Abraham de Moivre

Abraham de Moivre's classic 1756 book The Doctrine of Chances was basically a handbook for gamblers. It enabled them to know how to bet in various games of chance.

It begins...

The Probability of an Event is greater or less, according to the number of Chances by which it may happen, compared with the whole number of Choices by which it may happen or fail.
This brief statement contains the assumption that all states are equally probable, assuming that we have no information that indicates otherwise.

While this describes our information epistemically, making it a matter of human knowledge, we can say ontologically that the world contains no information that would make any state more probable than the others. Such information simply does not exist. This is sometimes called the principle of insufficient reason or the principle of indifference.

If that information did exist, it could and would be revealed in large numbers of experimental trials, which provide the statistics on the different "states."

Probabilities are theories. Statistics are experiments.

In the philosophical controversies between a priori or epistemic probability and a posteriori or ontological probability, the latter is often said to be the "frequency" interpretation of probability.

de Moivre's work is the entire basis for the increase of entropy in statistical mechanics.

All other things being equal, any physical system evolves toward the macrostate with the greatest number of microstates consistent with the information contained in the macrostate.

Probability Distributions
de Moivre worked out the mathematics for the binomial distribution by analyzing the tosses of a coin. If p is the probability of a "heads" and q = 1 - p the probability of "tails," then the probability of k heads is

Pr(k) = (n!/(n - k)! k!)p(n - k)qk

Pierre-Simon Laplace also derived this result, which is sometimes called the de Moivre-Laplace Theorem.

de Moivre also was the first to approximate the factorial for large n as

n! ≈ (constant) √n nn e-n

James Stirling determined the constant in de Moivre's approximation ( = √(2π), which is now commonly called Stirling's approximation.

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