Alexander Aitken

Alexander Craig Aitken (1895 to 1967) was a New Zealand mathematician, born in Dunedin, who spent his career at the University of Edinburgh. He is remembered above all for statistics and numerical analysis: in a 1935 paper he introduced generalized least squares together with the vector and matrix notation now standard for the linear regression model, and a paper written with his student Harold Silverstone established the lower bound on the variance of an estimator that is now known as the Cramer-Rao bound. In 1927 he published the process that bears his name as an extension of Bernoulli's method. He served in the First World War at Gallipoli and the Somme and was seriously wounded, then studied at Edinburgh under Edmund Taylor Whittaker, became a Professor of Mathematics there in 1946 and worked at Bletchley Park in Hut 6 during the Second World War. He was one of the best mental calculators known, and he was elected a Fellow of the Royal Society in 1936 and a Fellow of the Royal Society of Literature for his war memoir Gallipoli to the Somme.