Udny Yule - Scholarship

Scholarship

Yule was a prolific writer, the highlight of his publications being perhaps the textbook 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 A. Simon dubbed the resulting distribution the Yule distribution in his honor.