He made major contributions to statistics. The Wald test in statistics is named after him (https://en.wikipedia.org/wiki/Wald_test). I think he was also a forerunner of decision theory and invented an early form of the minimax principle:

Wald, A. (1939). Contributions to the theory of statistical estimation and testing hypotheses. The Annals of Mathematics, 10(4), 299-326.