Ebook
Classic Problems of ProbabilityISBN: 9781118314333
328 pages
April 2012

Winner of the 2012 PROSE Award for Mathematics from The American Publishers Awards for Professional and Scholarly Excellence.
"A great book, one that I will certainly add to my personal
library."
—Paul J. Nahin, Professor Emeritus of Electrical
Engineering, University of New Hampshire
Classic Problems of Probability presents a lively account of the most intriguing aspects of statistics. The book features a large collection of more than thirty classic probability problems which have been carefully selected for their interesting history, the way they have shaped the field, and their counterintuitive nature.
From Cardano's 1564 Games of Chance to Jacob Bernoulli's 1713 Golden Theorem to Parrondo's 1996 Perplexing Paradox, the book clearly outlines the puzzles and problems of probability, interweaving the discussion with rich historical detail and the story of how the mathematicians involved arrived at their solutions. Each problem is given an indepth treatment, including detailed and rigorous mathematical proofs as needed. Some of the fascinating topics discussed by the author include:
 Buffon's Needle problem and its ingenious treatment by Joseph Barbier, culminating into a discussion of invariance
 Various paradoxes raised by Joseph Bertrand
 Classic problems in decision theory, including Pascal's Wager, Kraitchik's Neckties, and Newcomb's problem
 The Bayesian paradigm and various philosophies of probability
 Coverage of both elementary and more complex problems, including the Chevalier de Méré problems, Fisher and the lady testing tea, the birthday problem and its various extensions, and the BorelKolmogorov paradox
Classic Problems of Probability is an eyeopening, oneofakind reference for researchers and professionals interested in the history of probability and the varied problemsolving strategies employed throughout the ages. The book also serves as an insightful supplement for courses on mathematical probability and introductory probability and statistics at the undergraduate level.
Problem 1. Cardano and Games of Chance (1564) 8
Problem 2. Gailieo and a Discovery Concerning Dice (1620) 15
Problem 3. The Chevalier de Méré Problem I: The Problem of Dice (1654) 17
Problem 4. The Chevalier de Méré Problem II: The Problem of Points (1654) 22
Problem 5. Huygens and the Gambler’s Ruin (1657) 39
Problem 6. The PepysNewton Connection (1693) 47
Problem 7. Rencontres with Montmort (1708) 50
Problem 8. Jacob Bernoulli and his Golden Theorem (1713) 54
Problem 9. De Moivre’s Problem (1730) 71
Problem 10. De Moivre, Gauss, and the Normal Curve (1730, 1809) 79
Problem 11. Daniel Bernoulli and the St Petersburg Problem (1738) 94
Problem 12. D’Alembert and the “Croix ou Pile” Article (1754) 102
Problem 13. D’Alembert and the Gambler’s Fallacy (1761) 105
Problem 14. Bayes, Laplace, and Philosophies of Probability (1764, 1774) 109
Problem 15. Leibniz’s Error (1768) 132
Problem 16. The Buffon Needle Problem (1777) 134
Problem 17. Bertrand’s Ballot Problem (1887) 143
Problem 18. Bertrand’s Strange Three Boxes (1889) 147
Problem 19. Bertrand’s Chords (1889) 151
Problem 20. Three Coins and a Puzzle from Galton (1894) 156
Problem 21. Lewis Carroll’s Pillow Problem No. 72 (1894) 157
Problem 22. Borel and A Different Kind of Normality (1909) 161
Problem 23. Borel’s Paradox and Kolmogorov’s Axioms (1909, 1933) 165
Problem 24. Of Borel, Monkeys, and the New Creationism (1913) 173
Problem 25. Kraitchik’s Neckties and Newcomb’s Problem (1930, 1960)
Problem 26. Fisher and the lady Tasting Tea (1935) 188
Problem 27. Benford and the Peculiar Behavior of the First Significant Digit (1938) 195
Problem 28. Coinciding Birthdays (1939) 200
Problem 29. Lévy and the Arc Sine Law (1939) 206
Problem 30. Simpson’s Paradox (1951) 210
Problem 31. Gamow, Stern, and Elevators (1958) 215
Problem 32. MontyHall, Cars, and Goats (1975) 218
Problem 33. Parrondo’s Perplexing Paradox (1996) 224
Bibliography 230
Photo Credits 254
PRAKASH GORROOCHURN, PhD, is Assistant Professor in the Department of Biostatistics at Columbia University, where he is also a statistical consultant in the School of Social Work. Dr. Gorroochurn has published extensively in his areas of research interest, which include mathematical population genetics and genetic epidemiology.