The following announcement is forwarded from the WWW home page for the
Univ. of Victoria economics department. Those with WWW can access the
announement directly through UVic (I don't have the WWW adddress at hand,
but you can find it on the UMich directory of other economics WWW servers).
The contact email address for the conference is
[log in to unmask]
A.C. Aitken, 1895-1967
Centenary Celebrations for a Distinguished New Zealand
Mathematician
The A. C. Aitken Centenary Conference is to be held (in conjunction with the 3rd
Pacific Statistical Congress, the Annual Meeting of the New Zealand Statistical
Association, and the 1995 New Zealand Mathematics Colloquium) at the University of
Otago in Dunedin, New Zealand, 28 August - 1 September, 1995.
Aitken's Life
Alexander Craig Aitken was born in Dunedin, New Zealand on 1 April, 1895. He
became one of the leading mathematical scholars to have been produced by that
country, and his contributions in mathematical statistics and linear algebra are of
fundamental interest to Econometricians.
Aitken attended Otago Boys' High School from 1908 to 1912, and had the distinction
of gaining first place in the nation-wide University Scholarhip Examination of 1
912.
He then studied at the University of Otago in 1913, 1914, and 1918, achieving First
Class Honours in Latin and French and (remarkably) Second Class Honours in
Mathematics. His studies were broken by active service during the First World War,
including the Gallipoli landing and the Battle of the Somme. After teaching at Otago
Boys' High School from 1920 to 1923, Aitken travelled to Scotland in 1923 to study
with E.T. Whittaker at the University of Edinburgh
Alexander Aitken lived in Edinburgh for the rest of his life. His initial work on the
smoothing of data earned him a D.Sc. in 1925, and that same year he was appointed
Lecturer in Statistics and Mathematical Economics at the University of Edinburgh. He
assumed the Chair of Mathematics in 1946 on Whittaker's retirement.
During his outstanding career, Aitken received numerous honours. In particular, he
was elected a Fellow of the Royal Society of Edinburgh, and a Fellow of the Royal
Society of London. He was an Honorary Fellow of the Royal Society of New Zealand, of
the Society of Engineers, and of the Faculty of Actuaries. He was awarded honorary
degrees by the University of Edinburgh and by the (then) University of New Zealand.
Alexander Craig Aitken died in Edinburgh, Scotland, on 3 November, 1967.
A Man of Many Talents
Aitken was a man of great and disparate talents. He was devoted to music and was
regarded as a fine violinist and viola player, as well as being an occasional composer.
He was a poet and writer. His memoir, Gallipoli to the Somme: Recollections of a New
Zealand Infantryman (Oxford University Press, 1963), is regarded as one of the most
moving accounts of the appalling reality of life in the trenches during the Great War.
Aitken's phenomenal skill in mental arithmetic made him the greatest mental
calculator for whom there is any reliable record. His powers of retention were
legendary. Alexander Aitken is remembered as a warm and gentle man, and a brilliant
lecturer.
Contributions to Mathematics
Aitken was undoubtedly one of the greatest mathematicians to be born and educated in
New Zealand. His main mathematical interests were in Actuarial Mathematics, Linear
Algebra, Numerical Methods and Statistics. Econometricians have benefitted
especially from his applications of matrix algebra to problems in numerical analysis, as
well as his statistical contributions to the theory of linear models. He published on
such topics as symmetric groups, invariants, the solution of linear and polynomial
equations, eigenvalue problems, and computational algorithms. His books,
Determinants and Matrices, and Canonical Matrices (with Turnbull) are classics.
Aitken's Influence on Econometrics
Every student of Econometrics must be indebted to Alexander Aitken for his
development of what is now the standard vector/matrix notation for the Linear
Regression Model (and its extensions). Econometricians also use the Generalised
Least Squares ("Aitken") estimator when this model has a non-standard error
covariance matrix.
The seminal Generalised Least Squares contribution, together with the first matrix
formulation of the Linear Regression Model appeared in Aitken's paper, "On Least
Squares and Linear Combinations of Observations", Proceedings of the Royal Society
of Edinburgh, 1935, vol. 55, pp. 42-48. In this paper we find the well-known extension
of the Gauss-Markhov Theorem to the case where the regression error vector has a
non-scalar covariance matrix - the Aitken estimator is "Best Linear Unbiased".
Aitken's most influential statistical paper was co-authored with H. Silverstone - "On
the Estimation of Statistical Parameters", Proceedings of the Royal Society of
Edinburgh, 1942, vol. 61, pp. 186-194. This paper extends earlier ideas by Fisher to
derive (only for the unbiased case) the result that we now usually refer to as the
"Cram_r-Rao Inequality" for the lower bound on the variance of an estimator.
Interestingly, this contribution pre-dates the 1945 work by Rao and Cram_r's 1946
paper.
Acknowledgement
The material for this page was drawn primarily from two sources:
Tee, G. J., "Two New Zealand Mathematicians", in J. H. Crossley (ed.), Proceedings of
the First Australian Conference on the History of Mathematics, Monash University,
1981, pp. 182-199.
Tee, G. J., "Mathematics in the Pacific Basin", British Journal of the History of Science,
1988, vol. 21, pp. 401-417.
Compiled by: David Giles, Department of Economics, University of Victoria.
(e-mail: [log in to unmask])
|