Robert O. Schlaifer (13 September 1914 – 24 July 1994) was a pioneer of Bayesian decision theory. At the time of his death he was William Ziegler Professor of Business Administration Emeritus of the Harvard Business School. In 1961 he was elected as a Fellow of the American Statistical Association.
Robert Osher Schlaifer, a native of Vermillion, S.D. and a graduate of Amherst College, had a unique background for a statistical decision theorist. He was trained as a classical historian and classical Greek scholar: he attended the American School of Classical Studies in Athens and earned a Ph.D. in ancient history at Harvard in 1940. He taught history, economics and physics at the Faculty of Arts and Sciences at Harvard. During the Second World War he started writing technical reports and produced a major volume on the development of aircraft engines. He got an appointment at the Harvard Business School and when the statistics teacher retired he started to teach statistics—starting by teaching himself. He had very little mathematical background and Raiffa recalled how they worked together: "I would teach him something about linear algebra in the morning and he would show me how it could be applied in the afternoon." (from the interview with Fienberg)
Schlaifer made an important contribution to Bayesian decision theory. His work and his character are described in the following appreciations.
In 1992 the Decision Analysis Society awarded Schlaifer the Frank P. Ramsey Medal for distinguished contributions to the field of decision analysis. In making the award Bob Winkler noted Schlaifer's pioneering efforts in decision analysis.
Winkler also quoted the following assessment from Howard Raiffa, who worked with Schlaifer and was the recipient of the first Ramsey Medal in 1984:
In the preface to the second 1971 edition of Foundations of Statistics Savage wrote
Schlaifer's book with John W. Pratt and Raiffa was published posthumously and his co-authors wrote this dedication:
Schlaifer was involved in the development of military aircraft engines and fuels prior to World War II. He found that the best way to get a good engine quickly was to bring to test as soon as possible a number of alternate designs, pick one that combined good characteristics with few development problems, and then work intensely to develop it.