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Sir Maurice George Kendall,FBA (6 September 1907 – 29 March 1983) was a prominent British statistician. TheKendall tau rank correlation is named after him.
Maurice Kendall was born inKettering, Northamptonshire as the only child of engineering worker John Roughton Kendall and Georgina, née Brewer. His paternal grandfather was a publican, running The Woolpack at Kettering.[1][2]
As a child, he survivedcerebral meningitis, which was frequently fatal at that time. After growing up inDerby, England, he studied mathematics atSt John's College, Cambridge, where he playedcricket andchess (with future championsConel Hugh O'Donel Alexander andJacob Bronowski). After graduation as a MathematicsWrangler in 1929, he joined theBritish Civil Service in theMinistry of Agriculture. In this position he became increasingly interested in using statistics towards agricultural questions, and one of his first published papers to theRoyal Statistical Society involved studying crop productivity usingfactor analysis. He was elected a Fellow of the Society in 1934.[3]
In 1938 and 1939 he began work, along withBernard Babington-Smith[4] known as BBS, on the question ofrandom number generation, developing both one of the first early mechanical devices to produce random digits, and formulated a series of tests forstatistical randomness in a given set of digits which, with some small modifications, became fairly widely used.[5] He produced one of the second large collections of random digits[6] (100,000 in total, over twice as many as those published byL. H. C. Tippett in 1927), which was a commonly used tract until the publication ofRAND Corporation'sA Million Random Digits with 100,000 Normal Deviates in 1955 (which was developed with aroulette wheel-like machine very similar to Kendall's and verified as "random" using his statistical tests).[citation needed]
In 1937, he aided the ageing statisticianG. Udny Yule in the revision of his standard statistical textbook,Introduction to the Theory of Statistics, commonly known for many years as "Yule and Kendall".[7] The two had met by chance in 1935, and were on close terms until Yule's death in 1951 (Yule wasgodfather to Kendall's second son).[citation needed]
During this period he also began work on therank correlation coefficient which currently bears his name (Kendall's tau), which eventually led to a monograph onRank Correlation in 1948.[8]
In the late 1930s, he was additionally part of a group of five other statisticians who endeavoured to produce a reference work summarising recent developments in statistical theory, but it was cancelled on account of onset ofWorld War II.[9]
Kendall became Assistant general manager to theBritish Chamber of Shipping by day and had air-raid warden duties by night. Despite these constraints on his time, he managed to produce volume one ofThe Advanced Theory of Statistics in 1943 and a second volume in 1946.[citation needed]
During the war he also produced a series of papers extending to work ofR.A. Fisher on the theory ofk-statistics, and developed a number of extensions to this work through the 1950s. After the war, he worked on the theory and practice oftime series analysis, and conclusively demonstrated (with the meagercomputing resources available at the time) that unsmoothed sampleperiodograms were unreliable estimators for the population spectrum.[citation needed]
In 1949 he accepted the second chair of statistics at theLondon School of Economics,University of London. Here he worked part-time as the director of the new Research Techniques Division. From 1952 to 1957 he edited a two-volume work onStatistical Sources in the United Kingdom, which was a standard reference until the mid-1970s. In the 1950s he also worked onmultivariate analysis, and developed the textMultivariate Analysis in 1957. In 1957, he also developed, with W. R. Buckland, aDictionary of Statistical Terms, aimed at helping making the tools of statistics more available to potential users in industry and government.[citation needed]
In 1953, he published "The Analytics of Economic Time Series, Part 1: Prices"[10] in which he suggested that the movement of shares on the stock market was random (as likely to go up on a certain day as to go down). These results were disturbing to some financial economists and further debate and research then followed. This ultimately led to the creation of therandom walk hypothesis, and the closely relatedefficient-market hypothesis which states that random price movements indicate a well-functioning or efficient market.[citation needed]
In 1961 he left the University of London and took a position as the managing director (later chairman) of a consulting company, CEIR (later known as Scientific Control Systems), and in the same year began a two-year term as president of theRoyal Statistical Society. In the 1960s he published and co-edited a number of volumes and monographs in statistical theory.[citation needed]
In 1972, he became director of the World Fertility Survey, a project sponsored by theInternational Statistical Institute and the United Nations which aimed to studyfertility in developed and developing nations. He continued this work until 1980, when illness forced him to retire.[citation needed]
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He was knighted by the British government in 1974 for his services to the theory of statistics, and received a medal from the United Nations in 1980 in recognition for his work on the World Fertility Survey. He was also elected a fellow of theBritish Academy and received the highest honour of theRoyal Statistical Society, theGuy Medal in Gold.
He additionally had served as president of theOperational Research Society, theInstitute of Statisticians, and was elected a fellow of theAmerican Statistical Association, theInstitute of Mathematical Statistics, theEconometric Society, and theBritish Computer Society.
At the time of his death in 1983, he was honorary president of the International Statistical Institute.
Kendall's first wife, Sheila (née Lester), predeceased him. He was survived by their daughter and two sons, and by his second wife, Ruth (née Whitfield) and their son.
