In English, the only gender-specific pronouns are in the third-person singular: he, him, himself, his, she, her, herself, hers, it and its. The third-person plural pronouns they, them, themselves, their, and theirs work equally well for either sex. Hence, the term "gender-neutral English pronoun" refers specifically to third-person singular personal pronouns.
In the nominative or accusative case, the pronoun one is often used. In speech, other locutions are used in the same role, for example a person, someone, anyone.
A speaker may not know or may want to avoid specifying a person's gender. Common solutions include singular they, generic he, generic she, one, generic you, circumlocutions such as he or she, using he and she in alternate passages, and rewording sentences to avoid pronouns. (SeeWikimedia's quest for gender-neutral pronouns.)
There were two gender neutral pronouns native to English, ou and a, but they have long since died out. According to Dennis Baron's Grammar and Gender:
In 1789, William H. Marshall records the existence of a dialectal English epicene pronoun, singular ou : "'Ou will' expresses either he will, she will, or it will." Marshall traces ou to Middle English epicene a, used by the fourteenth-century English writer John of Trevisa, and both the OED and Wright's English Dialect Dictionary confirm the use of a for he, she, it, they, and even I.
The dialectal epicene pronoun a is a reduced form of the Old and Middle English masculine and feminine pronouns he and heo. By the twelfth and thirteenth centuries, the masculine and feminine pronouns had developed to a point where, according to the OED, they were "almost or wholly indistinguishable in pronunciation." The modern feminine pronoun she, which first appears in the mid twelfth century, seems to have been drafted at least partly to reduce the increasing ambiguity of the pronoun system....
Baron goes on to describe how relics of these sex-neutral terms survive in some British dialects of Modern English, and sometimes a pronoun of one gender might be applied to a person or animal of the opposite gender. source
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