Alexander Aitken
Alexander Craig "Alec" Aitken FRS FRSE FRSL FRSNZ (1 April 1895 – 3 November 1967) was one of New Zealand's most eminent mathematicians. In a 1935 paper he introduced the concept of generalized least squares, along with now standard vector/matrix notation for the linear regression model. Another influential paper co-authored with his student Harold Silverstone established the lower bound on the variance of an estimator, now known as Cramér–Rao bound. He was elected to the Royal Society of Literature for his World War I memoir, Gallipoli to the Somme.
Alexander C. Aitken | |
|---|---|
| Born | 1 April 1895 |
| Died | 3 November 1967 (aged 72) |
| Nationality | New Zealander |
| Alma mater | University of Edinburgh University of Otago |
| Known for | Aitken's array Aitken's delta-squared process Aitken interpolation |
| Spouse | Winifred Betts |
| Awards | Fellow of the Royal Society |
| Scientific career | |
| Fields | Mathematics Statistics |
| Institutions | University of Edinburgh |
| Thesis | Smoothing of Data |
| Doctoral advisor | E. T. Whittaker |
| Doctoral students | Hans Schneider Alexander Fairley Buchan Nora Calderwood Henry Daniels Harold Silverstone Donald Livingstone |
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