With these pages I make
available a broad
range of material related
to the history of probability and statistics. This includes
principally
a selection of original sources in English translation. The
reader
may
rightly assume, unless another person should be credited, that I am
responsible
for any errors of mistranslation or transcription.
I have endeavored to ensure that texts
have
been reproduced accurately. The translations have not been
rendered into
polished
English because they are meant to reflect as best as I am capable the
sense
and language of the authors. However, I believe the
English to be
readable. Be aware that the sources available are sometimes
very
difficult to read so that errors can arise simply because characters of
text cannot be discerned clearly.
Whenever possible, the original
notation of the
authors has been retained.
However, I have at times relied on the collected works of an
individual.
It should be noted that editors of collected works have sometimes
changed
the notation from that which was used in the first publication. It has
been
necessary, but only rarely, to actually alter notation and this has
occurred
chiefly when the character used is not available.
These documents may be freely copied
for use by
educators and educational
institutions as long as proper credit is given and they remain
unaltered.
This site may neither be mirrored
nor these files
reposted without my permission. Comments
and corrections are welcome.
Note that the Todhunter's framework has
been adopted through Laplace. Beyond that time, what appears
is dictated by my
interests.
Since
several research libraries have been digitized, it is possible to
locate scanned images of journals and books. Links will be provided to
them under two particular circumstances: (1) If the paper or text is in
English. (2) If the work is in another language and I have no interest
other than citing it.
Richard J. Pulskamp.
pulskamp"at"xavier.edu
Several histories now in the public domain are these:
- Charles Gourand, Histoire
du Calcul des Probabilitïés, 1848.
- Isaac Todhunter, A
History of the Mathematical Theory of Probability, 1865
- August Meitzen, History,
theory, and technique of Statistics, 1891.
- John Koren, The
History of Statistics, 1913.
The outline of Todhunter
Althought Todhunter is fairly complete, there are some omissions. Those
found have been imbedded as appropriate in these pages.
- The
Problem of Points
- Blaise Pascal
and Pierre Fermat
- Christiaan
Huygens
- Combinations
- Mortality
&
Life Insurance
- Miscellaneous Investigations to 1700
- Pierre de
Montmort
- Abraham de Moivre
- The Bernoulli
Family: Jakob
Bernoulli, Johann
I Bernoulli, Nicolas
I Bernoulli, Daniel
Bernoulli & Johann
III Bernoulli
Nikolaus I Bernoulli is the author of the dissertation De usu artis conjectandi
in jure
- Miscellaneous
Investigations
between 1700 and 1750
- Leonhard Euler wrote
a
number of papers on probability and what we now call statistics. Here
are found translations of the majority of his works. I have also
endeavored to give a fairly complete collection of ancillary papers up
to the time of Laplace. Several gaps are yet evident.
- Jean
D'Alembert is often
maligned for his errors in discussing probability. Here I have placed
translations of all of his writings on probability. He also
penned
a number of memoirs of a statistical nature on the subject of
inoculation for the smallpox. These remain to be done.
- Thomas
Bayes
- Joseph
Lagrange
- Miscellaneous
Investigations from
1750 to 1780
- Marquis de
Condorcet
- Jean Trembley
- Miscellaneous
Investigations from
1780 to 1800
- Laplace
Supplement: Fitting equations to data
prior to 1805. Many, but not all, of the works included here
are mentioned above. This collects together all identified by Merriman
in his list of writings on least squares up to, but not including Legendre.
The Nineteenth Century
The Royal Society of London produced for the period 1800 to 1900 a Catalog of Scientific Papers
organized by subject. Volume 1 lists pure mathematical papers. Those in
probability (Classification 1630) are further subdivided into the
Theory of Errors including Least
Squares Method and Probabilities including Problems. Statistics
(Classification 1635) includes Actuarial Mathematics with subdivisions
of Mortality
and Population.
The lists of publications has been generated from the Catalog of
Scientific Papers and the
lists constructed by
Merriman and Harter for publications
related to least squares. In addition, Stigler's The History of Statistics, Hald's A History of Probability and Statistics
and their Applications before 1750 and A History of Mathematical Statistics from
1750 to 1930, and Fischer's A
History of the Central Limit Theorem have been consulted to
supplement the bibliography. There is a large actuarial literature for
the most part not
included. Note
that the date of reading and the date of publication are frequently
many years apart.
This period is marked especially by the efforts devoted to the theory
of errors and the method
of least squares. Manfield Merriman in his A List of writings relating to
the Method of Least Squares has supplied a list of 408
titles related to it carried from 1722 to 1874. Leon Harter
in "The Method of Least Squares and some Alternatives: Part I," International Statistical Review
Vol. 42,
No. 2 (1974) pp. 147-174 extended this to 1884. Comments on particular
papers are taken from Merriman.
The thirteen "proofs"
of the Method of Least Squares:
These are given in the order provided by Merriman.
This period is marked by
the publication of Laplace's
Théorie Analytique des
Probabilités
in 1812 and followed shortly thereafter with the Essai
Philosophique sur les probabilités in
1814.
Several of those who are more important
than others are given separate listings of papers. Namely,
- Adrien-Marie
Legendre who
first published in 1805 on the method of
least squares.
- Carl Gauss (1777-1855)
who contributed to the
science of statistics through his work on the method of least squares.
His works in this area span 1809 to 1828. Although Legendre was the
first to publish, he claimed to have used the
procedure twelve years before Legendre published.
- George Bessel (1784-1846) who,
during the period 1810 to 1845, contributed to the theory
of errors.
- Simeon Denis
Poisson (1781-1840) is known,
of course, for the Poisson Distribution, the Law of Large Numbers
and his simplification of Laplace.
He also investigated the optimal size of juries and the number of
jurors required to convict. His work spans 1824 to 1837.
- Joseph Fourier. (1768-1830)
who studied means and theory of errors.
- Miscellaneous
Investigations from 1801 to 1830
See also Cauchy below for early papers.
Several of those who are more important than others are given
separate listings of papers. Namely,
The papers of George Boole are separated from the others in this period.
Maurice Kendall and Alison Doig produced in three volumes a Bibliography of Statistical Literature
(1962-). Volume 1 consists of publications during 1950-1958; Volume
2 1940-1949; Volume 3 Pre-1940 publications and supplements for
1940-49 and 1950-58.