Real-World Probability Books: History of Probability

Many books in the Popular Science section, in particular Bernstein and Kaplan-Kaplan, provide easy to read historical sketches.

David, F.N. Games, Gods and Gambling: a history of probability and statistical ideas. Dover, 1998 (original 1962).

After recounting uses of dice and knucklebones in ancient times, focuses on development of mathematical probability by mathematicians from Cardano (1500s) through Galileo, Fermat, Pascal, Graunt, Huygens, James Bernoulli, Montmort to de Moivre (early 1700s). A serious scholar writing in serious but readable style, focusing on specific mathematical contributions and brief biographies rather than the background color of more popular works.

Devlin, K. The Unfinished Game: Pascal, Fermat, and the Seventeenth-Century Letter that Made the World Modern. Basic Books, 2008.

See my amazon.com review.

Szpiro, George P. Pricing the Future: Finance, Physics, and the 300-year Journey to the Black-Scholes Equation. Basic Books, 2011.

See my amazon.com review.

Gorroochurn, Prakash. Classic Problems of Probability. Wiley, 2012.

See my amazon.com review.

McGrayne, Sharon Bertsch. The Theory That Would Not Die: How Bayes' rule cracked the Enigma Code, hunted down Russian submarines, and emerged triumphant from two centuries of controversy. Yale University Press, 2011.

See my amazon.com review.

Scholarly books

The scholarly works below are non-technical in the mathematical sense, but too erudite for the general reader; I merely list the books I own.

Gigerenzer, Gerd et al The Empire of Chance. Cambridge University Press, 1989.