Maurice Kendall

Sir Maurice George Kendall, FBA (6 September 1907 – 29 March 1983) was a British statistician, widely known for his contribution to statistics. The Kendall tau rank correlation is named after him.

Education and early life

Maurice Kendall was born in Kettering, Northamptonshire as the only child of John Roughton Kendall and Georgina Brewer. As a young child he survived a case of cerebral meningitis, which was frequently fatal at that time. After growing up in Derby, England, he studied mathematics at St John's College, Cambridge, where he played cricket and chess (with future champions Conel Hugh O'Donel Alexander and Jacob Bronowski). After graduation as a Mathematics Wrangler in 1929, he joined the British Civil Service in the Ministry of Agriculture. In this position he became increasingly interested in using statistics towards agricultural questions, and one of his first published papers to the Royal Statistical Society involved studying crop productivity using factor analysis. He was elected a Fellow of the Society in 1934.^[1]

Work in statistics

In 1938 and 1939 he began work, along with Bernard Babington-Smith, 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.^[2] He produced one of the second large collections of random digits^[3] (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).

In 1937, he aided the ageing statistician G. Udny Yule in the revision of his standard statistical textbook, Introduction to the Theory of Statistics, commonly known for many years as "Yule and Kendall". The two had met by chance in 1935, and were on close terms until Yule's death in 1951 (Yule was godfather to Kendall's second son).

During this period he also began work on the rank correlation coefficient which currently bears his name (Kendall's tau), which eventually led to a monograph on Rank Correlation in 1948.

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.

War-time efforts

Kendall became Assistant general manager to the British Chamber of Shipping by day and had air-raid warden duties by night. Despite these constraints on his time, he managed to produce volume one of The Advanced Theory of Statistics in 1943 and a second volume in 1946.

During the war he also produced a series of papers extending to work of R.A. Fisher on the theory of k-statistics, and developed a number of extensions to this work through the 1950s. After the war, he worked on the theory and practice of time series analysis, and conclusively demonstrated (with the meager computing resources available at the time) that unsmoothed sample periodograms were unreliable estimators for the population spectrum.

London School of Economics

In 1949 he accepted the second chair of statistics at the London School of Economics, University of London. Here he worked part-time as the director of the new Research Techniques Division. From 1952 to 1957 he edited a two-volume work on Statistical Sources in the United Kingdom, which was a standard reference until the mid-1970s. In the fifities he also worked on multivariate analysis, and developed the text Multivariate Analysis in 1957. In the same year he also developed, along with W. R. Buckland, a Dictionary of Statistical Terms, aimed at helping making the tools of statistics more available to potential users in industry and government.

In 1953 he published "The Analytics of Economic Time Series, Part 1: Prices"^[4] 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.

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.

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.

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

↑ O'Connor, John J.; Robertson, Edmund F., "Maurice George Kendall", MacTutor History of Mathematics archive, University of St Andrews . Retrieved 26 May 2011
↑ Kendall, M.G.; Babington Smith, B. (1938). "Randomness and Random Sampling Numbers". Journal of the Royal Statistical Society. Blackwell Publishing. 101 (1): 147–166. JSTOR 2980655. doi:10.2307/2980655.
↑ Kendall, M.G.; Babington Smith, B. (1939). Tables of Random Sampling Numbers. Cambridge, England: Cambridge University Press. OCLC 2835198.
↑ Kendall, M. G.; Bradford Hill, A (1953). "The Analysis of Economic Time-Series-Part I: Prices". Journal of the Royal Statistical Society, Series A. Blackwell Publishing. 116 (1): 11–34. JSTOR 2980947. doi:10.2307/2980947.

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". The American Statistician. 38 (1): 36–37. JSTOR 2683557. doi:10.1080/00031305.1984.10482870.
Stuart, Alan (1984). "Sir Maurice Kendall, 1907–1983". Journal of the Royal Statistical Society, Series A. 147 (1): 120–122. JSTOR 2981762.
Bartholomew, D. J. (1983). "Obituary: Sir Maurice Kendall FBA". Journal of the Royal Statistical Society, Series D. 32 (4): 445–446. 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

Guy Medallists

Gold Medallists

Silver Medallists

John Glover (1893)
Augustus Sauerbeck (1894)
A. L. Bowley (1895)
F. J. Atkinson (1897)
C. S. Loch (1899)
Richard Crawford (1900)
Thomas A. Welton (1901)
R. H. Hooker (1902)
Yves Guyot (1903)
D. A. Thomas (1904)
R. H. Rew (1905)
W. H. Shaw (1906)
N. A. Humphreys (1907)
Edward Brabrook (1909)
G. H. Wood (1910)
R. Dudfield (1913)
S. Rowson (1914)
S. J. Chapman (1915)
J. S. Nicholson (1918)
J. C. Stamp (1919)
A. William Flux (1921)
H. W. Macrosty (1927)
Ethel Newbold (1928)
H. E. Soper (1930)
J. H. Jones (1934)
E. C. Snow (1935)
R. G. Hawtrey (1936)
E. C. Ramsbottom (1938)
L. Isserlis (1939)
H. Leak (1940)
M. G. Kendall (1945)
Harry Campion (1950)
F. A. A. Menzler (1951)
M. S. Bartlett (1952)
J. O. Irwin (1953)
L. H. C. Tippett (1954)
D. G. Kendall (1955)
Henry Daniels (1957)
G. A. Barnard (1958)
E. C. Fieller (1960)
D. R. Cox (1961)
P. V. Sukhatme (1962)
George E. P. Box (1964)
C. R. Rao (1965)
Peter Whittle (1966)
Dennis Lindley (1968)
Robin Plackett (1973)
James Durbin (1976)
John Nelder (1977)
Peter Armitage (1978)
Michael Healy (1979)
M. Stone (1980)
John Kingman (1981)
Henry Wynn (1982)
Julian Besag (1983)
J. C. Gittins (1984)
A. Bissell (1985)
W. Pridmore (1985)
Richard Peto (1986)
John Copas (1987)
John Aitchison (1988)
F. P. Kelly (1989)
David Clayton (1990)
R. L. Smith (1991)
Robert Curnow (1992)
A. F. M. Smith (1993)
David Spiegelhalter (1994)
B. W. Silverman (1995)
Steffen Lauritzen (1996)
Peter Diggle (1997)
Harvey Goldstein (1998)
Peter Green (1999)
Walter Gilks (2000)
Philip Dawid (2001)
David Hand (2002)
Kanti Mardia (2003)
Peter Donnelly (2004)
Peter McCullagh (2005)
Michael Titterington (2006)
Howell Tong (2007)
Gareth Roberts (2008)
Sylvia Richardson (2009)
Iain M. Johnstone (2010)
P. G. Hall (2011)
David Firth (2012)
Brian Ripley (2013)
Jianqing Fan (2014)

Bronze Medallists

William Gemmell Cochran (1936)
R. F. George (1938)
W. J. Jennett (1949)
Peter Armitage (1962)
James Durbin (1966)
F. Downton (1967)
Robin Plackett (1968)
M. C. Pike (1969)
P. G. Moore (1970)
D. J. Bartholomew (1971)
G. N. Wilkinson (1974)
A. F. Bissell (1975)
P. L. Goldsmith (1976)
A. F. M. Smith (1977)
Philip Dawid (1978)
T. M. F. Smith (1979)
A. J. Fox (1980)
S. J. Pocock (1982)
Peter McCullagh (1983)
Bernard Silverman (1984)
David Spiegelhalter (1985)
D. F. Hendry (1986)
Peter Green (1987)
S. C. Darby (1988)
S. M. Gore (1989)
Valerie Isham (1990)
M. G. Kenward (1991)
C. Jennison (1992)
Jonathan Tawn (1993)
R. F. A. Poultney (1994)
Iain M. Johnstone (1995)
J. N. S. Matthews (1996)
Gareth Roberts (1997)
D. Firth (1998)
P. W. F. Smith
J. Forster (1999)
J. Wakefield (2000)
Guy Nason (2001)
Geert Molenberghs (2002)
Peter Lynn (2003)
Nicola Best (2004)
Steve Brooks (2005)
Matthew Stephens (2006)
Paul Fearnhead (2007)
Fiona Steele (2008)
Chris Holmes (2009)
Omiros Papaspiliopoulos (2010)
Nicolai Meinshausen (2011)
Richard Samworth (2012)
Piotr Fryzlewicz (2013)
Ming Yuan (2014)

Presidents of the Royal Statistical Society
19th century	1834–1836 The Marquess of Lansdowne 1836–1838 Sir Charles Lemon, Bt 1838–1840 The Earl FitzWilliam 1840–1842 Viscount Sandon 1842–1843 The Marquess of Lansdowne 1843–1845 Lord Ashley 1845–1847 The Lord Monteagle of Brandon 1847–1849 The Earl FitzWilliam 1849–1851 The Earl of Harrowby 1851–1853 The Lord Overstone 1853–1855 The Earl FitzWilliam 1855–1857 The Earl of Harrowby 1857–1859 Lord Stanley 1859–1861 Lord John Russell 1861–1863 Sir John Pakington, Bt 1863–1865 William Henry Sykes 1865–1867 The Lord Houghton 1867–1869 William Ewart Gladstone 1869–1871 William Newmarch 1871–1873 William Farr 1873–1875 William Guy 1875–1877 James Heywood 1877–1879 George Shaw-Lefevre 1879–1880 Thomas Brassey 1880–1882 James Caird 1882–1884 Robert Giffen 1884–1886 Rawson W. Rawson 1886–1888 George Goschen 1888–1890 Thomas Graham Balfour 1890–1892 Frederic J. Mouat 1892–1894 Charles Booth 1894–1896 The Lord Farrer 1896–1897 John Biddulph Martin 1897 Alfred Edmund Bateman 1897–1899 Leonard Courtney 1899–1900 Henry Fowler 1900–1902 The Lord Avebury
20th century	1902–1904 Patrick George Craigie 1904–1905 Sir Francis Powell, Bt 1905–1906 The Earl of Onslow 1906–1907 Richard Martin 1907–1909 Sir Charles Dilke, Bt 1909–1910 Jervoise Athelstane Baines 1910–1912 Lord George Hamilton 1912–1914 Francis Ysidro Edgeworth 1914–1915 The Lord Welby 1915–1916 Lord George Hamilton 1916–1918 Bernard Mallet, Registrar General 1918–1920 Herbert Samuel 1920–1922 R. Henry Rew 1922–1924 The Lord Emmott 1924–1926 Udny Yule 1926–1928 The Viscount D'Abernon 1928–1930 A. William Flux 1930–1932 Sir Josiah Stamp 1932–1934 The Lord Meston 1934–1936 Major Greenwood 1936–1938 The Lord Kennet 1938–1940 Arthur Lyon Bowley 1940–1941 Henry William Macrosty 1941 Hector Leak 1941–1943 William Beveridge 1943–1945 Charles Ernest Snow 1945–1947 The Lord Woolton 1947–1949 David Heron 1949–1950 Sir Geoffrey Heyworth 1950–1952 Austin Bradford Hill 1952–1954 Ronald Fisher 1954–1955 The Lord Piercy 1955–1957 Egon Pearson 1957–1959 Harry Campion 1959–1960 Hugh Beaver 1960–1962 Maurice Kendall 1962–1964 Joseph Oscar Irwin 1964–1965 Sir Paul Chambers 1965–1966 L. H. C. Tippett 1966–1967 M. S. Bartlett 1967–1968 Frank Yates 1968–1969 Arthur Cockfield 1969–1970 R. G. D. Allen 1970–1971 Bernard Benjamin 1971–1972 George Alfred Barnard 1972–1973 Harold Wilson 1973–1974 D. J. Finney 1974–1975 Henry Daniels 1975–1977 Stella Cunliffe 1977–1978 Henry Wynn 1978–1980 Sir Claus Moser 1980–1982 David Cox 1982–1984 Peter Armitage 1984–1985 Walter Bodmer 1985–1986 John Nelder 1986–1987 James Durbin 1987–1989 John Kingman 1989–1991 Peter G. Moore 1991–1993 T. M. F. Smith 1993–1995 D. J. Bartholomew 1995–1997 Adrian Smith 1997–1999 R. N. Curnow 1999–2001 Denise Lievesley
21st century	2001–2003 Peter Green 2003–2005 Andy Grieve 2005–2007 Tim Holt 2008–2009 David Hand 2010–2010 Bernard Silverman (resigned Feb 2010; replaced pro tem by David Hand) 2011–2012 Valerie Isham 2013–John Pullinger
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