Not quite a direct answer, but the story of Abraham Wald and the bullet holes is mentioned at length in Jordan Ellenberg's book How Not to Be Wrong: The Hidden Mathematics of Everyday Life (Allen Lane, UK, 2014, 1st ed/hardback). There are some interesting details not mentioned in other answers.

"The [military] officers saw an opportunity, you can get the same protection with the same armor if you concentrate the armor on the places with the greatest need, where the planes are getting hit the most [since armor adds weight and makes planes less maneuverable and less fuel efficient]. But exactly how much armor belonged on those parts of the plane? That was the answer they came to Wald for. It wasn't the answer they got.

The armor, said Wald, doesn't go where the bullet holes are. It goes where the bullet holes aren't: on the engines.

Wald's insight was simply to ask: where are the missing holes? The ones that would have been all over the engine casing, if the damage had been spread equally all over the place? Wald was pretty sure he knew. The missing holes were on the missing planes."

And...

"Wald's recommendations were quickly put into effect, and were still being used by the navy and the air force through the wars in Korea and Vietnam."

Lastly (and I'm not a mathematician!)...

"Why did Wald see what the officers, who had vastly more knowledge and understanding of aerial combat, couldn't? It comes back to his math-trained habits of thought... To a mathematician, the structure underlying the bullet hole problem is a phenomenon called survivorship bias. It arises again and again, in all kinds of contexts. And once you're familiar with it, as Wald was, you're primed to notice it wherever it's hiding."

Ellenberg also gives a few references no mentioned in other answers, including:

1. Howard Wainer, Uneducated Guesses: Using Evidence to Uncover Misguided Education Policies (Princeton University Press, 2011); mentions the bullet holes story.
2. Marc Mangel and Francisco J. Samaniego, "Abraham Wald's Work on Aircraft Survivability", Journal of the American Statistical Association 79, no. 386 (June 1984): 259-67.
3. Jacob Wolfowitz, "Abraham Wald, 1092-1950", Annals of Mathematical Statistics 23, no. 1 (Mar. 1952): 1-13.

Not quite a direct answer, but the story of Abraham Wald and the bullet holes is mentioned at length in Jordan Ellenberg's book How Not to Be Wrong: The Hidden Mathematics of Everyday Life (Allen Lane, UK, 2014, 1st ed/hardback). There are some interesting details not mentioned in other answers.

"The [military] officers saw an opportunity, you can get the same protection with the same armor if you concentrate the armor on the places with the greatest need, where the planes are getting hit the most [since armor adds weight and makes planes less maneuverable and less fuel efficient]. But exactly how much armor belonged on those parts of the plane? That was the answer they came to Wald for. It wasn't the answer they got.

The armor, said Wald, doesn't go where the bullet holes are. It goes where the bullet holes aren't: on the engines.

Wald's insight was simply to ask: where are the missing holes? The ones that would have been all over the engine casing, if the damage had been spread equally all over the place? Wald was pretty sure he knew. The missing holes were on the missing planes."

And...

"Wald's recommendations were quickly put into effect, and were still being used by the navy and the air force through the wars in Korea and Vietnam."

Lastly (and I'm not a mathematician!)...

"Why did Wald see what the officers, who had vastly more knowledge and understanding of aerial combat, couldn't? It comes back to his math-trained habits of thought... To a mathematician, the structure underlying the bullet hole problem is a phenomenon called survivorship bias. It arises again and again, in all kinds of contexts. And once you're familiar with it, as Wald was, you're primed to notice it wherever it's hiding."

Ellenberg also gives a few references not mentioned in other answers, including:

1. Howard Wainer, Uneducated Guesses: Using Evidence to Uncover Misguided Education Policies (Princeton University Press, 2011); mentions the bullet holes story.
2. Marc Mangel and Francisco J. Samaniego, "Abraham Wald's Work on Aircraft Survivability", Journal of the American Statistical Association 79, no. 386 (June 1984): 259-67.
3. Jacob Wolfowitz, "Abraham Wald, 1092-1950", Annals of Mathematical Statistics 23, no. 1 (Mar. 1952): 1-13.

Not quite a direct answer, but the story of Abraham Wald and the bullet holes is mentioned at length in Jordan Ellenberg's book How Not to Be Wrong: The Hidden Mathematics of Everyday Life (Allen Lane, UK, 2014, 1st ed/hardback). There are some interesting details not mentioned in other answers.

"The [military] officers saw an opportunity, you can get the same protection with the same armor if you concentrate the armor on the places with the greatest need, where the planes are getting hit the most [since armor adds weight and makes planes less maneuverable and less fuel efficient]. But exactly how much armor belonged on those parts of the plane? That was the answer they came to Wald for. It wasn't the answer they got.

The armor, said Wald, doesn't go where the bullet holes are. It goes where the bullet holes aren't: on the engines.

Wald's insight was simply to ask: where are the missing holes? The ones that would have been all over the engine casing, if the damage had been spread equally all over the place? Wald was pretty sure he knew. The missing holes were on the missing planes."

And...

"Wald's recommendations were quickly put into effect, and were still being used by the navy and the air force through the wars in Korea and Vietnam."

Lastly (and I'm not a mathematician!)...

"Why did Wald see what the officers, who had vastly more knowledge and understanding of aerial combat, couldn't? It comes back to his math-trained habits of thought... To a mathematician, the structure underlying the bullet hole problem is a phenomenon called survivorship bias. It arises again and again, in all kinds of contexts. And once you're familiar with it, as Wald was, you're primed to notice it wherever it's hiding."

Ellenberg also gives a few references no mentioned in other answers, including:

1. Howard Wainer, Uneducated Guesses: Using Evidence to Uncover Misguided Education Policies (Princeton University Press, 2011); mentions the bullet holes story.
2. Marc Mangel and Francisco J. Samaniego, "Abraham Wald's Work on Aircraft Survivability", Journal of the American Statistical Association 79, no. 386 (June 1984): 259-67.
3. Jacob Wolfowitz, "Abraham Wald, 1092-1950", *Annals of Mathematical Statistics" 23, no. 1 (Mar. 1952): 1-13.

Not quite a direct answer, but the story of Abraham Wald and the bullet holes is mentioned at length in Jordan Ellenberg's book How Not to Be Wrong: The Hidden Mathematics of Everyday Life (Allen Lane, UK, 2014, 1st ed/hardback). There are some interesting details not mentioned in other answers.

"The [military] officers saw an opportunity, you can get the same protection with the same armor if you concentrate the armor on the places with the greatest need, where the planes are getting hit the most [since armor adds weight and makes planes less maneuverable and less fuel efficient]. But exactly how much armor belonged on those parts of the plane? That was the answer they came to Wald for. It wasn't the answer they got.

The armor, said Wald, doesn't go where the bullet holes are. It goes where the bullet holes aren't: on the engines.

Wald's insight was simply to ask: where are the missing holes? The ones that would have been all over the engine casing, if the damage had been spread equally all over the place? Wald was pretty sure he knew. The missing holes were on the missing planes."

And...

"Wald's recommendations were quickly put into effect, and were still being used by the navy and the air force through the wars in Korea and Vietnam."

Lastly (and I'm not a mathematician!)...

"Why did Wald see what the officers, who had vastly more knowledge and understanding of aerial combat, couldn't? It comes back to his math-trained habits of thought... To a mathematician, the structure underlying the bullet hole problem is a phenomenon called survivorship bias. It arises again and again, in all kinds of contexts. And once you're familiar with it, as Wald was, you're primed to notice it wherever it's hiding."

Ellenberg also gives a few references no mentioned in other answers, including:

1. Howard Wainer, Uneducated Guesses: Using Evidence to Uncover Misguided Education Policies (Princeton University Press, 2011); mentions the bullet holes story.
2. Marc Mangel and Francisco J. Samaniego, "Abraham Wald's Work on Aircraft Survivability", Journal of the American Statistical Association 79, no. 386 (June 1984): 259-67.
3. Jacob Wolfowitz, "Abraham Wald, 1092-1950", Annals of Mathematical Statistics 23, no. 1 (Mar. 1952): 1-13.