The Management Myth (2006) 17 years ago
From Wikipedia: W Edwards Deming received a BSc in Electrical Engineering from the University of Wyoming at Laramie (1921), an M.S. from the University of Colorado (1925), and a Ph.D. from Yale University (1928). Both graduate degrees were in mathematics and physics.
Of course, I am a University of Wyoming BSEE graduate, so I'd know the first :-)