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Egon Sharpe Pearson was the son of Karl Pearson and his first wife, Maria Sharpe Pearson. He was born in Hampstead in 1895 and had one older and one younger sister; Sigrid Loetitia Sharpe Pearson (later Bousfield) and Helga Sharpe Pearson (later Hacker). Egon was educated at the Dragon School, Oxford, and Winchester College before going up to Trinity College, Cambridge, in 1914. His time at Cambridge was interrupted by a period of war service at the Admiralty and the Ministry of Shipping, and he graduated in 1920.
In 1921 E S Pearson took up a post as a lecturer at the Department of Applied Statistics, University College London, which was then headed by his father, Karl Pearson. Egon assisted his father with the editing of the journal Biometrika, eventually taking over the role of managing editor after Karl's death in 1936. On Karl's retirement in 1933 his former department was split into the Eugenics (later Human Genetics) Department, run by R A Fisher, and the Department of Statistics, of which Egon became head. He was made Professor of Statistics in 1935.
During the Second World War E S Pearson worked for the Ordnance Board as part of an operational research group for trials of explosive weapons. He returned to UCL after the war at the age of fifty.
Egon Pearson had several important working relationships over the course of his career. He is known particularly for his collaboration with Polish mathematician Jerzy Neyman who spent time in the 1920s and 30s as a research fellow and special lecturer at UCL, working with Karl Pearson, Egon Pearson, and R A Fisher. Neyman and Egon Pearson are well known for devising the Neyman-Pearson lemma of hypothesis testing. Pearson was also influenced by W S Gosset [aka "Student"] whom he regarded as "one of the greatest of what might be called real practising statisticians". He drafted a biography of Gosset titled All This and Student Too which was published posthumously as Student: A Statistical Biography of William Sealy Gosset. Pearson also worked closely with Walter Shewhart on statistical technique in standardisation and industrial production..