Harry Sax was born May 01, 1939 in Chicago, Illinois, the son to first generation American Jews. He spent his childhood on Chicago's Southside, where his family belonged to a progressive Reform congregation. After graduating from Hyde Park High School, he continued his education at Indiana University. In college, Sax was a member of the Zeta Beta Tau Jewish fraternity, participated in a singing group, and was a cadet in the Reserve Officers' Training Corps.

Florence Frost was born March 24, 1929 in Brooklyn, New York. She married Robert L. Frost in 1949 and had three daughters. Not long after she moved from New York City to Las Vegas, Nevada in 1960, she joined Temple Beth Sholom, where she worked as an executive secretary for two years. Frost worked in the banking industry for many years before she earned her broker's license in 1974. That same year, she opened her own real estate office in Las Vegas, Rancho Rodeo Realty, which she owned until 2004.