Udny Yule
Encyclopedia
George Udny Yule FRS (18 February 1871 – 26 June 1951), usually known as Udny Yule, was a British
statistician
, born at Beech Hill, a house in Morham
near Haddington
, Scotland
and died in Cambridge, England. His father, also George Udny Yule, and a nephew, were knighted. His uncle was the noted orientalist
Sir Henry Yule
. The Yule family had a reputation for scholarship and administration. Yule came from an established Scottish family composed of army officers, civil servants, scholars, and administrators.
In 1899, Yule married May Winifred. The marriage was annulled in 1912, there having been no children.
and at the age of 16 at University College London
where he read engineering. After a year in Bonn
doing research in experimental physics under Heinrich Rudolf Hertz
, Yule returned to University College in 1893 to work as a demonstrator for Karl Pearson
, one of his former teachers. Pearson was beginning to work in statistics and Yule followed him into this new field. Yule progressed to an assistant professorship but he left in 1899 to a better-paid position as secretary to an examination board. He continued to publish articles and also a very influential textbook, Introduction to the Theory of Statistics (1911); his book was based on the lectures he gave as the Newmarch
lecturer at University College.
In 1912 Yule moved to Cambridge University
to a newly created Lectureship in Statistics and he remained in Cambridge for the rest of his life. During the First World War Yule worked for the army and then for the Ministry of Food. A heart attack in 1931 left him semi-invalided and led to his early retirement. His flow of publications almost ceased but, in the 1940s he found new interests, one of which led to a book, The Statistical Study of Literary Vocabulary.
Introduction to the Theory of Statistics, which went through fourteen editions. He was active in the Royal Statistical Society
, was awarded its Guy Medal
in Gold in 1911, and served as its president
in 1924-26.
Yule’s first paper on statistics appeared in 1895: "On the Correlation of Total Pauperism with Proportion of Out-relief". Yule was interested in applying statistical techniques to social problems and he quickly became a member of the Royal Statistical Society
. For many years the only members interested in mathematical statistics were Yule, Edgeworth and Bowley. In 1897–99 Yule wrote important papers on correlation
and regression
); after 1900 he worked on a parallel theory of association. His approach to association was quite different from Pearson’s and relations between them deteriorated. Yule had broad interests and his collaborators included the agricultural meteorologist R. H. Hooker
, the medical statistician Major Greenwood
and the agricultural scientist Sir Frank Engledow. Yule’s sympathy towards the newly rediscovered Mendelian theory of genetics
led to several papers.
In the 1920s Yule wrote three influential papers on time series analysis, "On the time-correlation problem" (1921), a critique of the variate difference method, "Why Do We Sometimes Get Nonsense Correlations between Time-series?" (1926), an investigation of a form of spurious correlation, and "On a Method of Investigating Periodicities in Disturbed Series, with Special Reference to Wolfer's Sunspot Numbers" (1927), which used an autoregressive model to model the sunspot
time series instead of the established periodogram method of Schuster
.
In 1925 Yule published the paper "A Mathematical Theory of Evolution, based on the Conclusions of Dr. J. C. Willis, F.R.S.", where he proposes a stochastic process that leads to a distribution with a power-law tail — in this case, the distribution of species and genera.
This was later called the Yule process, but is now better known as preferential attachment
.
Herbert Simon
dubbed the resulting distribution the Yule distribution in his honor.
culminated his 1952 obituary of Yule by saying:
Yule made important contributions to the theory and practice of correlation
, regression
, and association, as well as to time series
analysis. He pioneered the use of preferential attachment
stochastic processes to explain the origin of power law distribution. The Yule distribution, a discrete power law
, is named after him.
Although Yule taught at Cambridge for twenty years, he had little impact on the development of statistics there. M. S. Bartlett
recalled him as a "mentor" but his famous association with Maurice Kendall
, who revised the Introduction to the Theory of Statistics, only came about after Kendall had graduated.
United Kingdom
The United Kingdom of Great Britain and Northern IrelandIn the United Kingdom and Dependencies, other languages have been officially recognised as legitimate autochthonous languages under the European Charter for Regional or Minority Languages...
statistician
Statistician
A statistician is someone who works with theoretical or applied statistics. The profession exists in both the private and public sectors. The core of that work is to measure, interpret, and describe the world and human activity patterns within it...
, born at Beech Hill, a house in Morham
Morham
Morham, East Lothian, sometimes spelt Moram, Morum, Morhame, etc., in old records, is the smallest parish in Scotland, sandwiched between five other parishes: Haddington, Garvald, Yester, Whittingehame, and Prestonkirk, in the undulating lower reaches of the Lammermuir Hills.-Church and hamlet:For...
near Haddington
Haddington, East Lothian
The Royal Burgh of Haddington is a town in East Lothian, Scotland. It is the main administrative, cultural and geographical centre for East Lothian, which was known officially as Haddingtonshire before 1921. It lies about east of Edinburgh. The name Haddington is Anglo-Saxon, dating from the 6th...
, Scotland
Scotland
Scotland is a country that is part of the United Kingdom. Occupying the northern third of the island of Great Britain, it shares a border with England to the south and is bounded by the North Sea to the east, the Atlantic Ocean to the north and west, and the North Channel and Irish Sea to the...
and died in Cambridge, England. His father, also George Udny Yule, and a nephew, were knighted. His uncle was the noted orientalist
Oriental studies
Oriental studies is the academic field of study that embraces Near Eastern and Far Eastern societies and cultures, languages, peoples, history and archaeology; in recent years the subject has often been turned into the newer terms of Asian studies and Middle Eastern studies...
Sir Henry Yule
Henry Yule
Sir Henry Yule was a Scottish Orientalist.He was born at Inveresk, Scotland, near Edinburgh, the son of Major William Yule , translator of the Apothegms of Ali. Henry Yule was educated at Edinburgh, Addiscombe, and Chatham, and joined the Bengal Engineers in 1840...
. The Yule family had a reputation for scholarship and administration. Yule came from an established Scottish family composed of army officers, civil servants, scholars, and administrators.
In 1899, Yule married May Winifred. The marriage was annulled in 1912, there having been no children.
Education and teaching
Udny Yule was educated at Winchester CollegeWinchester College
Winchester College is an independent school for boys in the British public school tradition, situated in Winchester, Hampshire, the former capital of England. It has existed in its present location for over 600 years and claims the longest unbroken history of any school in England...
and at the age of 16 at University College London
University College London
University College London is a public research university located in London, United Kingdom and the oldest and largest constituent college of the federal University of London...
where he read engineering. After a year in Bonn
Bonn
Bonn is the 19th largest city in Germany. Located in the Cologne/Bonn Region, about 25 kilometres south of Cologne on the river Rhine in the State of North Rhine-Westphalia, it was the capital of West Germany from 1949 to 1990 and the official seat of government of united Germany from 1990 to 1999....
doing research in experimental physics under Heinrich Rudolf Hertz
Heinrich Rudolf Hertz
Heinrich Rudolf Hertz was a German physicist who clarified and expanded the electromagnetic theory of light that had been put forth by Maxwell...
, Yule returned to University College in 1893 to work as a demonstrator for Karl Pearson
Karl Pearson
Karl Pearson FRS was an influential English mathematician who has been credited for establishing the disciplineof mathematical statistics....
, one of his former teachers. Pearson was beginning to work in statistics and Yule followed him into this new field. Yule progressed to an assistant professorship but he left in 1899 to a better-paid position as secretary to an examination board. He continued to publish articles and also a very influential textbook, Introduction to the Theory of Statistics (1911); his book was based on the lectures he gave as the Newmarch
William Newmarch
William Newmarch was a Yorkshireman, English banker, economist and statistician born at Thirsk, Yorkshire.He took his schooling at York, and, as a young man, held some clerkly appointments in that city...
lecturer at University College.
In 1912 Yule moved to Cambridge University
University of Cambridge
The University of Cambridge is a public research university located in Cambridge, United Kingdom. It is the second-oldest university in both the United Kingdom and the English-speaking world , and the seventh-oldest globally...
to a newly created Lectureship in Statistics and he remained in Cambridge for the rest of his life. During the First World War Yule worked for the army and then for the Ministry of Food. A heart attack in 1931 left him semi-invalided and led to his early retirement. His flow of publications almost ceased but, in the 1940s he found new interests, one of which led to a book, The Statistical Study of Literary Vocabulary.
Scholarship
Yule was a prolific writer, the highlight of his publications being perhaps the textbookTextbook
A textbook or coursebook is a manual of instruction in any branch of study. Textbooks are produced according to the demands of educational institutions...
Introduction to the Theory of Statistics, which went through fourteen editions. He was active in the Royal Statistical Society
Royal Statistical Society
The Royal Statistical Society is a learned society for statistics and a professional body for statisticians in the UK.-History:It was founded in 1834 as the Statistical Society of London , though a perhaps unrelated London Statistical Society was in existence at least as early as 1824...
, was awarded its Guy Medal
Guy Medal
The Guy Medals are awarded by the Royal Statistical Society in three categories; Gold, Silver and Bronze. The Gold Medal is awarded triennially, the other two are awarded annually...
in Gold in 1911, and served as its president
President of the Royal Statistical Society
The President of the Royal Statistical Society is the head of the Royal Statistical Society , elected biannually by the Fellows of the Society. ....
in 1924-26.
Yule’s first paper on statistics appeared in 1895: "On the Correlation of Total Pauperism with Proportion of Out-relief". Yule was interested in applying statistical techniques to social problems and he quickly became a member of the Royal Statistical Society
Royal Statistical Society
The Royal Statistical Society is a learned society for statistics and a professional body for statisticians in the UK.-History:It was founded in 1834 as the Statistical Society of London , though a perhaps unrelated London Statistical Society was in existence at least as early as 1824...
. For many years the only members interested in mathematical statistics were Yule, Edgeworth and Bowley. In 1897–99 Yule wrote important papers on correlation
Correlation
In statistics, dependence refers to any statistical relationship between two random variables or two sets of data. Correlation refers to any of a broad class of statistical relationships involving dependence....
and regression
Linear regression
In statistics, linear regression is an approach to modeling the relationship between a scalar variable y and one or more explanatory variables denoted X. The case of one explanatory variable is called simple regression...
); after 1900 he worked on a parallel theory of association. His approach to association was quite different from Pearson’s and relations between them deteriorated. Yule had broad interests and his collaborators included the agricultural meteorologist R. H. Hooker
Reginald Hawthorn Hooker
Reginald Hawthorn Hooker English civil servant, statistician and meteorologist. Hooker was a pioneer in the application of correlation analysis to economics and agricultural meteorology.- Biography :...
, the medical statistician Major Greenwood
Major Greenwood
Major Greenwood FRS was an English epidemiologist and statistician.Major Greenwood junior was born in Shoreditch in London's East End, the only child of a doctor in general practice there...
and the agricultural scientist Sir Frank Engledow. Yule’s sympathy towards the newly rediscovered Mendelian theory of genetics
Genetics
Genetics , a discipline of biology, is the science of genes, heredity, and variation in living organisms....
led to several papers.
In the 1920s Yule wrote three influential papers on time series analysis, "On the time-correlation problem" (1921), a critique of the variate difference method, "Why Do We Sometimes Get Nonsense Correlations between Time-series?" (1926), an investigation of a form of spurious correlation, and "On a Method of Investigating Periodicities in Disturbed Series, with Special Reference to Wolfer's Sunspot Numbers" (1927), which used an autoregressive model to model the sunspot
Sunspot
Sunspots are temporary phenomena on the photosphere of the Sun that appear visibly as dark spots compared to surrounding regions. They are caused by intense magnetic activity, which inhibits convection by an effect comparable to the eddy current brake, forming areas of reduced surface temperature....
time series instead of the established periodogram method of Schuster
Arthur Schuster
Sir Franz Arthur Friedrich Schuster FRS was a German-born British physicist known for his work in spectroscopy, electrochemistry, optics, X-radiography and the application of harmonic analysis to physics...
.
In 1925 Yule published the paper "A Mathematical Theory of Evolution, based on the Conclusions of Dr. J. C. Willis, F.R.S.", where he proposes a stochastic process that leads to a distribution with a power-law tail — in this case, the distribution of species and genera.
This was later called the Yule process, but is now better known as preferential attachment
Preferential attachment
A preferential attachment process is any of a class of processes in which some quantity, typically some form of wealth or credit, is distributed among a number of individuals or objects according to how much they already have, so that those who are already wealthy receive more than those who are not...
.
Herbert Simon
Herbert Simon
Herbert Alexander Simon was an American political scientist, economist, sociologist, and psychologist, and professor—most notably at Carnegie Mellon University—whose research ranged across the fields of cognitive psychology, cognitive science, computer science, public administration, economics,...
dubbed the resulting distribution the Yule distribution in his honor.
Assessment
Frank YatesFrank Yates
Frank Yates FRS was one of the pioneers of 20th century statistics.He was born in Manchester. Yates was the eldest of five children, and the only boy, born to Edith and Percy Yates. His father was a seed merchant. He attended Wadham House, a private school, before gaining a scholarship to Clifton...
culminated his 1952 obituary of Yule by saying:
“To summarize we may, I think, justly conclude that though Yule did not fully develop any completely new branches of statistical theory, he took the first steps in many directions which were later to prove fruitful lines for further progress… He can indeed rightly claim to be one of the pioneers of modern statistics”.
Yule made important contributions to the theory and practice of correlation
Correlation
In statistics, dependence refers to any statistical relationship between two random variables or two sets of data. Correlation refers to any of a broad class of statistical relationships involving dependence....
, regression
Regression analysis
In statistics, regression analysis includes many techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables...
, and association, as well as to time series
Time series
In statistics, signal processing, econometrics and mathematical finance, a time series is a sequence of data points, measured typically at successive times spaced at uniform time intervals. Examples of time series are the daily closing value of the Dow Jones index or the annual flow volume of the...
analysis. He pioneered the use of preferential attachment
Preferential attachment
A preferential attachment process is any of a class of processes in which some quantity, typically some form of wealth or credit, is distributed among a number of individuals or objects according to how much they already have, so that those who are already wealthy receive more than those who are not...
stochastic processes to explain the origin of power law distribution. The Yule distribution, a discrete power law
Power law
A power law is a special kind of mathematical relationship between two quantities. When the frequency of an event varies as a power of some attribute of that event , the frequency is said to follow a power law. For instance, the number of cities having a certain population size is found to vary...
, is named after him.
Although Yule taught at Cambridge for twenty years, he had little impact on the development of statistics there. M. S. Bartlett
M. S. Bartlett
Maurice Stevenson Bartlett FRS was an English statistician who made particular contributions to the analysis of data with spatial and temporal patterns...
recalled him as a "mentor" but his famous association with Maurice Kendall
Maurice Kendall
Sir Maurice George Kendall, FBA was a British statistician, widely known for his contribution to statistics. The Kendall tau rank correlation is named after him.-Education and early life:...
, who revised the Introduction to the Theory of Statistics, only came about after Kendall had graduated.
