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Probability Theory

Origin of Probability Theory

People started to use the principles of probability many years ago. It is awell-known fact that the elements of probability were applied for census of populationin the ancient countries such as China, India and Egypt. The same methods wereused for estimation of the overall strength of enemy army.

Theory of probabilities as a real science came into existence in the middleof XVII century in France. It was the time of royals and musketry, beautiful ladiesand noble cavaliers. One of the French courtiers Chevalier de Méré(1607-1648) was a brilliant and clever man. He was keen on philosophy, arts and... gambling! Nevertheless, game was a matter for a deep thinking for him. Chevalier deMéré tried to solve his gambling problems, but his mathematicalskills were not great enough to do it. He posed these questions to Blaise Pascal(1623-1662), a great scientist, mathematician, physicist and philosopher.

The questions were the following:

1. How many throws of two dice are required for a number of double six appearevents will be more than a half of total throws?

2. How to share the wagered money between two gamblers if the game interrupteduntimely?

It is hard to believe, but these problems made the beginning of theory of probabilitiesand are known now as de Méré's problems. These questions were underdiscussion between two great scientists Blaise Pascal and Pierre de Fermat (1601-1665)and served as the basis for the first stating of expected value. In addition, they firsttried to formulate the basic rules of adding and multiplication of probabilities.

Great mathematician Jacob Bernoulli (1654-1705) put the theory of probabilitieson a real theoretical basis. His "Ars conjectandi" was the first substantialtreatise on probability. It contained the general theory of permutation and combination.Bernoulli discovered the famous Large Numbers Law.

In the further development of the theory many famous scientists such as Abrahamde Moivre (1667-1754), Karl Gauss "The Prince of Mathematics"(1777-1855), Siméon-Deni Poisson (1781-1840) and others took part.