A Short History of Probability PDF
A Short History of Probability PDF
A Short History of Probability PDF
From Calculus, Volume II by Tom M. Apostol (2nd edition, John Wiley & Sons, 1969 ):
"A gambler's dispute in 1654 led to the creation of a mathematical theory of probability by
two famous French mathematicians, Blaise Pascal and Pierre de Fermat. Antoine Gombaud,
Chevalier de Méré, a French nobleman with an interest in gaming and gambling questions,
called Pascal's attention to an apparent contradiction concerning a popular dice game. The
game consisted in throwing a pair of dice 24 times; the problem was to decide whether or not
to bet even money on the occurrence of at least one "double six" during the 24 throws. A
seemingly well-established gambling rule led de Méré to believe that betting on a double six
in 24 throws would be profitable, but his own calculations indicated just the opposite.
This problem and others posed by de Méré led to an exchange of letters between Pascal and
Fermat in which the fundamental principles of probability theory were formulated for the first
time. Although a few special problems on games of chance had been solved by some Italian
mathematicians in the 15th and 16th centuries, no general theory was developed before this
famous correspondence.
The Dutch scientist Christian Huygens, a teacher of Leibniz, learned of this correspondence
and shortly thereafter (in 1657) published the first book on probability; entitled De
Ratiociniis in Ludo Aleae, it was a treatise on problems associated with gambling. Because of
the inherent appeal of games of chance, probability theory soon became popular, and the
subject developed rapidly during the 18th century. The major contributors during this period
were Jakob Bernoulli (1654-1705) and Abraham de Moivre (1667-1754).
In 1812 Pierre de Laplace (1749-1827) introduced a host of new ideas and mathematical
techniques in his book, Théorie Analytique des Probabilités. Before Laplace, probability
theory was solely concerned with developing a mathematical analysis of games of chance.
Laplace applied probabilistic ideas to many scientific and practical problems. The theory of
errors, actuarial mathematics, and statistical mechanics are examples of some of the
important applications of probability theory developed in the l9th century.
Like so many other branches of mathematics, the development of probability theory has been
stimulated by the variety of its applications. Conversely, each advance in the theory has
enlarged the scope of its influence. Mathematical statistics is one important branch of applied
probability; other applications occur in such widely different fields as genetics, psychology,
economics, and engineering. Many workers have contributed to the theory since Laplace's
time; among the most important are Chebyshev, Markov, von Mises, and Kolmogorov.
One of the difficulties in developing a mathematical theory of probability has been to arrive
at a definition of probability that is precise enough for use in mathematics, yet comprehensive
enough to be applicable to a wide range of phenomena. The search for a widely acceptable
definition took nearly three centuries and was marked by much controversy. The matter was
finally resolved in the 20th century by treating probability theory on an axiomatic basis. In
1933 a monograph by a Russian mathematician A. Kolmogorov outlined an axiomatic
approach that forms the basis for the modern theory. (Kolmogorov's monograph is available
in English translation as Foundations of Probability Theory, Chelsea, New York, 1950.)
Since then the ideas have been refined somewhat and probability theory is now part of a more
general discipline known as measure theory."