 Baum was born December 3, 1883 to Lyman Frank Baum and Maud Gage Baum, their first son, who was known in the household by the nickname "Bunny".Like his brothers, Robert Stanton, Harry Neal, and Kenneth Gage, he attended the Society for Ethical Culture Sunday school, which taught morality without religion, as the Baums considered religion a mature decision.Despite his father's unflattering caricatures of the military, Baum had always desired to become a soldier, and he attended Michigan Military School in Orchard Lake, Michigan.