Theory of Probability. A Historical Essay

TL;DR

This book provides a comprehensive historical overview of probability and statistics, emphasizing lesser-known facts and the development of ideas up to modern times, based on 50 years of research.

Contribution

It offers a unique, detailed history of probability and statistics, including overlooked facts and a broad coverage up to Kolmogorov and Fisher, filling gaps left by previous works.

Findings

Includes lesser-known historical facts about probability and statistics

Highlights the development of key concepts like least squares and Bayes' theorem

Provides a detailed account of contributions from Laplace, Gauss, Chebyshev, and others

Abstract

This book covers the history of probability up to Kolmogorov with essential additional coverage of statistics up to Fisher. Based on my work of ca. 50 years, it is the only suchlike book. Gorrochurn (2016) is similar but his study of events preceding Laplace is absolutely unsatisfactory. Hald (1990; 1998) are worthy indeed but the Continental direction of statistics (Russian and German statisticians) is omitted, it is impossible to find out what was contained in any particular memoir of Laplace and the explanation does not always explain the path from, say, Poisson to a modern interpretation of his results. Finally, the reader ought to master modern math. statistics. I included many barely known facts and conclusions, e. g., Gauss' justification of least squares (yes!), the merits of Bayes (again, yes!), the unforgivable mistake of Laplace, the work of Chebyshev and his students (merits and failures) etc., etc. The book covers an extremely wide field, and is targeted at the same readers as any other book on history of science. Mathematical treatment is not as difficult as it is for readers of Hald.