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History of Probability

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101 views16 pages

History of Probability

Uploaded by

nizam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Teaching of Probability

and Statistics
SME60204

Dr. Phoong Seuk Yen


Table of Contents
1. History of Probability and Statistics
2. Curriculum of Probability and Statistics
3. Misconceptions related to Probability and
Statistics
4. Teaching Approaches in Probability and
Statistics
5. Contemporary Issues
6. Latest Research Findings about Probability
and Statistics
CHAPTER 1

History of Probability
What is Probability?
 Mathematical modeling of random events and
phenomena. It is fundamentally different
from modeling deterministic events and
functions, which constitutes the traditional
study of Mathematics.
French Society in the 1650’s
 Gambling was popular and fashionable
 Not restricted by law
 As the games became more complicated and

the stakes became larger there was a need for


mathematical methods for computing
chances.
Enter the Mathematicians
 A well-known gambler, the
Chevalier De Mere consulted
Blaise Pascal in Paris about a
some questions about some
games of chance.
 Pascal began to correspond

with his friend Pierre Fermat


about these problems.
Classical Probability
 The correspondence between Pascal and
Fermat is the origin of the mathematical
study of probability.
 The method they developed is now called the

classical approach to computing probabilities.


 The method: Suppose a game has n equally

likely outcomes, of which m outcomes


correspond to winning. Then the probability
of winning is m/n.
Problems with the Classical Method

 The classical method requires a game to be


broken down into equally likely outcomes.
◦ It is not always possible to do this.
◦ It is not always clear when possibilities are equally
likely.
Experience
 Another method, known as the frequency
method had also been used for some time.
 This method consists of repeating a game a

large number of times under the same


conditions. The probability of winning is then
approximately equal to the proportion of
wins in the repeats.
 This method was used by Pascal and Fermat

to verify results obtained by the classical


method.
Early Generalizations
 James Bernoulli proved that the frequency
method and the classical method are
consistent with one another in his book Ars
Conjectandi in 1713.
Early Generalizations
 Abraham De Moivre provided many tools to
make the classical method more useful,
including the multiplication rule, in his book
The Doctrine of Chances in 1718.
 The book was popular, eventually going

through three editions.


From Games to Science
 Throughout the 18th century, the application
of probability moved from games of chance
to scientific problems:
◦ Mathematical theory of life insurance - life tables.
◦ Biological problems - what is the probability of
being born female or male?
Applied Probability
 Pierre-Simon Laplace presented a
mathematical theory of
probability with an emphasis on
scientific applications in his 1812
book Theorie Analytique des
Probabilities.
 Unfortunately, Laplace only

considered the classical method,


leaving no indication on how the
method was to be applied to
general problems.
Stagnation the Frustration
 After the publication of Laplace’s book, the
mathematical development of probability
stagnated for many years.
 By 1850, many mathematicians found the

classical method to be unrealistic for general


use and were attempting to redefine
probability in terms of the frequency method.
 These attempts were never fully accepted and

the stagnation continued.


Axiomatic Development
 Andrey Kolmogorov developed
the first rigorous approach to
probability in his 1933
monograph Grundbegriffe der
Wahrscheinlichkeitsrechnun.
 He built up probability theory

from fundamental axioms in a


way comparable with Euclid's
treatment of geometry.
Probability Today
 Modern research in probability theory is
closely related to the mathematical field of
measure theory.
 Modern innovators in the field include Patrick

Billingsley (University of Chicago), Yuan Shih


Chow (Columbia), Kai Lai Chung (Stanford),
Samuel Karlin (Stanford), Rolf-Dieter Reiss,
Sheldon Ross (Berkeley), Henry Teicher
(Rutgers) and many more…

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