Stud. Hist. Phil. Mod. Phys., Vol. 31, No. 1, pp.

109 } 116, 2000

( 2000 Published by Elsevier Science Ltd. All rights reserved
Printed in Great Britain
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B O OK R EV IE W

The Rise of Modern Probability Theory

S. L. Zabell*

Jan von Plato, Creating Modern Probability (Cambridge: Cambridge University

Press, 1994), x#323 pp., bibl., index, ISBN 0-521-44403-9, hardback, $69.95,
0-521-59735-8, paperback, published 1998, $18.95.

Jan von Plato's book Creating Modern Probability is an outstanding contri-

bution to the history of mathematical probability. Part of its importance stems
from the apparent paradox that although the period it covers is central to the
development of the subject, this same period has hitherto been among the most
neglected and least understood parts of it in historical studies. Thus, in order to
appreciate the importance and novel elements of von Plato's book, one must
"rst know something about the curious historiography of mathematical prob-
ability itself.
Points of origin are often arbitrary and capricious; citing a source as being the
"rst to discuss a given topic usually serves only to provoke others to perversely
unearth yet earlier instances. Nevertheless, one must start somewhere, and an
obvious starting point for historical studies of the subject is one by a master of
the subject: Pierre Simon, the Marquis de Laplace's concluding historical
chapter in his Essai philosophique sur les probabiliteH s of 1814 (the Essai in turn
being one of the earliest attempts at popular science). But it is an inauspicious
start: the chapter in the Essai is terse, cursory, and selective; it is certainly
incomplete (Laplace was severely criticised by some of his staunchest propo-
nents, such as De Morgan, for repeated failure to cite the earlier work of

(Received 24 June 1998; revised 4 June 1999)

* Departments of Mathematics and Statistics, Northwestern University, Evanston, IL 60208, U.S.A.
(e-mail: s-zabell@nwu.edu).

PII: S 1 3 5 5 - 2 1 9 8 ( 9 9 ) 0 0 0 2 9 - 5

109
110 Studies in History and Philosophy of Modern Physics

contemporaries) and it austerely disdains to discuss the personalities that make

the history of probability such a fascinating subject.
For from the start the history of the subject has always had a certain romance
attached to it: Girolamo Cardano, the gambling scholar and mystic; the austere
jansenist Blaise Pascal and the respectable jurist Pierre Fermat engaged in the
reputable mathematical pursuit of analysing disreputable games of chance;
James Bernoulli, meditating on the consequences of his law of large numbers for
twenty years, until he perished before he published; the Hugenot refugee Ab-
raham De Moivre, one of England's "nest mathematicians, spending his days in
Slaughter's co!ee house, until the Scottish con man Sir Alexander Cuming
goaded him into tackling the central limit problem; the ingenious but mysteri-
ous Reverend Thomas Bayes, so much admired but of whose life so little is
known, his famous paper only seeing light of day because it was published
posthumously by his friend Richard Price; the Marquis de Condorcet, an
enthusiastic advocate of the uses of probability in arriving at a more rational
judicial system, until he, like Lavoisier, perished in the irrational terror of the
French Revolution; the equally aristocratic but more politically agile Laplace,
landing on his feet to not merely survive but #ourish in the aftermath of the
Revolution; and so on.
What a cast of characters! And no wonder many later historians never felt the
need to go past them. But surprisingly, despite this rich load of material, the
history of probability did not initially thrive, Charles Gouraud's 1848 Histoire
du calcul des probabiliteH s, depuis ses origines jusqu1a nos jours being merely
a turgid exception. In the English language, however, all this changed in 1865,
when Isaac Todhunter published his monumental History of Mathematical
Probability from the ime of Pascal to that of aplace.
Todhunter's remarkable book is distinctive from a number of very di!erent
perspectives. First, Todhunter was not himself a contributor to the "eld of
mathematical probability, nor even in any sense a research mathematician.1
Instead Todhunter is remembered today primarily for several technical his-
tories: of mathematical probability, the calculus of variations, and gravitational
attraction. The History of Mathematical Probability in particular is an out-
standing piece of scholarship: nothing less than a careful and systematic tech-
nical review in chronological order of every book and paper on mathematical
probability that Todhunter both thought relevant and could lay his hands on.
The result was a tremendously useful synopsis of more than a century and a half
of mathematical research.2

1 His mathematical career was industrious rather than brilliant: senior wrangler at Cambridge in
1848 after having received an earlier B.A. from University College London in 1842, he became a don
at St John's and spent much of his time turning out popular textbooks on arithmetic, algebra,
geometry, and the di!erential and integral calculus.
2 The often highly critical John Maynard Keynes had enormous respect for Todhunter, going so far
as to state in his reatise on Probability that: &Of mathematical works published before the time of
Laplace, Todhunter's list, and also his commentary and analysis, are complete and exact*a work of
true learning, beyond criticism' (Keynes, 1921, p. 432).
The Rise of Modern Probability Theory 111

Todhunter had limited himself to the period up to Laplace, and for the most
part his few successors did not go much beyond this point. (For example, F.N.
David's amusing 1962 book Games, Gods and Gambling ends by discussing
Abraham De Moivre, who died in 1756.) This was in many ways understand-
able: up to Laplace, Todhunter existed as an invaluable resource and guide; after
that one faced the sober prospect of an unaccompanied trek across the complex
landscape of the later nineteenth century.3 In addition, beginning with Laplace
the mathematical prerequisites necessary to understand the mathematical litera-
ture substantially increased. (Thus, as recently as four decades ago, Maurice
Kendall felt able to claim that Todhunter lacked an imitator or rival (1963,
p. 205).) But today this picture has dramatically changed.
The reason for this may perhaps in large measure be attributed to the
appearance of one book, Ian Hacking's he Emergence of Probability, in 1975.
Hacking's beautiful but provocative book advanced the crypto-Foucaultian
thesis that mathematical probability emerged precisely when it did because
a special concept of evidence, then absent in the Western intellectual tradition,
had just begun to emerge. Although the speci"c thesis that Hacking advanced
soon found critics (see, for example, Garber and Zabell, 1979), his erudite and
provocative book placed the discipline of mathematical probability in the
mainstream of historical studies, and was responsible for stimulating widespread
interest in the whole "eld. (For example, and of particular importance, the
1982}1983 research group on the probabilistic revolution sponsored by the
Zentrum fuK r interdisziplinaK re Forschung in Bielefeld.)
In any case, the next "fteen years saw a remarkable #owering of the subject,
including, for the very "rst time, serious attention now being paid to the
post-Laplacian nineteenth century: notably Stephen M. Stigler's he History of
Statistics (1986); Theodore M. Porter's he Rise of Statistical hinking
1800}1900 (1986); and Ian Hacking's he aming of Chance (1990). Nor did the
earlier period su!er neglect either: other scholars returned to it to conduct more
detailed studies: Lorraine Daston's Classical Probability in the Enlightenment
(1988), and Anders Hald's A History of Probability and Statistics and heir
Applications before 1750 (1990).
In addition to these important books, a number of other, more specialised
monographs have also appeared: for example, Keith Michael Baker's beautiful
and profound study Condorcet: From Natural Philosophy to Social Mathematics
(1975); Karl Pearson's previously unpublished University College lecture notes
on the history of statistics (1978); the fascinating correspondence between
Markov and Chuprov (Ondar, 1981); Andrew Dale's History of Inverse Prob-
ability (1991); and the unpublished manuscripts of the Marquis de Condorcet

3 One is reminded of Gibbon's famous comment regarding the end of the Roman history of
Ammianus Marcellinus &It is not without the most sincere regret that I must now take leave of an
accurate and faithful guide, who has composed the history of his own times without indulging the
prejudices and passions which usually a!ect the mind of a contemporary' (Gibbon, 1863, Vol. 3,
Ch. 26).
112 Studies in History and Philosophy of Modern Physics

(Bru and CreH pel, 1994). Not to speak, of course, of the many beautiful papers
that have come out in the last 25 years by Bernard Bru, Pierre Crepel, Andrew
Dale, A. W. F. Edwards, Ivo Schneider, Eugene Seneta, Oscar Sheynin, Stephen
Stigler, and many other distinguished scholars in this "eld.
But despite this wealth of new material, almost all historical attention has still
been largely con"ned to the period prior to 1900; perhaps for reasons similar to
those that earlier caused historians of science to focus on the period up to
Laplace. First, the technical mathematical barriers for this period are even more
serious: the history of probability in the twentieth century is largely the history
of measure theoretic probability (and, to a lesser extent, ergodic theory, func-
tional analysis, group theory, and so on). But perhaps even more important is
the sheer volume and breadth of the material involved. Indeterminism has
become an integral part of quantum mechanics, stochastic models of theoretical
population genetics, Monte Carlo methods of applied mathematics, randomised
double-blind clinical trials of medicine, and so forth. Concepts of randomness,
chance, uncertainty, and risk pervade modern science and society so completely
that they must be regarded as an essential characteristic of the twentieth century.
Thus completeness in coverage is impossible, and choices must be made.
Jan von Plato deals with this problem in three ways, First, his approach is
deliberately internalist: &To the circumstances of the individuals and institutions
that contributed to the creation of modern probability I have paid little atten-
tion. Such detailed work has to wait for a general organisation of historical
studies on probability' (p. 4). Second, his focus and organisation is primarily on
individuals rather than topics. Subjective probability, for example, is seen
primarily through the eyes of Bruno de Finetti. Third, although there is some
discussion and citation of the secondary literature, von Plato concentrates on
the primary source materials themselves.
Such an approach has, of course, natural limitations, but also in von Plato's
hands some obvious strengths. These strengths result both from von Plato's
willingness to confront the technical material head-on, and to take as his
starting point the original sources, including some of the currently available
archival materials. The result is that, for example, the chapter on de Finetti is
very likely the best survey currently available in English of de Finetti's contribu-
tions to mathematical probability. (There is, of course, an extensive literature on
de Finetti in Italian.)
Von Plato attempts the formidable task of organising his material by dividing
it into three concurrent streams. The "rst of these, in Chapter 2, &Pathways to
Modern Probability', discusses the origins of modern measure theoretic math-
ematical probability, focusing on David Hilbert and his sixth problem (the
challenge to "nd an adequate axiomatic foundation for probability and physics),
ED mile Borel and the mathematics of the denumerable (including the strong law
of large numbers), and Herman Weyl's equidistribution theorem and his philo-
sophical views on causality. It is characteristic of von Plato's approach that he
focuses on a limited number of key "gures, and presents a balanced discussion of
both technical detail and philosophical perspective. The book later returns to
The Rise of Modern Probability Theory 113

this topic in the chapter on Kolmogorov (who towards the end of his career
advanced a theory of complexity for "nite sequences).
The second focus of von Plato's book (the subject of Chapters 3 to 5) is the
evolving relationship between probability and physics: the introduction of
statistical modes of reasoning into the new discipline of statistical mechanics by
Boltzmann, Maxwell, Gibbs, and Einstein; and the introduction of indetermin-
ism into quantum mechanics by SchroK dinger, Bohr, and Heisenberg. The "rst of
these applications would not have surprised Laplace, who wrote at the begin-
ning of his Essai: &Probability is relative in part to our ignorance, and in part to
our knowledge'. The pragmatic use of the mathematics of chance in statistical
mechanics is entirely consistent with such a subjectivist view of the nature of
probability; but the use of probability in quantum mechanics * as ordinarily
interpreted*insists on its purely objective nature (the absence of &hidden
variables'). Von Plato's "fth chapter discusses the earlier views of
Einstein, and the later di!ering probabilistic interpretations of quantum
mechanics by SchroK dinger, Bohr, and Heisenberg; his concluding reference,
not inappropriately, is to Bell's Speakable and ;nspeakable in Quantum
Mechanics (1987). (To his many other references in this chapter I would add
Thomas Kuhn's 1978 Black-Body heory and the Quantum Discontinuity,
1894}1912.)
The distinction between the subjective and objective concepts of probability
"rst arose in the nineteenth century, in the work of Poisson and Cournot. John
Venn, whose ogic of Chance (1866) was the "rst book in English to systemati-
cally develop a purely frequentist theory of probability, referred to it as repre-
senting the &Material view of Logic as opposed to the Formal or Conceptualist'
(Venn, 1866, Preface). Beginning with PoincareH , an attempt was made to merge
the two viewpoints by the use of the method of arbitrary functions. PoincareH had
asked: how can the objective probability of the roulette wheel arise from our
purely subjective ignorance of the initial conditions under which the wheel is
spun? His answer is ingenious: regardless of the form of this distribution of
subjective belief, provided only that it is continuous in form, the two outcomes
red and black are each expected to occur about half the time. (The argument
presupposes that the outcomes are highly sensitive to the initial inputs.) But this
limited if clever attempt to resolve the inconsistencies between two such rad-
ically di!erent views of the nature of probability (discussed by von Plato in
Chapter 5) largely disappeared from view after the 1930s.
In the late nineteenth century the subjective viewpoint remained in the
ascendant, and it is not inaccurate in the foundations of probability to think of
a subjective establishment challenged by an objective alternative. But this
dialectical clash between an idealist and a materialist perspective did not result
in the twentieth century in a deH tente, let alone an agreed synthesis. To the
contrary: the distinctions between di!ering concepts of probability have multi-
plied, not decreased. Probabilities today are not just epistemic or physical:
epistemic probabilities can be psychological, personal, or rational (perhaps
representing preferences that are observed, internally consistent, or uniquely
114 Studies in History and Philosophy of Modern Physics

determined), and also either quantitative or qualitative: physical probabilities in

contrast represent either propensities or frequencies, and as frequencies can be
either in"nite or "nite, and if "nite correspond to sequences that are random
either because of the process generating them or the patterns displayed.
The third and "nal part of von Plato's book discusses the establishment of
mathematical probability as an independent coherent discipline, focusing on the
three di!ering approaches of Richard von Mises (objective and frequentist),
Bruno de Finetti (subjective and epistemic) and Andrei Kolmogorov (eclectic,
measure theoretic, and intuitionistic). These three individuals nicely represent
the diversity of viewpoints that one "nds in the twentieth century.
The approach of von Mises, although it represents an informal scienti"c view
of probability widely held today, has been the least successful of the three.
Essential to his concept of a collective displaying a limiting relative frequency is
the absence of choice subsequences having a di!ering limiting frequency. As von
Plato discusses, a succession of di!erent approaches (notably those of Copeland,
Tornier, Reichenbach, Popper, Wald, Ville, and Church) led to a progressive
clari"cation of the concept, but also a recognition of its limitations. (The
statistician R. A. Fisher's recourse in the 1950s to an intuitive concept of
&recognisable subset', in formulating his own ideas regarding the nature of
probability, appears to have been entirely independent of this earlier thread.)
Kolmogorov's axiomatic mathematical approach, on the other hand, was
spectacularly successful. Kolmogorov, like Laplace, is one of the true masters of
the subject: an impressive number of its basic results are due to him, and almost
all measure-theoretic introductions to mathematical probability discuss in detail
(among others) the Kolmogorov zero-one law, Kolmogorov inequality, Kol-
mogorov three-series and extension theorems, and Chapman}Kolmogorov
equations. But despite this, Kolmogorov remains little studied by historians of
probability; the Russian language and the sheer di$culty of the material must
both play a part here. One of the strengths of von Plato's book is his chapter on
Kolmogorov, placing the latter's ideas in its proper intuitionistic perspective,
contrasting his ideas with those of Hilbert, and commenting on the interaction
between Kolmogorov and contemporaries such as Khinchin.4 (Their proofs of
the law of the iterated logarithm make an interesting contrast: Khinchin's earlier
proof has a vigorous, crude e!ectiveness and originality; but reading Kol-
mogorov's later proof a!ords somewhat the same pleasure as listening to
a symphonic masterpiece, every argument and technique being deftly, cleverly,
and elegantly exploited for maximum e!ect.)
Of equal value is von Plato's chapter on Bruno de Finetti, the Italian
probabilist who played a large role in the rise of the modern subjectivist theory
of probability. Most of de Finetti's earlier papers appeared in Italian (von
Plato's bibliography cites fourteen of these alone between the years 1926 and
1934), although beginning in the late 1930s he published a number of papers in
French (the most important of these being his 1937 &La preH vision: ses lois

4 Shafer (1998) brie#y discusses the French intuitionist background to Kolmogorov.

The Rise of Modern Probability Theory 115

logiques, ses sources subjectives', given initially as a series of lectures at the

Institut Henri PoincareH in Paris). Alas, few read the beautiful Italian language,
and de Finetti had only a very limited in#uence on philosophers or statisticians
until his work was discovered by Savage in the 1950s and given a much wider
audience. But despite this wider appreciation of his achievements, there still
remains even today little discussion in English of de Finetti's earlier papers and
initial philosophical views. The chapter in von Plato's book on de Finetti goes
far in providing a picture of the early de Finetti.
The chapter in Creating Modern Probability on de Finetti clearly illustrates at
once both the strengths and limitations of the approach von Plato takes in his
book. Its obvious strengths have been described. Its limitations are that the
work of de Finetti did not occur in a vacuum (although of all the modern
contributors to subjective probability, he is probably the least linked to the
others), and it would have been desirable to have had a detailed discussion
placing Finetti's subjectivist approach within the broader context of the devel-
opment of inductive logic, discussing the contributions of such important "gures
as W. E. Johnson, Frank Ramsey, I. J. Good, and L. J. Savage. For example, part
of the importance of de Finetti's representation theorem lies in its freeing the
probabilistic explication of inductive logic from a need to provide a unique or
nearly unique quanti"cation of degree of belief. Thus, in a manner reminiscent
of (and perhaps even in part inspired by) PoincareH 's method of arbitrary
functions, conditioning on the past of an exchangeable sequence results in
inductively evolving degrees of belief largely independent of the particular prior
used to quantify initial belief.
In sum, the topics discussed in this book represent a crucial but hitherto
largely neglected subject in the history of probability: the simultaneous trans-
formation of probability and statistics into modern mathematical disciplines,
and their gradual conceptual and technical assimilation into "elds as diverse as
physics, biology, economics, psychology, political science, and sociology. No
one book could provide a complete panorama of such a landscape; but in
Creating Modern Probability Jan von Plato provides us with a personal but
extremely useful map of the terrain and a guide to many of its points of interest.

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(Chicago: University of Chicago Press).
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Bru, B. and CreH pel, P. (1994) Condorcet: ArithmeH tique Politique. extes Rares ou IneH dits
(Paris: Institut Nationale d'ED tudes DeH mographique, Presses Universitaires de France).
Dale, A. I. (1991) A History of Inverse Probability: From homas Bayes to Karl Pearson
(New York: Springer-Verlag).
Daston, L. (1988) Classical Probability in the Enlightenment (Princeton: Princeton Uni-
versity Press).
116 Studies in History and Philosophy of Modern Physics

David, F. N. (1962) Games, Gods and Gambling (New York: Hafner).

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