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\noindent{\bf Edwin James George PITMAN}\\
b. 29 October 1897 - d. 21 July 1993
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\noindent{\bf Summary.} The Australian, Edwin Pitman,
made rigorous yet applicable contributions to
theory in areas as diverse as non-parametric inference and the properties
of characteristic functions; concepts such as `closeness' and `asymptotic
relative efficiency' were developed by him.
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Edwin James George Pitman was born in Melbourne, Victoria
and died at Kingston near Hobart, Tasmania.
In his final year, at school, he gained not only the Wyselaskie and
Dixson Scholarships in Mathematics, but also a scholarship to
Ormond College at the University of Melbourne.
He graduated B.A. (1921), B.Sc. (1922) and M.A. (1923). In the
meantime he was appointed Acting Professor of Mathematics at
Canterbury College, University of New Zealand (1922-23). He
returned to Australia when appointed Tutor in Mathematics and
Physics at Trinity and Ormond Colleges and Part-time Lecturer in
Physics at the University of Melbourne (1924-25). In 1926 Pitman
was appointed Professor of Mathematics at the University of
Tasmania, a position he held until his retirement in 1962.
About two years after his appointment to the Chair, an experimenter
at the State Department of Agriculture brought Pitman some data and
statistical analyses from field trials on potatoes, together with a
copy of R.A. Fisher's (q.v.) {\it Statistical Methods for Research
Workers}. Pitman checked the calculations and studied the Fisher
book, which led to continuing collaboration with the Department of
Agriculture on its field trials. Pitman later [11] described
himself as 'a mathematician who strayed into Statistics'.
Pitman was elected a Fellow of the Australian Academy of Science in
1954, in the first group of elected Fellows. In 1956 he was active
in the formation of the Australian Mathematical Society.
He was a renowned member of the Statistical Society of Australia,
and elected an Honorary Life Member in 1966. In 1978 the
Statistical Society established the Pitman Medal `for high
distinction in Statistics' and awarded Pitman the first of these
medals.
Pitman's published work comprises 21 papers and a monograph. Much
of his research has been presented in lectures and in other ways.
The published work has been very influential, in clarifying the
underlying ideas of inference and in defining new and relevant
concepts.
Pitman's 1936 paper [3] defines the class of probability
distributions that admits a complete sufficient statistic and also
gives a critical account of the related concepts of information and
intrinsic accuracy. It yields priority to Darmois (q.v.) (1935), which
however is a mere statement of results. In later work [9, 10],
Pitman discusses the limits on accuracy of estimation and the
inapplicability of the information concept in non-regular cases.
His two papers [7, 8] on inference about location and scale
parameters are classics; they define clearly the class of
continuous distributions to which the theory may be applied and the
limitations to which the inferences drawn from the analysis are
subject.
Pitman presented the first systematic account of non-parametric
inference [4, 5, 6] and lectured extensively on the subject, both
in Australia and in the United States. In [4], he writes, `The
approach to the subject, starting from the sample and working
towards the population instead of the reverse, may be a bit of a
novelty'; and later, `the essential point of the method is that we
do not have to worry about the populations which we do not know,
but only about the sample values which we do know'.
The notes of the `Lectures on Non-parametric Inference' given in
the United States, though never published, have been widely
circulated and have had a major impact on the development of the
subject.
A major contribution to probability theory is his elegant treatment
of the behaviour of the characteristic function in the
neighbourhood of the origin. This governs such properties as the
existence of moments.
In his research, Pitman was concerned, not only to advance the
theory, but also to put the results in a form readily accessible to
the user. In his treatment of the Cram\'er-Rao Inequality [9], for
instance, he states, `we want to apply the Cram\'er-Rao inequality
to statistics that we do not know, and so the regularity conditions
should ask as little as possible of the statistic $S$ ... and should be
mainly concerned with the family of measures which we know
completely'. Elsewhere [11] he remarks `Regularity conditions for
theoretical results are often flung down with scant regard for the
possible user. They are often too strong, and they are often
difficult to verify in actual cases'.
Pitman was much in demand as a visiting lecturer, especially in the
United States. In 1948-49, he was invited to visit Columbia
University, the University of North Carolina at Chapel Hill, and
Princeton. His next visit to the United States was in 1957, when
he was appointed a Visiting Professor at Stanford.
In 1963 he visited Berkeley, and then John Hopkins in Baltimore. He
spent 1965 at the University of Adelaide. For 1966 and 1967, the
University of Melbourne appointed him as Visiting Professor, where
he did further work on the behaviour of characteristic functions,
as well as exploring some novel properties of the Cauchy
distribution. In 1969 he visited the University of Chicago. At
the University of Dundee in 1973 and at Melbourne in 1974 he put
the finishing touches to the monograph [10].
No chronicle of Edwin Pitman's life and achievements would be
complete without due recognition of the contribution of his wife
Elinor. She and Edwin were married on 7 January 1932. They
resided in a large sandstone house, then on the outskirts of
Hobart, where Elinor was able to create a tranquil home environment
in which Edwin could carry on his work. They had four children:
Jane, now Reader in Mathematics at the University of Adelaide; Mary
(Mrs John Baldwin), Professor of Environmental Science at Concordia
University, Montr\'eal; Edwin Arthur (Ted), a civil engineer with
the Tasmanian Department of Main Roads; and James, Professor of
Statistics at the University of California, Berkeley.
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\noindent{\it Acknowledgement}
This biographical note is adapted from an abridged version of
Williams (1994), published by the Australian Academy of Science.
The permission of the Academy and of the Editor of {\it Historical
Records of Australian Science}, R.W. Home, to use this source
material, is gratefully acknowledged.
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\begin{thebibliography}{3}
\bibitem{1} Darmois, G. (1935). Sur les lois de probabilit\'e \`a estimation
exhaustive. {\it Comptes Rendus de l'Acad\'emie des Sciences}, {\bf 200}, 1265-1266.
\bibitem{2} Fisher, R.A. (1925). {\it Statistical Methods for Research Workers}.
Oliver and Boyd, Edinburgh.
\bibitem{3} Pitman, E.J.G. (1936). Sufficient statistics and intrinsic accuracy.
{\it Proceedings of the Cambridge Philosophical Society},
{\bf 32}, 567-579.
\bibitem{4} Pitman, E.J.G. (1937). Significance tests which may be applied to samples
from any
populations. {\it Supplement, Journal of the Royal Statistical Society}, {\bf 4},
119-130.
\bibitem{5} Pitman, E.J.G. (1937). Significance tests which may be applied to
samples from any
populations. II. The correlation coefficient test. {\it Supplement,
Journal of the Royal Statistical Society},
{\bf 4}, 225-232.
\bibitem{6} Pitman, E.J.G. (1938). Significance tests which may be applied to
samples from any
populations. III. The analysis of variance test. {\it Biometrika},
{\bf 29}, 322-335.
\bibitem{7} Pitman, E.J.G. (1939). The estimation of the location and scale
parameters of a
continuous population of any given form. {\it Biometrika}, {\bf 30},
391-421.
\bibitem{8} Pitman, E.J.G. (1939). Tests of hypotheses concerning location and
scale parameters.
{\it Biometrika}, {\bf 31}, 200-215.
\bibitem{9} Pitman, E.J.G. (1978).
The Cram\'er-Rao inequality. {\it Australian Journal of Statistics}, {\bf 20},
60-74.
\bibitem{10} Pitman, E.J.G. (1979). {\it Some Basic Theory for Statistical Inference}.
Chapman and Hall, London.
\bibitem{11} Pitman, E.J.G. (1982). Reminiscences of a mathematician who strayed
into statistics.
In {\it The Making of Statisticians}, ed. J. Gani, pp.
112-125. Springer Verlag, New York.
\bibitem{12} Williams, E.J. (1994). Edwin James George Pitman 1897-1993.
{\it Historical Records of Australian Science}, {\bf 10}, 163-171.
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\hfill{Evan J. Williams}
\end{thebibliography}
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