Theory of Probability

An Elementary Treatise against a Historical Background

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This treatise is written on an elementary level; in more difficult cases the final formulas are provided without proof. Nevertheless, it was impossible to leave out integrals and I also had to differentiate an integral with respect to a parameter. I include many examples taken from the history of probability and hope that my subject has thus become lively. I especially quote Karl Pearson’s (1978, p. 1) repentant confession: I do feel how wrongful it was to work for so many years at statistics and neglect its history. In spite of a few mistakes, his book deserves serious attention. Thus, in § 4.1.1 I criticize his opinion about Jakob Bernoulli. I have devoted much attention to the notion of probability which fully conforms to Langevin’s statement (1913/1914, p. 3): Dans toutes ces questions [in the kinetic theory] la difficulté principale est, comme nous le verrons, de donner une définition correcte et claire de la probabilité. Note however that correct definition sounds strangely.


Oscar Sheynin


Oscar Sheynin. Honorary Fellow, Royal Statistical Society. Born and educated in Moscow (Geodetic Inst., Univ., Mech.Math. Faculty). Docent of Plekhanov Inst. For more than 30 years now, I have been studying the history of probability, statistics, and error theory and working in this field as a free-lance researcher.

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Scholars' Press


Theory of Probability

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MATHEMATICS / Statistics