The following data is extracted from A History of the Pioneer Families of Missouri - Montgomery County.
George Gray, of Scotland, emigrated to America previous to the revolution, and when that war began he joined the American army and served during the entire struggle. He had several brothers in the British army during the same war. Before leaving Scotland, he married Mary Stuart, and they settled first in Philadelphia, but afterward removed to North Carolina, and from there to Bryan's Station in Kentucky. Here their son Joseph married Nary Finley, and settled in Warren County, Kentucky. In 1818 he removed to Missouri, and settled on Brush creek in Montgomery County, where he died in 1830. His children were Hannah, William, Isaac, George, Sarah, Rachel, James, and Mary. Hannah married Asa Williams, who was an early settler of Montgomery County. William, Isaac and George married sisters, named Price, of Kentucky. William had three children, who settled in Missouri after the death of their parents. Isaac and George also settled in Montgomery County, but the latter removed to Clark County in 1837, where he still resides. Sarah married Stephen Finley, who settled in Wisconsin in 1846. Rachel married John P. Glover, who settled in Oregon. James married Margaret Williams, of Ohio. Mary married Presley Anderson, who died in 1848, and who was Sheriff of Montgomery County at the time. He left a widow and five children, who still live in Montgomery County.
Source: A History of the Pioneer Families of Missouri - Montgomery County