Mir Maswood Ali

Mir Maswood Ali
Native name মীর মাসুদ আলী , مير مسعود علي
Born (1929-03-12)12 March 1929
Patuakhali District, Bengal Presidency, British India (now Bangladesh)
Died 18 August 2009(2009-08-18) (aged 80)
London, Ontario, Canada
Citizenship Canada
Alma mater University of Toronto (PhD, 1961)
University of Michigan M.A.
University of Dhaka
Known for

Ali-Mikhail-Haq Copula

Order statistics
Distribution theory
Elliptic distributions
Multivariate statistics
Geometry
Awards

Qazi Motahar Husain Gold Medal Award (2008)

Fellow of the Royal Statistical Society[1] (1953)
Scientific career
Fields Statistics, Mathematics
Institutions University of Western Ontario
Norwich Union Life
Doctoral advisor Donald A. S. Fraser

Mir Maswood Ali (12 March 1929 – 18 August 2009)[2] was a Canadian statistician and mathematician of Bengali origin. He is known for co-discovering the Ali-Mikhail-Haq copula,[3] which is a topic of active research, both in theory[4][5][6][7][8] and application.[9][10][11][12] Ali played a key role in establishing the Journal of Statistical Research,[13] of which the first issue appeared in 1970. The December 2008 issue of the Journal of Statistical Research was dedicated in honor of Ali. In 2008, Ali received the Qazi Motahar Husain Gold Medal Award in recognition of his contributions to statistics.[13]

Ali's research interests in statistics and mathematics included order statistics, distribution theory, characterizations, spherically symmetric and elliptically contoured distributions, multivariate statistics, and n-dimensional geometry.[14] He published articles in well-known statistical journals, such as the Annals of Mathematical Statistics, the Journal of the Royal Statistical Society, the Journal of Multivariate Analysis, and Biometrika. Two of his most highly rated papers are in geometry, and appeared in the Pacific Journal of Mathematics.[15][16]

References

  1. "The Expansion of Statistics", Journal of the Royal Statistical Society. Series A (General), 116 (1): 1–10, 1953, doi:10.2307/2980946
  2. "Mir Maswood Ali". AMSTAT News: The Membership Magazine of the American Statistical Association. October 1, 2009.
  3. Ali, Mir M; Mikhail, N. N; Haq, M. Safiul (1978-09-01). "A class of bivariate distributions including the bivariate logistic". Journal of Multivariate Analysis. 8 (3): 405–412. doi:10.1016/0047-259X(78)90063-5.
  4. Kumar, Pranesh (2010). "Probability distributions and estimation of Ali-Mikhail-Haq Copula". Applied Mathematical Sciences. 4 (14): 657–666.
  5. Klement, Erich Peter; Mesiar, Radko; Spizzichino, Fabio; Stupňanová, Andrea (2014-02-07). "Universal integrals based on copulas". Fuzzy Optimization and Decision Making. 13 (3): 273–286. doi:10.1007/s10700-014-9182-4. ISSN 1568-4539.
  6. Hofert, Marius (2011-01-01). "Efficiently sampling nested Archimedean copulas". Computational Statistics & Data Analysis. 55 (1): 57–70. doi:10.1016/j.csda.2010.04.025.
  7. Hofert, Marius; Mächler, Martin; McNeil, Alexander J. (2012-09-01). "Likelihood inference for Archimedean copulas in high dimensions under known margins". Journal of Multivariate Analysis. Special Issue on Copula Modeling and Dependence. 110: 133–150. doi:10.1016/j.jmva.2012.02.019.
  8. Mächler, Martin (June 2014). "Spearman's Rho for the AMH Copula: A Beautiful Formula" (PDF). cran.r-project.org. ETH Zurich.
  9. Wang, Mingliang; Rennolls, Keith; Tang, Shouzheng (2008-06-01). "Bivariate Distribution Modeling of Tree Diameters and Heights: Dependency Modeling Using Copulas". Forest Science. 54 (3): 284–293.
  10. Jenison, R; Reale, R (2004-04-01). "The Shape of Neural Dependence". Neural Computation. 16 (4): 665–672. doi:10.1162/089976604322860659. ISSN 0899-7667.
  11. Hofert, Marius; Scherer, Matthias (2011-05-01). "CDO pricing with nested Archimedean copulas". Quantitative Finance. 11 (5): 775–787. doi:10.1080/14697680903508479.
  12. "R: Ali-Mikhail-Haq ("AMH")'s and Joe's Kendall's tau". artax.karlin.mff.cuni.cz. Retrieved 2015-09-21.
  13. 1 2 "A LIFE SKETCH OF MIR MASWOOD ALI" (PDF). Journal of Statistical Research. 2009. ISSN 0256-422X.
  14. "In Memoriam: Mir Maswood Ali (1929-2009)". The International Statistical Institute. Archived from the original on 2015-09-25.
  15. Mir Maswood Ali (1970). "On some extremal simplexes". Pacific Journal of Mathematics. 33 (1): 1–14. doi:10.2140/pjm.1970.33.1.
  16. Mir Maswood Ali (1973). "Content of the frustum of a simplex". Pacific Journal of Mathematics. 48 (1): 313–322. doi:10.2140/pjm.1973.48.313.


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