Classic Problems of Probability

Preface

Having taught probability for the last 12 years or so, I finally decided it was time to put down my “experiences” with the subject in the form of a book. However, there are already so many excellent texts in probability¹ out there that writing yet another one was not something that really interested me. Therefore, I decided to write something that was a bit different.

Probability is a most fascinating and unique subject. However, one of its uniquenesses lies in the way common sense and intuition often fail when applied to apparently simple problems. The primary objective of this book is to examine some of the “classic” problems of probability that stand out, either because they have contributed to the field, or because they have been of historical significance. I also include in this definition problems that are of a counterintuitive nature. Not all the “classic” problems are old: Problem 33: Parrondo's Perplexing Paradox, for example, was discovered as recently as 1996. The book has considerable coverage of the history of the probability, although it is not a book on the history of the subject. The approach I have adopted here is to try to offer insights into the subject through its rich history. This book is targeted primarily to readers who have had at least a basic course in probability. Readers in the history of probability might also find it useful.

I have worked hard to make the presentation as clear as possible so that the book can be accessible to a wide audience. ...