CHAPTER 9: THE DEVELOPMENT OF PROBABILITY THEORY: PASCAL, BERNOULLI, AND

LAPLACE

THE ORIGINS OF PROBABILITY THEORY

It is not true that probability theory began as a branch of mathematics with the correspondence
between Blaise Pascal and Pierre de Fermat in 1654. Years before Pascal and Fermat ever thought
of defining the “true worth of a chance,” isolated problems of a probabilistic nature had been tackled
by some mathematicians. It would be more appropriate to say that Pascal and Fermat supplied vital
links in a chain of reasoning that gave us probability theory as we now know it. The subject had its
twin roots in two fairly distinct lines of investigation: the solution of wagering problems connected with
games of chance, and the processing of statistical data for such matters as insurance rates and
mortality tables.
John Graunt (1620–1674)
• London merchant
• First to draw an extensive set of statistical inferences from
mass data.
• In 1662, produced a tract entitled Natural and Political
Observations Made upon the Bills of Mortality =mathematical
statistics
• About originally weekly and yearly returns of the number of
burials in several London parishes, just to know the current state of the
Plague.
• Made out for all London starting 1563
• Can distinguish the sex of the victim but did not specify an age at the time of death
• One of the charter fellows of Royal Society in London (1660)
• The statistics for the 57 years from 1604 to 1661 were reduced to a series of tables, which he
published at some length in his Natural and Political Observations.
• In studying the Bills of Mortality, Graunt inquired “how many die usually before they can speak,
or how many live past any assigned number of years.”

GAMES OF CHANCE: DICE AND CARDS (GAMBLING)

• Originated in the early stages of human history.
• Appeared at many places in the world. It is reasonable to guess that it evolved from some sort
of divination rites, most likely divination by lot.

TARSAL BONE (THE ASTRAGALUS)

• The predecessor of the die, and the most common gambling device of early
peoples.
• From the hind foot of a hooved animal.
• peculiar oblong shape, can rest on only four sides, two of them broad and two
narrow.
• games in ancient Greece consisted in throwing four astragali together and noting which sides
fell uppermost.
• most widely used rule attributed the highest value to the throw that showed
different faces of each of the four bones (the throw of Venus). The throw least valued
among all others was called the dog, so that to throw the dog was to lose. This perhaps
accounts for the phrase “going to the dogs,” that is, playing a losing game.
• The six-sided die may have been obtained from the astragalus
• known well before the birth of Christ.
earliest known dice were excavated in northern Iraq and it is estimated they date from 3000 B.C.
(made of red pottery, and the faces marked with from one to six dots)
GIROLAMO CARDAN
• Liber de Ludo Aleae [Book on Games of Chance] that various games were
invented during the 10-year siege of Troy (circa 1200 B.C.) to bolster the morale of
the surrounding Greek soldiers, who suffered from boredom.
• Most outstanding mathematician of his time.
• Probability-a ratio of equally like events
• Real father of modern probability theory

THE PRECOCITY OF THE YOUNG PASCAL (1623–1662)

• Blaise Pascal was born on June 19, 1623, in Clermont-Ferrand, France.
• He was a French mathematician, physicist and religious philosopher who laid
the foundation for the modern theory of probabilities.
• In the 1640s he invented the Pascaline, an early calculator.
• Linked with Fermat as one of the joint founders of probability theory
• The greatest might-have-been in history
• Principles of Geometry
• The sum of the angles of a triangle is two right angles
• Euclid’s Elements

What is Cycloid?
• The cycloid is a special type of parametric curve that is traced
out by a point on the circumference of the circle as it rolls along a
straight line.
• In 17th century the cycloid has been called "The Helen of
Geometers"

DE MÉRÉ'S PROBLEMS OF POINTS

• Chevelier de Mere (1607-1684) was a gentleman gambler in France.
• De Méré became the self-appointed mentor of society and devoting his life to
the vocation of teaching good manners.
• He is most well-known for his contribution to probability. One of the problems
he was interested in was called the problem of points.
•

ARITHMETIC TRIANGLE
• The arithmetic triangle is generally known as pascal's triangle an
infinite numerical table in triangular form.

• Pascal's triangle is a set of numbers, arranged in a triangle, that

contains an amazing number of patterns within it.
• Pascal's triangle is used in the binomial theorem, a rule that
allows you to raise expressions with two terms, like x+y, to high powers
easily.
•

MATHEMATICAL INDUCTION
• Is a mathematical technique which is used to prove a statement, a formula or a theorem for
every natural number.
The technique involves two steps to prove a statement, as stated below
Step 1(Base step) − It proves that a statement is true for the initial value.
Step 2(Inductive step) − It proves that if the statement is true for the nth iteration (or number n), then
it is also true for (n+1)th iteration (or number n+1).

Have you heard of the "Domino Effect"?

Step 1. The first domino falls
Step 2. When any domino falls, the next domino falls. So ... all dominos will fall!
That is how Mathematical Induction works.

STRONG INDUCTION
• Is another form of mathematical induction. Through this induction technique, we can prove that
a propositional function, p(n) is true for all positive integers, n, using the following steps:
Step 1(Base step) − It proves that the initial proposition P(1) true.
Step 2(Inductive step) − It proves that the conditional statement [P(1)∧P(2)∧P(3)∧⋯∧P(k)]→P(k+1)
is true for positive integers k.

FRANCESCO MAUROLICO’S USE OF INDUCTION (1949-1575)

• Acknowledge as one of the foremost Mathematicians of 16th Century
• Born on Sicily
• Ordained Priest
• Professor of Mathematics at Messina
• Short stays in Rome and in Naples, lived his whole life in his Native Sicily
• Most of his work were not published until his death
• During Maurolico’s time, only the first four books of Appolonius’s Conics, so reconstructed the
missing Book V and was completed in 1545, but not published until 1654, by which time
several other versions had appeared.
• Opuscula Mathematica and Arithmeticorum Libri Duo published at Venice in 1575.
• Arithmeticorum- where Maurolico’s added his simple and igneous proofs.
• Maurolico’s proof is this: By the rule of formation of triangular numbers, t sub n – 1 + n. Adding,
t sub n – 1 to both side of equation.

TRIANGLE ARITHMÉTIQUE
• Logical Process
• Pascal sent a letter to Carcavi regarding Maurolico’s proof of proposition and said, ‘Cela est
aise par Maurolico.’

CHRISTIAAN HUYGENS’S PAMPHLET ON PROBABILITY

CHRISTIAN HUYGENS (1629-1695)
• Leading continental scientist of the late 17th century
• He attended University of Leiden from 1647 until 1649
• Huygens brought out the treatise Triate de la Lumiere which describe his
radically new theory of light
• He invent the pendulum clock in 1656
• De Ratiociniis in Ludo Aleae

THE BERNOULLI BROTHERS

JAMES BERNOULLI ( 1654 - 1705)
• Took a degree in theology at the University of Basel in 1676
• Motto invito patre sidera verso (“I study the stars against my Father’s
 will”)
• In 1682, he opened a school for mathematics and science
• Ars Conjectandi (the art of conjecturing)

ARS CONJECTANDI (THE ART OF CONJECTURING)

FOUR PARTS:
• The first is a reproduction of Huygens’s De Ratiociniis in Ludo Aleae, accompanied by a
commentary on all but one of huygens’s propositions
• The second part of the Ars Conjectandi contains practically all the standard results on
permutations and combinations in the form in which they are still expressed
• The third part of the ars conjectandi consists of 24 problems relating to the various games of
chance
• The final part of the treatise is entitled “applications of the previous study to civil, moral and
economic problems
• Bernoulli’s theorem (which the French mathematician Poisson later called the “law of
large numbers”)

John Bernoulli (1667- 1748)

• Leibniz’s paper in Acta Eruditorum
• Professor of Mathematics in Gronigen
• Death of James in 1705
• Acta Eruditorum ( Three solutions)
• Huygen- classical geometric method
• Leibniz and Bernoulli- new differential calculus
•
DE MOIVRE’S DOCTRINE OF CHANCES
• De Moivre’s Doctrine of Chances: or, a Method of
Calculating the Probability of Events in Play
• (1718).
• Abraham De Moivre (1667–1754) was a French
Protestant who was forced to seek asylum in
• London after the revocation of the Edict of Nantes
and the expulsion of the Huguenots (1685).

THE MATHEMATICS OF CELESTIAL

PHENOMENA: LAPLACE
SOME FACTS ABOUT MR. PIERRE SIMON LAPLACE
 Pierre Simon Laplace (1749-1827)
 Died at the age of 78
 Studied at Benedictive Priory School to Study
Theology but…
 He discovered a passion for mathematics and
realized that his vocation really relies on it.
 He wrote his first mathematimatical paper entitled
"Provisional Professor"
 Flew to Paris and had been appointed professor of
Mathematics at Paris Ecole Militaire (1769)
  "Great scientific work of early 1800's, the highest point to which man has yet
ascended in the scale of intellectual attainment" Playfair (1808)
 Five large Volumes (1799-1825)
 It talks about...
 All movement of the element of the planetary system were deducible from law
of gravitation
 To solve the great mechanical problems of the solar system and to bring
theory to coincide so closely with observation that empirical equation should not be needed

Mary Fairfax Somerville

 Self-educated scotswoman who has studied treatise in Edinburgh
 Single woman who understand Laplace's Treatise
 Asked to translate Pierre Laplace's book, Celetial Mechanics
 She dis and called it "The Mechanisms of the Heaven"
 This was her best writing and it helped many people to understand math
more easily.

LAPLACE'S RESEARCH IN PROBABILITY THEORY

 1809 - when Laplace moved back into Probability Theory
 Series of Memoirs...
 Presenting the solution of every classical problems of Probability Theory
 Traced the evolution of the subject, at the same time systemizing and
extending the previously known but often uncoordinated results of may
mathematicians
DANIEL BERNOULLI, POISSON, AND CHEBYSHEV
Probability theory abounds in paradoxes that wrench the common sense and trap the unwary. The most famous of these
was first set forth in a letter of Nicholas Bernoulli, written in 1713 to Pierre R´emond de Montmort.

In 1738, Daniel Bernoulli (1700–1782) tackled the problem proposed by his older cousin and published his
investigations in the Proceedings of the St. Petersburg Academy of Sciences. As a result, the problem has subsequently
become famous under the title of the St. Petersburg problem, or the St. Petersburg paradox.

The result seems to say that in order to play, A must first

deposit with B an in nite sum of money; or put another way, no
matter how much money A should offer B to enter the game, A would
still come out the winner if the game was repeated

 French scientist Buffon conducted an experiment in tossing

coins and found thatin 2084 games, 1061 gave heads on the
first toss, 494 on the second, 232 on the third, 137 on the fourth, 56 on the fifth, 29 on the sixth, 25 on the seventh, 8 on the
eighth, and 6 on the ninth. Computing the various expectations, he concluded that B would have paid A a sum of 10;057 coins
for the 2084 games, so that a modest entrance fee for each play would make the game fair. The “paradox” in the St.
Petersburg paradox is that there is a discrepancy between the results of mathematical reasoning and the dictates of common
sense and experience.

Sim´eon Denis Poisson (1781–1840)

faithful follower of Laplace in applying probabilities to social areas where significant statistical information was already available.

Pafnuty Chebyshev (1821–1894)

from the Russian nobility, his father\ having been an officer in the Napoleonic wars. His early training in mathematics was at Moscow
University, from which he graduated in 1841 and received a master’s degree two years later.
M´emoire sur les nombres premiers of 1850, provided the first significant advance in the study of the function ³(x), which designates
the number of primes not exceeding x. He also proved (1854) that for any integer n > 3 there is always a prime number between n and
2n _ 2; this result is often called Bertrand’s Conjecture after the French mathematician Joseph Bertrand who verified, in 1845, the
assertion for all n _ 6 Ð 106.

Kolmogorov takes as his universe of discourse U, all possible outcomes (so-called

elementary events) of an “experiment.” Each subset A of U (an event of the experiment)
is assigned a real number 0 _ P(A) _ 1 as its probability. In particular, P(U) D 1: If
two subsets A and B of U have no elements in common, then the probability of their
union P(A [ B) is P(A) C P(B):