In the meantime, he published a joint paper with Tsai-han Kiang (Jiang Zehan) on the numbers of nondegenerate critical points, which showed his solid mathematical foundation and research capability.

During this period, with his strong mathematical skill combining with advanced statistical ideas, he wrote a series remarkable papers.

During the years 1943–44, he corresponded with Jerzy Neyman (who was by this time at Berkeley) about statistics-related matters, but also mentioning in these letters the great hardship he was suffering, particularly starvation.

Although many concerned about his health repeatedly suggested he go abroad to recuperate, he politely refused, insisting on teaching and continuing his research work.

A month before his death in 1970 his manuscript on the relationship between experimental design and algebraic coding theory was completed, with such being his final legacy.

Found beside his bed the day after his death were piles of manuscripts that "serve as a testimony to the super-human fortitude with which he exerted himself for a period of more than 20 years..." In total, he had published more than 40 papers.

[10][11] Another example of Hsu' work in this field, published around 1940, concerned a solution to the most general form of the Central Limit Theorem, which drew the attention of many famed mathematicians, such as Paul Lévy, William Feller, Andrey Kolmogorov, and Boris Gnedenko.

Hsu made contributions to this problem in his paper, "A general weak limit theorem for independent distributions",[12] a manuscript mailed to Kai Lai Chung in 1947.