I think you are potentially asking the "wrong" question if you are trying to figure out what is right for YOU. More often you will be more successful if you iron out what your objectives are rather than trying to match a given student's approach.
On the other hand, there is nothing wrong with learning from the experiences of others to get insight and inspiration.
First, note that the majors at Wharton are evolving. For the Class of 2014, the major choices are as follows: http://www.wharton.upenn.edu/mba/academics/majors.cfm. The most natural fit for someone interested in big data would probably be Statistics. That being said, if one is truly thinking about "big data" in the modern sense (i.e. - exabytes of data), there really are no pre-formed majors specifically geared toward this subdiscipline or area of focus. "Big data" in this sense goes beyond the use of statistical software like JMP, Stata, SPSS, etc.
Career wise, you could work for a large conglomerate's internal research team to comb through massive data sets. Or you could work for a financial firm's data and analytics team.
Truth be told, though, your major will not have a major determinant factor on your career options in most cases, though. Unlike in undergraduate programs, a two year program can only afford so much degree of specialization. I would argue that it is more the rigor of the overall, broader education that makes a Wharton MBA particularly desirable and valuable.