Ole Eiler Barndorff-Nielsen (18 March, 1935 – 26 June, 2022) was a Danish statistician who has contributed to many areas of statistical science. Education and career He was born in Copenhagen, and became interested in statistics when, as a student of actuarial mathematics at the University of Copenhagen, he worked part-time at the Department of Biostatistics of the Danish State Serum Institute. He graduated from the University of Aarhus (Denmark) in 1960, where he has spent most of his academic life, and where he became professor of statistics in 1973. However, in 1962-1963 and 1963-1964 he stayed at the University of Minnesota and Stanford University, respectively, and from August 1974 to February 1975 he was an Overseas Fellow at Churchill College, Cambridge, and visitor at Statistical Laboratory, Cambridge University. Barndorff-Nielsen became Professor Emeritus at Aarhus University at the Thiele Centre for Applied Mathematics in Natural Science and affiliated with the Center for Research in Econometric Analysis of Time Series (CREATES) on a part-time basis and since 2008 also affiliated to Institute of Advanced Studies, Technical University Munich. Works of Barndorff-Nielsen Among Barndorff-Nielsen's early scientific contributions are his work on exponential families and on the foundations of statistics, in particular sufficiency and conditional inference. In 1977 he introduced the hyperbolic distribution as a mathematical model of the size distribution of sand grains, formalising heuristic ideas proposed by Ralph Alger Bagnold. He also derived the larger class of generalised hyperbolic distributions. These distributions, in particular the normal-inverse Gaussian (NIG) distribution, have later turned out to be useful in many other areas of science, in particular turbulence and finance. The NIG-distribution is now widely used to describe the distribution of returns from financial assets. In 1984 he produced a short film on the physics of blown sand and the life of the British scientist and explorer Brigadier Ralph Alger Bagnold. A follow up to the film was produced in 2011 on the studies of stochastics in the physical sciences carried out by Barndorff-Nielsen and colleagues at the Faculty of Science, Aarhus University by the initiative of the President of the Bernoulli Society for Mathematical Statistics and Probability, Professor Victor Pérez-Abreu. Later Barndorff-Nielsen played a leading role in the application of differential geometry to investigate statistical models. Another main contribution is his work on asymptotic methods in statistics, not least his formula for the conditional distribution of the maximum likelihood estimator given an ancillary