The Early Statistical Years: 1947--1967 A Conversation with Howard Raiffa

arXiv:0808.0781v1 [stat.ME] 6 Aug 2008 Statistical Science 2008, Vol. 23, No. 1, 136–149 DOI: 10.1214/088342307000000104 c ⃝Institute of Mathematical Statistics, 2008 The Early Statistical Years: 1947–1967 A Conversation with Howard Raiffa Stephen E. Fienberg Abstract. Howard Raiffa earned his bachelor’s degree in mathematics, his master’s degree in statistics and his Ph.D. in mathematics at the University of Michigan. Since 1957, Raiffa has been a member of the faculty at Harvard University, where he is now the Frank P. Ramsey Chair in Managerial Economics (Emeritus) in the Graduate School of Business Administration and the Kennedy School of Government. A pioneer in the creation of the field known as decision analysis, his re- search interests span statistical decision theory, game theory, behavioral decision theory, risk analysis and negotiation analysis. Raiffa has su- pervised more than 90 doctoral dissertations and written 11 books. His new book is Negotiation Analysis: The Science and Art of Collaborative Decision Making. Another book, Smart Choices, co-authored with his former doctoral students John Hammond and Ralph Keeney, was the CPR (formerly known as the Center for Public Resources) Institute for Dispute Resolution Book of the Year in 1998. Raiffa helped to create the International Institute for Applied Systems Analysis and he later became its first Director, serving in that capacity from 1972 to 1975. His many honors and awards include the Distinguished Contribution Award from the Society of Risk Analysis; the Frank P. Ramsey Medal for outstanding contributions to the field of decision analysis from the Operations Research Society of America; and the Melamed Prize from the University of Chicago Business School for The Art and Science of Negotiation. He earned a Gold Medal from the International Associa- tion for Conflict Management and a Lifetime Achievement Award from the CPR Institute for Dispute Resolution. He holds honorary doctor’s degrees from Carnegie Mellon University, the University of Michigan, Northwestern University, Ben Gurion University of the Negev and Har- vard University. The latter was awarded in 2002. Stephen E. Fienberg is Maurice Falk University Professor of Statistics and Social Science, Department of Statistics and Machine Learning Department, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213-3890, USA (e-mail: Fienberg@stat.cmu.edu). This is an electronic reprint of the original article published by the Institute of Mathematical Statistics in Statistical Science, 2008, Vol. 23, No. 1, 136–149. This reprint differs from the original in pagination and typographic detail. This conversation took place as part of an in- formal seminar in the Department of Statistics at Carnegie Mellon University on April 3, 2000, pre- ceding by a day a seminar at which Howard Raiffa received the 1999 Dickson Prize in Science from the University. Others present and participating in the discussion included William Eddy, Rob Kass, Jay Kadane and Raiffa’s wife of 55 years, Estelle. The topic of Howard’s presentation at the Dickson cere- mony was: “The Analytical Roots of a Decision Sci- entist.” For the Department of Statistics he elabo- rated on the years 1947–1967. 1 2 S. E. FIENBERG Fig. 1. Howard Raiffa following the interview. April, 2000. Fienberg: In 1964 I arrived as a graduate student at Harvard and in my first class on statistical in- ference, a faculty member, whose name I will not mention, began teaching inference from a Neyman– Pearson perspective, that is, hypothesis testing and confidence intervals. In fact, we studied Erich Lehmann’s book on hypothesis testing. It was clear to me that this wasn’t the way I wanted to think about statistics. I asked around the department about what alternatives were available to me and some- one said: “On Monday afternoons they have a semi- nar at the business school across the Charles River.” So I just showed up one Monday afternoon. It was one of the most wonderful experiences of my gradu- ate career. Although I have no memory of who was speaking that first afternoon, I recall that it was the most animated and heated discussion I had engaged in at any point in my career up to that point. It turned out that the seminar and the heated discus- sion were replicated every Monday afternoon. One of the leaders of that Monday afternoon seminar was Howard Raiffa. Raiffa: That was called the Decision Under Un- certainty seminar, the DUU seminar, and it was one of the exciting parts of my life as well. And it went on for four years, from 1961 to 1964. I ran that seminar with my colleague Robert Schlai- fer. Between the weekly sessions of the seminar, a few of us exchanged a flood of memos comment- ing on what was discussed and what should have been discussed. Although there was a demand for air time, we never scheduled starting a new topic until we felt that we had completed the train of re- search thinking on the table. Half-baked ideas were given priority. Fienber

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