R.I.P. Sir David Cox (1924-2022)

I was saddened to hear a few days ago that the eminent statistician David Cox has passed away at the age of 97. I didn’t know Professor Cox personally – I met him only once, at a joint astronomy-statistics meeting at (I think) the Royal Astronomical Society back in the day – but I learnt a huge amount from books he co-wrote, despite the fact that he was of the frequentist persuasion. Three examples from my bookshelf are shown above.

I started my PhD DPhil in 1985 with virtually no formal study of statistics under my belt so I had to follow a steep learning curve and I was helped enormously by these books. I bought the book on Point Processes so as to understand some of the ideas being applied to galaxy clustering. It’s only a short book but it’s crammed with interesting ideas. Cox & Miller on Stochastic Processes is likewise a classic.

I know I’m not the only person in astrophysics whose career has been influenced by David Cox and I’m sure there are many other disciplines who have benefitted from his knowledge.

Among many other awards, David Cox was elected a Fellow of the Royal Society in 1973 and knighted in 1985.

Rest in peace Sir David Cox (1924-2022)

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5 Responses to “R.I.P. Sir David Cox (1924-2022)”

  1. Tom Shanks Says:

    Sad to hear of David Cox’s passing – he was head of Statistics in the Imperial College Maths Dept when I did my Statistics MSc there in 1975-76. He also supervised my project on the Central England Temperature Time series from 1659 – looking for global warming and also introducing me to correlation functions and power spectral analysis. He was a brilliant chap. In seminars he would appear to be asleep but stlll always managed to ask the most insightful questions at the end.

    More controversially, I was surprised to hear you claiming him as a scientific influence since he was a great advocate for frequentist statistics and mostly opposed to Bayesian “tendencies”. Indeed I once remarked to you at the end of a talk you gave that I had been warned from the start by my statistics professor of the dangers of the Bayesian approach and you quickly replied that time had shown how deeply misled that warning had been! Ah well, it’s good that you seem to have seen Cox’s frequentist light after all these years!

    • telescoper Says:

      I know he was a frequentist. Most of the literature in the 1980s was of that flavour. I wasn’t in a position at the time to understand why the Bayesian approach was better! Anyway, one can respect someone’s scholarship without agreeing with them.

      • telescoper Says:

        PS. I learnt a lot from the 3 volumes of Kendall & Stuart, despite that also being a frequentist work…

      • Tom Shanks Says:

        Prof Cox did spend a lot of time in the course proving that maximum likelihood was in no way Bayesian and had a completely frequentist interpretation, despite initial appearances! Also UCL was more the Bayesian “hotbed” compared to IC, as I recall.

        After being introduced to power spectra to look for periodic solar cycles etc in UK weather data, I remember wondering for the first few months of my PhD why cosmologists were so interested in power spectra when no periodicity in galaxy clustering was expected! They were more interested in power-laws – until BAO became detectable!

      • telescoper Says:

        The first lecture course I ever did (at Queen Mary) was on Time Series Analysis…

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