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History of Probability

History of Probability

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Oscar SheyninTheory of Probability. A Historical Essay
Berlin, 2005© Sheynin 2005ISBN 3-938417-15-3NG Verlag, Designer Viatcheslav Demidov
Preface0. Introduction
 0.1. The Stages0.2. Mathematical Statistics0.3. The Theory of Errors0.4. The Statistical Method
1. The Antenatal Period
 1.1. Randomness, Probability, Expectation1.2. Mathematical Treatment of Observations
2. The Early History
2.1.Stochastic Ideas in Science and Society2.2. Mathematical Investigations
3. Jakob Bernoulli and the Law of Large Numbers
 3.1. Bernoulli’s Works3.2.
The Art of Conjecturing
(1713), Part 4: Its Main Propositions3.3. Bernoulli’s Contemporaries
4. De Moivre and the De Moivre – Laplace Limit Theorem
4.1. “The Measurement of Chance” (1712)4.2. Life Insurance4.3.
The Doctrine of Chances
(1718, 1738, 1756)4.4. The De Moivre – Laplace Theorem
5. Bayes
5.1. The Bayes Formula and Induction5.2. The Limit Theorem
6. Other Investigations before Laplace
6.1 Stochastic Investigations6.2. Statistical Investigations6.3. Mathematical Treatment of Observations
7. Laplace
7.1. Theory of Probability7.2. Theory of Errors7.3. Philosophical Views7.4. Conclusions
8. Poisson
8.1. Subjective Probability8.2. Two New Notions
8.3. The De Moivre – Laplace Limit Theorem…8.4. Sampling without Replacement8.5. Limit Theorems for the Poisson Trials8.6. The Central Limit Theorem8.7. The Law of Large Numbers8.8. The Theory of Errors and Artillery8.9. Statistics
9. Gauss
 9.1. The Method of Least Squares before 1809… 9.2.
Theoria Motus
(1809)… 9.3. “Determining the Precision of Observations” (1816)… 9.4. “The theory of Combinations” (1823 – 1828)… 9.5. Additional Considerations… 9.6. More about the Method of Least Squares… 9.7. Other Topics
10. The Second Half of the 19
… 10.1. Cauchy… 10.2. Bienaymé… 10.3. Cournot… 10.4. Buniakovsky… 10.5. Quetelet… 10.6. Helmert… 10.7. Galton… 10.8. Statistics10.9. Statistics and Natural Sciences… 10.10. Natural Scientists
11. Bertrand and Poincaré
11.1.Bertrand11.2. Poincaré ………………………………
12. Geometric Probability13. Chebyshev
13.1. His Contributions13.2. His Lectures13.3. Some General Considerations
14. Markov, Liapunov, Nekrasov
14.1. Markov: General Information14.2. Markov: His Main Investigations14.3. Liapunov14.4. Nekrasov
15. The Birth of Mathematical Statistics
 15.1. The Stability of Statistical Series15.2. The Biometric School15.3. The Merging of the Continental Direction and the Biometric School?
Index of Names
This book is intended for those interested in the history of mathematics orstatistics and more or less acquainted with the latter. It will also be useful forstatisticians; here, indeed, is
K. Pearson’s
testimony (1978, p. 1): “I do feel
how wrongful it was to work for so many years at statistics and neglect itshistory”. My exposition is based, in the first place, on my own investigationspublished over some 30 years. True, I am not satisfied with a few of themanymore. Note also, that I was unable to check the proofs of some of mypapers which are therefore corrupted by misprints. I bear in mind Sheynin(1989a) whose manuscript was smuggled out of the Soviet Union as well asmy Russian articles in the
 Istoriko-Matematicheskie Issledovania
from 1993onward.I describe the origin of the notions of randomness and subjective or logicalprobability in antiquity, discuss how the main notions of the theory of probability were being comprehended by laymen, dwell on the birth of political arithmetic and study the history of the theory proper. I also trace thedevelopment of statistics and its penetration into natural sciences as well asthe history of the mathematical treatment of observations (
, the classical error theory). I stop at the axiomatization of probability and at the birth of the real mathematical statistics, i.e., at
.From among adjoining general sources
written from a modern point of view, I mention Stigler (1986),
(1990; 1998) and Farebrother (1999).The first of these, in spite of its title, only dwells on separate chapters of thehistory of statistics and is corrupted by a free-and-easy attitude towards
. The next two books are specimens of an exposition of amathematical subject, but they are intended for really qualified readers; then,some topics in
(1998), especially the description of the work of Russianmathematicians, are omitted. Finally, Farebrother’s book dwells on thetreatment of observations. During the last years, quite a few worthless ormediocre contributions to my subject have appeared which was apparentlymade possible by unsatisfactory preliminary reviewing (and then justified bysubsequent superficial abstracting). I do not mention such literature and I alsonote that in 1915 the Petersburg Academy of Sciences awarded a gold medalto
for a review written on its request (Sheynin 1990c, p. 32). Then, Iquote
(1984, p. 292):
 By definition, now, there is no learning, because truth is dismissed as anold-fashioned superstition. Instead … there is perpetual
onanything and everything. In virtue of the Parkinson’s law, the professionalhistorian must keep on publishing. Whiteside’s monument to Newton, likeWren’s masterpiece for St. Paul, will soon be hidden by towering concretehives of new bureaus and new slums.
With sincere gratitude I recall the late Professors
, who wasalways favorably disposed towards me, and
, the Editor of the
 Archive for History of Exact Sciences
, who had to busy himself with myEnglish and compelled me to pay due attention to style. In 1991, after movingto Germany, I became able to continue my work largely because of Professor
warm support. In particular, he secured a grant for me (whichregrettably dried up long ago) from Axel-Springer Verlag. In my papers, I hadacknowledged the help of many colleagues including the late DoctorsChirikov (an able mathematician whose bad health thwarted his scientificcareer) and Eisenhart.

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