Gábor J. Székely

Who is Gábor J. Székely?

Gábor J. Székely is a Hungarian-American statistician/mathematician best known for introducing E-statistics or energy statistics [see E-statistics or Package energy in R ], 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 2 matches is exactly 100.