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Arthur Shepherd was born on February 19, 1880 in Paris, Idaho, to Emily Mary Phipp and William Nathaniel Budge Shepherd. The Shepherds were members of the Church of Jesus Christ of Latter-Day Saints, and Arthur Shepherd was raised in the faith. William N.B. Shepherd composed the hymn “Give Us Room That We May Dwell,” and the family supported Arthur Shepherd is musical pursuits as a child: he performed with the Paris Brass Band and the Bear Lake Stake Choir. At the age of twelve, Shepherd entered the New England Conservatory in Boston, Massachusetts, graduating in 1897. After graduating, Shepherd returned west, rejoining his family in Salt Lake City, Utah, where they had moved.

Between 1897 and 1909, Shepherd worked in various aspects of music in Utah. He served as conductor of the Salt Lake Theatre orchestra and played chamber music. Shepherd offered private lessons in music theory and piano. He also organized and conducted the Salt Lake Symphony Orchestra, the forerunner of the Utah Symphony. During this time, Shepherd also began receiving recognition for his work as a composer: in 1905 he won the Paderewwski Prize for his composition Overture Joyeuse and in 1909 he received first prize in the National Federal of music Clubs for his Sonata for the Pianoforte.

In 1909, Shepherd returned to Boston, and in 1910 he began teaching at the New England Conservatory and served as conductor at the St. Cecilia Society. When the United States joined World War I, Shepherd enlisted and served as bandmaster of the 303rd Field Artillery. In 1920, Shepherd was recruited by Nikolai Sokoloff to serve as assistant conductor and program annotator for the Cleveland Orchestra. Shepherd also lectured at Cleveland College and in 1927 resigned from his position as assistant conductor to take a job teaching at Western Reserve University, where he was involved in the founding of the music department, which he chaired, and the development of its program in experimental opera. Shepherd retired from this position in 1950. Throughout his career, Shepherd composed over 100 works. In addition to his continuing work as annotator for the Cleveland Orchestra and his work as a composer, Shepherd served as the music critic for the Cleveland Press.

On March 5, 1903, Arthur Shepherd married Hattie Hooper Jennings; together, the couple had four children. Shepherd’s experiences in World War I led him to distance himself from the Church of Jesis Christ of Latter-Day Saints and put pressure on his marriage, and Arthur and Hattie Shepherd divorced around 1920. On May 27, 1922 Arthur Shepherd married Grazella Puliver; together, they had one son.

Arthur Shepherd died on January 12, 1958 in Cleveland, Ohio, and was buried in Salt Lake City, Utah.