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\noindent{\bf Oskar ANDERSON}\\
b. 2 August 1887 - d. 12 February 1960
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\noindent{\bf Summary.} A leading member of the Continental School
of Statistics,
Anderson contributed to a broad range of topics including correlation,
time series analysis, nonparametric methods and sample surveys, as well
as to econometrics and various other applications in the social sciences.
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\noindent{\bf 1. Biography}
Oskar Anderson's life and work
were strongly influenced by the very turbulent period
in Europe in the first half of the 20th century.
At various times he lived in Russia,
the Ukraine, Hungary, Bulgaria and Germany. Oskar Johann Viktor (or in the
Russian way of noting first names: Oskar Nicolaevich) Anderson was born in
Minsk, the son of Baltic-German parents, and he spent his first 30 years in
Russia. His father, Nicolai Carl, was a professor of Finno-Ugric languages
at the University of Kazan.
Anderson graduated from the grammar school in Kazan with a gold medal and
studied mathematics and physics at the University of Kazan for a year. In
1907 he entered the Economics Faculty of the Polytechnical Institute in
St. Petersburg to study mathematics, statistics and economics. He soon became
the disciple and assistant of the well-known statistician Aleksandr A. Chuprov
(q.v) who let him participate in the field work for the population census
of 1910. At the end of 1912 he was awarded the degree of ``candidate of
economics" (corresponding to a doctor's degree at an international level)
for a dissertation on the coefficient of correlation and its application
to time series. Soon afterwards he obtained a law degree of the University of
St. Petersburg and in addition to his activities as assistant he taught
economics and law in a commercial secondary school. He was married in 1912
to Margarethe Natalie, n\'ee von Hindenburg-Hirtenberg.
In the summer of 1915, as Chuprov's collaborator, he participated in a
governmental scientific expedition to Turkestan where he worked as a
sampling expert for an agricultural census in the artificially irrigated
regions along the Sir-Daria River. This was one of the first sample surveys
in official statistics.
After the decline of the Tzar's empire in 1917 and the beginning of the Russian
revolution, Anderson moved to Kiev where he worked in a big cooperative
centre's department of economic research.
In 1918 he qualified for lecturing on mathematical statistics at the Kiev
School of Commerce. At the same time he became assistant to the director
of the Demographic Institute of the Ukranian Academy of Sciences.
In 1919/20, when the Soviets had conquered the whole country, Anderson
decided to escape with his wife and children. During the flight, at
Noworossijks on the north coast of the Black Sea, and under dramatic
circumstances, the manuscript of his thesis
and the first version of his work
on the difference method, including all his calculations, had to be
left behind on the pier with some other luggage.
Travelling via Constantinople, where the couple had to work with their hands
to earn a living, they eventually arrived in Budapest in 1921 and there
Anderson founded a secondary school for the children of Russian
immigrants.
Then, from 1923 Anderson and his family lived in Bulgaria, where he
found a stable life as a scientist. First he was appointed a member of the
Bulgarian Supreme Statistical Council. From 1924 to 1934 he taught
statistics and economics at the High School of Commercial Sciences in
Varna.
In 1935 Anderson became director of the Statistical Institute for
Economic Research of the State University in Sofia, which was partly
sponsored by the Rockefeller Foundation, and at the same time
counsellor of the Bulgarian General Direction of Statistics.
His activities, however, reached beyond Bulgaria. In 1930
he was invited to
Cornell University in the USA.
He was one of
the charter members and fellows of the Econometric Society, founded
in 1930 in the USA. At the end of 1935 he went to Germany and England
on a Rockefeller stipend. In 1936 he lectured at the London School
of Economics, from 1935 to 1939 he was a member of the International
Association of Institutes for Economic Research, and from 1936 to
1939 he served as an associate member of the committee of statistical
experts of the League of Nations.
The Christian-Albrechts University in Kiel, Germany, appointed
Anderson as Professor of Statistics in 1942. The appointment had a
great influence on German university statistics and marked, after
some stagnation, a revival of stochastic thinking. In addition to
the professorship, Anderson was in charge of the Department of Eastern
Studies at the Kiel Institute of World Economy. It is important to
point out that Anderson never allowed politics to interfere with his
scientific work.
His moral integrity remained unquestioned.
In 1947 Anderson accepted appointment to the newly established
Chair of Statistics at the Ludwig-Maximilians University in Munich
where he continued his efforts to improve the academic teaching of
statistics. He gathered a close group of disciples around him,
particularly the future professors Eberhard Fels, Hans Kellerer and
Heinrich Strecker.
His son Oskar (Jr.)
also became a statistician and was appointed professor at the
Universities of Mannheim and Munich.
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\noindent{\bf 2. Scientific Work}
\noindent{\small \bf Econometrics}
Anderson was convinced that mathematical-statistical methods are
indispensable tools for research in economics and social sciences. In
his early research he developed the variate difference method for
analyzing time series independently but contemporaneously with W.S.
Gosset (``Student")(q.v.). With the basic idea that time series consist
of a systematic component (trend, business cycle) and a
superimposed independent random component, one tries to completely
eliminate the systematic part of the series by taking finite differences.
After taking sufficient differences the random component is left.
This procedure assumes independence of the random components. These are,
however, especially with economic time series, sometimes autocorrelated.
Therefore this method was subject to lively debate for decades, with
many distinguished scientists participating. Anderson's
initiative and the discussions thereafter contributed considerably to
the subject.
The same is true for Anderson's criticism of statistical methods used for
the so-called Harvard Barometer of Business Conditions
which resulted in the replacement of purely empirical methods by more
efficient ones. In his papers, Anderson demonstrated the arbitrariness
of the methods predominant at that time. He helped to overcome the
mechanistic view of business cycles and to further the idea that the
scientific exploration of reality is not feasible without
theoretical hypotheses. As a consequence the modern theory of
economic model building was founded.
Anderson dealt with the problem of empirically formulating theoretical
relationships in his paper ``Ist die Quantit\"atstheorie des Geldes
statisch nachweisbar?" (1931), one of the earliest pieces of econometric
research.
\noindent{\small \bf Statistics}
There is hardly
any field of statistical methodology of his time with which Anderson was not
occupied. He brought with him to Bulgaria the experience gained in Russia,
and with the sample survey in Turkestan.
There he advocated the processing of data of the Census of Agriculture of
1926 by using random sampling techniques in addition to complete processing.
The result of the comparison was amazingly good, thus demonstrating the
effectiveness of sampling to all those statisticians who had not then accepted
the method. The representative processing of the census was one of the first
official surveys in the world applying random sampling - which establishes
Anderson as a pioneer of the first order.
Anderson directed special attention to the often neglected fact that data
are subject to errors which are propogated in further evaluation or
combination of data. He always stressed the necessity to observe and, if
need be, to take account of error propogation.
His studies on index theory, above all the use and abuse of chain index
numbers should be mentioned, as well as his contributions to the problem
of ``price scissors", i.e. the divergent movement of agricultural and
industrial prices.
Another focus of Anderson's research lay in causal
analysis which gained interest in his time. He concentrated on the case
of data which were not obtained by experiment but by observing
economic and population development. He considered regression and
correlation methods as appropriate tools, particularly regression
analysis, for the empirical assessment of
causal relations.
In his last years, Anderson dealt with the development of non-parametric
tests.
Such distribution-free tests are important
since the normal distribution is commonly the exception rather than the rule in
in socio-economic sciences. Anderson
developed non-parametric tests of the null hypothesis in the case of
autocorrelation and correlation.
In his publications, especially his two textbooks, Anderson combined
the tradition of the so-called Continental School of statistics with
the concepts of the Anglo-Saxon School. In his {\it Einf\"uhrung in die
mathematische Statistik} (1935), Anderson included the results of his
research to that time and thus he became one of the outstanding
modern representatives of the Continental School.
His second textbook, {\it Probleme der statistichen Methodenlehre in
den Sozialwissenschaften} (1954) may be regarded as his crowning scientific
endeavour. As in all of his previous publications, Anderson gives highest
priority to defining basic concepts and the exact formulation of
methods to be applied.
After World War II and the end of the isolation of German scientists
Anderson provided recommendations for lecture courses for the German
Statistical Society giving a guide by which teaching and research could
be brought to an international level. This helped the discipline
to regain its reputation after
a long period of stagnation. This was also assisted by Anderson's
establishment of the {\it Mitteilungsblatt f\"ur mathematische Statistik}
in 1949 together with Hans Kellerer and Hans M\"unzner. This journal
was combined in 1958 with the {\it Statistiche Vierteljahresscrift},
published in Vienna, and continued by Anderson and Wilhelm Winkler
under the heading {\it Metrika}.
Andersons scientific status was marked by many distinctions. He belonged
amongst the scientists who paved the way for the application of quantitative
methods in the socio-economic sciences and who developed tools in common
use today.
He was well aware of the difficulties in co-ordinating theory and practice.
He warned of the danger that the best statistical technique could become
useless if the model's assumptions are not met in reality or if they are
applied to unreliable observations. His requirements remain true today.
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\begin{thebibliography}{3}
\bibitem{1} Fels, E. (1978). Oscar Anderson. in {\it International
Encyclopedia of Statistics}, Eds. W.Kruskal and J.Tanur, Vol. 1, pp. 1-3,
Macmillan, New York and London.
\bibitem{2} Kellerer, H., Mahr, W., Schneider, G. and Strecker, H., Eds.
(1963). {\it Oskar Anderson, Ausgew\"ahlte Schriften}, 2 vols.,
Verlag J.C.B. Mohr (Paul Siebeck), T\"ubingen.
\bibitem{3} Sagoroff, S. (1960). Oskar Anderson (1887-1960), {\it Journal
of the Royal Statistical Society, Series A}, {\bf 123}, 518-519.
\bibitem{4} Sheynin, O. (1996). A.A. Chuprov, Life, Work, Correspondence,
paragraph 7.8: Anderson, pp. 58-60, {\it Applied Statistics and
Econometrics}, {\bf 38}, Vandenhoeck \& Ruprecht, G\"ottingen.
\bibitem{5} Strecker, H. (1965). Anderson, Oskar, Handw\"ortbuch der
Sozialwissenschaften, {\bf 12}, Gustav Fischer Verlag et al., Stuttgart,
T\"ubingen, G\"ottingen, pp. 509-512.
\bibitem{6} Strecker, H. (1987). Anderson, Oskar Nikolayevich (1887-1960),
{\it The New Palgrave, a Dictionary of Economics}, Vol. 1, Macmillan,
London, pp. 93-94.
\bibitem{7} Tintner, G. (1961). The statistical work of Oskar Anderson,
{\it Journal of the American Statistical Association}, {\bf 56}, 273-280.
\bibitem{8} Wold, H. (1961). Oskar Anderson 1887-1960, {\it The Annals
of Mathematical Statistics}, {\bf 32}, 651-660.
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\hfill{Heinrich Strecker and Rosemarie Strecker}
\end{thebibliography}
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