An event in George Dantzig‘s life became the origin of a famous
story in 1939 while he was a graduate student at UC Berkeley. Near the
beginning of a class for which Dantzig was late, professor Jerzy
Neyman wrote two examples of famously unsolved statistics problems on
the blackboard. When Dantzig arrived, he assumed that the two problems
were a homework assignment and wrote them down. According to Dantzig,
the problems “seemed to be a little harder than usual”, but a few days
later he handed in completed solutions for the two problems, still
believing that they were an assignment that was overdue.
What were the two unsolved problems which Dantzig had solved?
I think the two problems appear in these papers:
Dantzig, George B.
“On the Non-Existence of Tests of ‘Student’s’ Hypothesis Having Power Functions
Independent of Sigma.”
Annals of Mathematical Statistics. No. 11; 1940 (pp. 186-192).
Dantzig, George B. and Abraham Wald. “On the Fundamental Lemma of Neyman and Pearson.”
Annals of Mathematical Statistics. No. 22; 1951 (pp. 87-93).
EDIT: In case snopes ever goes belly up, the story can be found in Albers, Reid, and Dantzig, An Interview with George B. Dantzig: The Father of Linear Programming, College Math J 17 (1986) 292-314. The interview has also been reprinted in Albers, Alexanderson, and Reid, More Mathematical People, page 67.