic for clustering.

[9] Other important discoveries include the Hungarian semigroups,[10][11][12] the location testing for Gaussian scale mixture distributions,[13] the uncertainty principle of game theory,[14] the half-coin[15] which involves negative probability, and the solution of an old open problem of lottery mathematics: in a 5-from-90 lotto the minimum number of tickets one needs to buy to guarantee that at least one of these tickets has (at least) 2 matches is exactly 100.

During the years 1970-1995 he has worked as a Professor in Eötvös Loránd University at the Department of Probability Theory and Statistics.

[17] Székely was academic advisor of Morgan Stanley, NY, and Bunge, Chicago, helped to establish the Morgan Stanley Mathematical Modeling Centre in Budapest (2005) and the Bunge Mathematical Institute (BMI) in Warsaw (2006) to provide quantitative analysis to support the firms' global business.