Alexander Aitken
| Alexander C. Aitken | |
|---|---|
| Born |
1 April 1895 Dunedin, New Zealand |
| Died | 3 November 1967 (aged 72) Edinburgh, Scotland |
| Nationality | New Zealander |
| Fields |
Mathematics Statistics |
| Institutions | University of Edinburgh |
| Alma mater |
University of Edinburgh University of Otago |
| Thesis | Smoothing of Data |
| Doctoral advisor | E. T. Whittaker |
| Known for |
Aitken's array Aitken's delta-squared process |
| Notable awards | Fellow of the Royal Society |
Alexander Craig "Alec" Aitken FRS FRSE FRSL FRSNZ (1 April 1895 – 3 November 1967) was one of New Zealand's greatest 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.
Aitken was born on 1 April 1895 in Dunedin, the eldest of the 7 children of William Aitken and Elizabeth Towers. Nevertheless he was of Scottish descent, his grandfather having emigrated from the Borders in 1868. He was educated at Otago Boys' High School in Dunedin (1908–13) and won the Thomas Baker Calculus Scholarship in his last year at school. He saw active service during World War I with the New Zealand Expeditionary Force, at Gallipoli, in Egypt, and at the Western Front. He was wounded at the Somme.
Aitken graduated with an M.A. degree from the University of Otago in 1920, then worked as a schoolmaster at Otago Boys' High School from 1920–3.
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