Overview
George Udny Yule (1871–1951) was a British statistician (University Lecturer in Statistics, St. John's College, Cambridge), a foundational figure in correlation and regression theory, time-series analysis, and the study of spurious correlation.
Key Contributions / Features
- The autoregressive model (Yule 1927): introduced the second-order stochastic difference equation (AR(2)) for a "disturbed" periodic series, applied to Wolfer's sunspot numbers — the origin of autoregression and the Yule-Walker equations.
- Spurious ("nonsense") correlation (Yule 1926): warned that correlations between trending time series are often meaningless — a precursor to the spurious-regression literature.
- An Introduction to the Theory of Statistics: a standard early textbook; foundational work on association in contingency tables (Yule's Q).
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