Maurice Kendall
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Sir Maurice George Kendall,
Education and early life
Maurice Kendall was born in Kettering, Northamptonshire as the only child of engineering worker John Roughton Kendall and Georgina, née Brewer. His paternal grandfather was a publican, running The Woolpack at Kettering.[1][2]
As a child, he survived
Work in statistics
In 1938 and 1939 he began work, along with Bernard Babington-Smith[4] known as BBS, on the question of random number generation, developing both one of the first early mechanical devices to produce random digits, and formulated a series of tests for statistical randomness in a given set of digits which, with some small modifications, became fairly widely used.[5] He produced one of the second large collections of random digits[6] (100,000 in total, over twice as many as those published by L. H. C. Tippett in 1927), which was a commonly used tract until the publication of RAND Corporation's A Million Random Digits with 100,000 Normal Deviates in 1955 (which was developed with a roulette wheel-like machine very similar to Kendall's and verified as "random" using his statistical tests).[citation needed]
In 1937, he aided the ageing statistician
During this period he also began work on the
In the late 1930s, he was additionally part of a group of five other statisticians who endeavoured to produce a reference work summarising recent developments in statistical theory, but it was cancelled on account of onset of World War II[citation needed].
War-time efforts
Kendall became Assistant general manager to the
During the war he also produced a series of papers extending to work of
London School of Economics
In 1949 he accepted the second chair of statistics at the
In 1953, he published "The Analytics of Economic Time Series, Part 1: Prices"[7] in which he suggested that the movement of shares on the stock market was random (as likely to go up on a certain day as to go down). These results were disturbing to some financial economists and further debate and research then followed. This ultimately led to the creation of the random walk hypothesis, and the closely related efficient-market hypothesis which states that random price movements indicate a well-functioning or efficient market.[citation needed]
CEIR and WFS
In 1961 he left the University of London and took a position as the managing director (later chairman) of a consulting company, CEIR (later known as Scientific Control Systems), and in the same year began a two-year term as president of the Royal Statistical Society. In the 1960s he published and co-edited a number of volumes and monographs in statistical theory.[citation needed]
In 1972, he became director of the World Fertility Survey, a project sponsored by the International Statistical Institute and the United Nations which aimed to study fertility in developed and developing nations. He continued this work until 1980, when illness forced him to retire.[citation needed]
Honours
He was knighted by the British government in 1974 for his services to the theory of statistics, and received a medal from the United Nations in 1980 in recognition for his work on the World Fertility Survey. He was also elected a fellow of the British Academy and received the highest honour of the Royal Statistical Society, the Guy Medal in Gold.
He additionally had served as president of the Operational Research Society, the Institute of Statisticians, and was elected a fellow of the American Statistical Association, the Institute of Mathematical Statistics, the Econometric Society, and the British Computer Society.
At the time of his death in 1983, he was honorary president of the International Statistical Institute.
Notes
- ISBN 978-0-19-861412-8. (Subscription or UK public library membershiprequired.)
- ^ "Maurice Kendall - Biography". Retrieved 28 January 2023.
- ^ O'Connor, John J.; Robertson, Edmund F., "Maurice George Kendall", MacTutor History of Mathematics Archive, University of St Andrews Retrieved 26 May 2011.
- ISBN 9783319027449.
- JSTOR 2980655.
- OCLC 2835198.
- JSTOR 2980947.
Family
Kendall's first wife, Sheila (née Lester), predeceased him. He was survived by their daughter and two sons, and by his second wife, Ruth (née Whitfield) and their son.
References
- Ord, Keith (1984). "In Memoriam: Maurice George Kendall, 1907–1983". JSTOR 2683557.
- Stuart, Alan (1984). "Sir Maurice Kendall, 1907–1983". JSTOR 2981762.
- Bartholomew, D. J. (1983). "Obituary: Sir Maurice Kendall FBA". JSTOR 2987557.
- O'Connor, John J.; Robertson, Edmund F., "Maurice George Kendall", MacTutor History of Mathematics Archive, University of St Andrews
- Alan Stuart and Keith Ord, Kendall's Advanced Theory of Statistics Volume 1 – Distribution Theory (Sixth Ed.), 1994.