Dennis Victor Lindley | |
|---|---|
 | |
| Born | (1923-07-25)25 July 1923 Surbiton, London, England |
| Died | 14 December 2013(2013-12-14) (aged 90) Somerset, England |
| Alma mater | Trinity College, Cambridge |
| Known for | Bayesian statistics,Lindley's Paradox,Lindley equation,Cromwell's Rule |
| Awards | Guy Medal (Silver, 1968) (Gold, 2002) |
| Scientific career | |
| Institutions | University of Cambridge University of Wales, Aberystwyth University College London |
| Doctoral advisor | George A. Barnard[1] |
| Doctoral students | Adrian Smith John Gittins Thomas H. Leonard José-Miguel Bernardo |
Dennis Victor Lindley (25 July 1923 – 14 December 2013) was an English statistician, decision theorist and leading advocate ofBayesian statistics.
Lindley grew up in the south-west London suburb ofSurbiton. He was an only child and his father was a local building contractor. Lindley recalled (toAdrian Smith) that the family had "little culture" and that both his parents were "proud of the fact that they had never read a book". The school Lindley attended,Tiffin School, introduced him to "ordinary cultural activities".[2] From there Lindley went to read mathematics atTrinity College, Cambridge in 1941. During the war the degree course lasted only two years and, on finishing, Lindley had a choice between entering the armed forces and joining the Civil Service as a statistician. He chose the latter and, after taking a short course given byOscar Irwin which he "did not understand", he joined a section of theMinistry of Supply doing statistical work underGeorge Barnard.
After the war, Lindley spent some time at theNational Physical Laboratory before returning to Cambridge for a further year of study. From 1948 to 1960 he worked at Cambridge, starting as a demonstrator and leaving as director of theStatistical Laboratory. In 1960 Lindley left to take up a new chair atAberystwyth. It is widely acknowledged that in 1961, Lindley was the first to solve theSecretary problem in a scientific article.[3][4] In 1967 he moved toUniversity College London. In 1977 Lindley took early retirement at the age of 54. From then until 1987 he travelled the world as an "itinerant scholar", and later continued to write and to attend conferences. He was awarded theRoyal Statistical Society'sGuy Medal in Gold in 2002.
Lindley first encountered statistics as a set of techniques and in his early years at Cambridge, he worked to find a mathematical basis for the subject. His lectures on probability were based onKolmogorov's approach which at that time had no following in Britain. In 1954 Lindley metSavage who was also looking for a deeper justification of the ideas ofNeyman,Pearson,Wald andFisher. Both found that justification inBayesian theory and they turned into critics of the classical statistical inference they had hoped to justify. Lindley became a great missionary for the Bayesian gospel. The atmosphere of the Bayesian revival is captured in a comment by Rivett on Lindley's move to University College London and the premier chair of statistics in Britain: "it was as though a Jehovah's Witness had been elected Pope".
In 1959 he was elected as aFellow of the American Statistical Association.[5]
In 2000, theInternational Society for Bayesian Analysis created the Lindley prize in his honour.[2]
Uncertainty is a personal matter; it is notthe uncertainty butyour uncertainty.
