Robert Adrain and the method of least squares (Q1205948)

The first publications on the method of least squares appeared in the first decade of the nineteenth century. The works by A. M. Legendre (1805) and C. F. Gauss (1809) are well-known. The paper by R. Adrain was published in the first (and last) volume of the American journal The Analyst in 1808. Adrain emigrated from Ireland to the United States in 1798, and without much formal education he became an outstanding mathematician in America. A sketch of Adrain's mathematical career is the first part of the paper. The most interesting section is Adrain's derivation of the normal law and of the method of least squares. It seems that Adrain can be considered as an independent discoverer of these important notions.