I first met David Blackwell in 1951 when we were both invited to visit the new Stanford University Department of Statistics. By then he was a recognized force in statistics, having contributed the–Blackwell theorem on the use of sufficient statistics to derive efficient unbiased estimates and the –Blackwell– derivation of the optimality of the sequential probability ratio test.
The latter derivation was based on a plan proposed byand , the details of which suffered from a serious measurability difficulty. Arrow, Blackwell, and Girshick bypassed that problem by employing a backward induction argument, the success of which depended on the fact that a decision to be made in the distant future would have a negligible effect on the current expected value of the overall strategy. This backward induction argument was essentially the origin of dynamic programming. Blackwell used to claim that sequential analysis and dynamic programming were the same subject.
At the time we met, David and his wife Ann already had five of their eight children. Transporting his family by car across country was a major challenge requiring considerable discipline and planning at a time when professorial salaries were extremely limited. We were disappointed when David chose to go to Berkeley rather than to Stanford.
Ann and I had a vice in common. We both loved ice cream. My wife Judy noticed that at picnics, Ann had a definite tendency to overcount the consumers, as a result of which we always had an extra portion, which Ann would gracefully consume to avoid a battle among her children.
I have known many very smart people, including some Nobel laureates, but David had the greatest ability to take a complicated situation, scientific or personal, and explain the issues clearly and simply. This gift made him a great expositor and advisor. His book, Basic Statistics, was an extraordinary illustration of his ability to clearly and concisely explain the subject to beginners.
We had one major misunderstanding. He maintained that I had introduced him to the secretary problem, and I just as distinctly claim that he had introduced me to it. Judy and I both enjoyed visiting with David and Ann, and we were honored to be invited by David to the special dinner Harvard had for its recipients of the honorary doctorate.