__NOTOC__ James Durbin FBA (30 June 1923 – 23 June 2012) was a British

statistician A statistician is a person who works with theoretical or applied statistics. The profession exists in both the private and public sectors. It is common to combine statistical knowledge with expertise in other subjects, and statisticians may w ...

and

econometrician Econometrics is the application of statistical methods to economic data in order to give empirical content to economic relationships. M. Hashem Pesaran (1987). "Econometrics," '' The New Palgrave: A Dictionary of Economics'', v. 2, p. 8 p. 8 ...

, known particularly for his work on

time series analysis In mathematics Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in m ...

and

serial correlation Autocorrelation, sometimes known as serial correlation in the discrete time case, is the correlation of a signal with a delayed copy of itself as a function of delay. Informally, it is the similarity between observations of a random variable a ...

Education

The son of a greengrocer, Durbin was born in

Widnes Widnes ( ) is an industrial town in the Borough of Halton, Cheshire, England, which at the 2011 census had a population of 61,464. Historically in Lancashire, it is on the northern bank of the River Mersey where the estuary narrows to form th ...

, where he attended the Wade Deacon Grammar School. He studied mathematics at

St John's College, Cambridge St John's College is a constituent college of the University of Cambridge founded by the Tudor matriarch Lady Margaret Beaufort. In constitutional terms, the college is a charitable corporation established by a charter dated 9 April 1511. The ...

, where his contemporaries included David Cox and Denis Sargan. After wartime service in the Army Operational Research Group, he worked as a statistician for two years with the British Boot, Shoe and Allied Trades Research Association and took a postgraduate diploma in mathematical statistics at Cambridge, supervised by

Henry Daniels Henry Ellis Daniels FRS (2 October 1912 – 16 April 2000) was a British statistician. He was President of the Royal Statistical Society (1974–1975), and was awarded its Guy Medal in Gold in 1984, following a silver medal in 1947. He beca ...

Career

After two years at the department of applied economics in Cambridge, Durbin joined the

London School of Economics , mottoeng = To understand the causes of things , established = , type = Public research university , endowment = £240.8 million (2021) , budget = £391.1 milli ...

in 1950 and was appointed professor of statistics in 1961, a post he held until his retirement in 1988.

Awards and honours

He served as president of the

International Statistical Institute The International Statistical Institute (ISI) is a professional association of statisticians. It was founded in 1885, although there had been international statistical congresses since 1853. The institute has about 4,000 elected members from gov ...

from 1983–1985, and as president of the

Royal Statistical Society The Royal Statistical Society (RSS) is an established statistical society. It has three main roles: a British learned society for statistics, a professional body for statisticians and a charity which promotes statistics for the public good. ...

(RSS) from 1986–1987. In 2008 he was awarded the highest distinction of the RSS, the

Guy Medal The Guy Medals are awarded by the Royal Statistical Society in three categories; Gold, Silver and Bronze. The Silver and Bronze medals are awarded annually. The Gold Medal was awarded every three years between 1987 and 2011, but is awarded biennia ...

in Gold (having previously been awarded both the Silver and Bronze medals). The citation read: His last book, ''Time Series Analysis by State Space Methods'', was published by

Oxford University Press Oxford University Press (OUP) is the university press of the University of Oxford. It is the largest university press in the world, and its printing history dates back to the 1480s. Having been officially granted the legal right to print book ...

in May 2012. His last books were co-authored by Siem Jan Koopman of

VU University Amsterdam The Vrije Universiteit Amsterdam (abbreviated as ''VU Amsterdam'' or simply ''VU'' when in context) is a public research university in Amsterdam, Netherlands, being founded in 1880. The VU Amsterdam is one of two large, publicly funded resea ...

. He died on 23 June 2012.

References

{{DEFAULTSORT:Durbin, James 1923 births 2012 deaths British statisticians Fellows of the American Statistical Association Presidents of the Royal Statistical Society Presidents of the International Statistical Institute Time series econometricians Alumni of St John's College, Cambridge Fellows of the British Academy Academics of the London School of Economics People from Wigan People from Widnes Fellows of the Econometric Society