Larry Brown: Remembrance and Connections of His Work to Observational Studies

Observational Studies 4 (2018) 250-259 Submitted 6/18; Published 8/18 Larry Brown: Remembrance and Connections of His Work to Observational Studies Dylan S. Small dsmall@wharton.upenn.edu Department of Statistics The Wharton School University of Pennsylvania Philadelphia, PA, U.S.A. Statistics lost one of our giants when Larry Brown passed away in February, 2018 at the age of 77. Many lost a friend, a mentor and a teacher. I had the good fortune to be Larry’s colleague for the past 16 years. While I wasn’t as close to him as many others, Larry was my friend and I looked up to him. Larry loved thinking. When Larry got interested in something and scratched his head, I could see his enjoyment. Steam seemed to come out as Larry was thinking and then he happily shared his thoughts. Larry’s classes and talks were full of insights. After joining the faculty at Wharton, I attended Larry’s linear models first year PhD course even though I had seen the material before. I was glad I took the time to do so as I learned a lot, and seeing how Larry thought deeply through things from different perspectives (e.g., he often presented both a geometric and a statistical perspective) was memorable and inspiring. Larry often mentioned questions he had about methods or results, and directions of research he thought could be expanded upon, which I think motivated students to see statistics as a field full of open questions and research opportunities rather than a dead field. Larry was generous with his time. Whenever I had a student for whom it was unclear which other faculty members had the expertise to serve on their dissertation committee, I suggested asking Larry because I knew he would be willing to spend time talking with the student, read the dissertation seriously and have something thoughtful to say. A few days before Larry’s passing, when he knew his time was short, he was writing recommendation letters for students. Larry spent much time on public service, and he encouraged me about its value to society even though one may not get recognition for it. Larry worked hard. He was active in research, teaching and mentoring students and public service until his passing. The large number of Larry’s former students who traveled to his funeral from places far away at short notice (Hong Kong even!) was a testament to Larry’s impact on their lives. Larry also made good time for family and friends. Besides the much time spent together with his wife Linda and their family, Larry made the time for trips over the summer alone with his sons. Larry treated people with respect and decency regardless of their status. At a time when I was the postdoctoral coordinator for our department, a PhD student from a little known university in India contacted Larry about a post doc opening in our department and c 2018 Dylan S. Small. Larry Brown: Remembrance said he would be visiting Philadelphia and hoped to stop by. Larry e-mailed me that he would have met with the student but would be away in Washington for one of the many public service committees he was on, and asked me to meet with the student. Larry said that even though he doubted the student would qualify for the post doc position in our department, the student seemed earnest and that it was at least worth a little of our time to give the student advice and respect. Larry was the dean of statistical decision theory. In Brown (1971), Larry connected whether an estimator of normal means in p dimensions is admissible to whether a stochastic process such as Brownian motion has probability one of returning to its starting point in p dimensions. What stroke of imagination and depth of understanding led Larry to think about the connection between these two phenomenona from different poles of statistics and probability? The math is beyond me, but when a math Ph.D. friend of mine claimed that statistics doesn’t have any deep math, I showed him Larry’s paper and my friend changed his mind. Although Larry was...