From Wikipedia:

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?

**Answer**

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).

Read more at http://www.snopes.com/college/homework/unsolvable.asp#6oJOtz9WKFQUHhbw.99

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.

**Attribution***Source : Link , Question Author : Max , Answer Author : Gerry Myerson*