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The following explanation is from the book 'Seven Pillars of Wisdom', July 1935, as presented to Captain T Henderson by A W Lawrence on behalf of Henderson's contribution to his book 'T E Lawrence by his Friends'.
The translation of Arabic into English causes several instances of apparent incorrect spelling. Hejaz is spelt as I have spelt it or as Hijaz or Hedjaz, this is because there are only three English vowels recognised in Arabic and some consonants have no equivalents in English.
The general practice of translating has been to adopt one of the various sets of conventional signs for the letters and vowel marks of the Arabic alphabet, transliterating Mohamed as Muhammad, muezzin as mu'edhdhin, and Koran as Qur'an or Kur'an. The same place name will be found spelt in several different ways, not only because the sound of many Arabic words can legitimately be represented in English in a variety of ways, as in Jeddah and Jidda, but also because the natives of a district often differ as to the pronunciation of any place names which has not already become fixed by literary usage.