Theodore Wilbur Anderson (June 5, 1918 – September 17, 2016) was an American mathematician and statistician who specialized in the analysis of multivariate data.
Anderson's 1958[3] textbook, An Introduction to Multivariate Analysis,[4] educated a generation of theorists and applied statisticians; Anderson's book emphasizes hypothesis testing via likelihood ratio tests and the properties of power functions: Admissibility, unbiasedness and monotonicity.
[5][6] Anderson is also known for Anderson–Darling test of whether there is evidence that a given sample of data did not arise from a given probability distribution.
He also framed the Anderson–Bahadur algorithm[7] along with Raghu Raj Bahadur, which is used in statistics and engineering for solving binary classification problems when the underlying data have multivariate normal distributions with different covariance matrices.
[11] Anderson died in September 2016 at the age of 98 in Stanford, California after experiencing heart problems.