Gabor J Szekely
| Gábor J. Székely | |
|---|---|
 |
|
| Born |
4 February 1947 Budapest, Hungary |
| Alma mater | Eötvös Loránd University |
| Scientific career | |
| Fields | Mathematician, , Statistician |
| Institutions |
National Science Foundation Hungarian Academy of Sciences |
| Doctoral advisor | Alfréd Rényi |
Gábor J. Székely (Hungarian pronunciation: [ˈseːkɛj], born February 4, 1947 in Budapest) is a Hungarian-American statistician/mathematician best known for introducing the Energy of data [see E-statistics or Package energy in R (programming language)], e.g. the distance correlation 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, the E-statistic for normality test and the E-statistic for clustering. Other important discoveries include the Hungarian semigroups, the location testing for Gaussian scale mixture distributions, the uncertainty principle of game theory, the half-coin 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.
Székely attended the Eötvös Loránd University, Hungary graduating in 1970. His first advisor was Alfréd Rényi. Székely received his Ph.D. in 1971 from Eötvös Loránd University, the Candidate Degree in 1976 under the direction of Paul Erdős and Andrey Kolmogorov, and the Doctor of Science degree from the Hungarian Academy of Sciences in 1986. Between 1985 and 1995 Székely was the first program manager of the Budapest Semesters in Mathematics. Between 1990 and 1997 he was the founding chair of the Department of Stochastics of the Budapest Institute of Technology (Technical University of Budapest) and editor-in-chief of Matematikai Lapok, the official journal of the János Bolyai Mathematical Society. In 1989 Székely was visiting professor at Yale University, and in 1990-91 he was the first Lukacs Distinguished Professor in Ohio. 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. Since 2006 he is a Program Director of Statistics of the National Science Foundation. Székely is also Research Fellow of the Rényi Institute of Mathematics of the Hungarian Academy of Sciences and the author of two monographs, Paradoxes of Probability Theory and Mathematical Statistics, and Algebraic Probability Theory (with Imre Z. Ruzsa).
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