Alexander C. Aitken | |
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Born | |
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[1] |
Scientific career | |
Fields | Mathematics Statistics |
Institutions | University of Edinburgh |
Thesis | Smoothing of Data |
Doctoral advisor | E. T. Whittaker[2] |
Doctoral students | Hans Schneider[2] Alexander Fairley Buchan[2] Nora Calderwood[2] Henry Daniels[2] Harold Silverstone[2] Donald Livingstone[2] |
Alexander Craig "Alec" Aitken FRS FRSE FRSL FRSNZ (1 April 1895 – 3 November 1967) was one of New Zealand's most eminent mathematicians.[3][4] In a 1935 paper he introduced the concept of generalized least squares, along with now standard vector/matrix notation for the linear regression model.[5] Another influential paper co-authored with his student Harold Silverstone established the lower bound on the variance of an estimator,[6] now known as Cramér–Rao bound.[7] He was elected to the Royal Society of Literature for his World War I memoir, Gallipoli to the Somme.[8]