Definition
Pierre-Simon Laplace (1749-1827) was the towering figure of classical probability. His Theorie analytique des probabilites (1812) and the more accessible Essai philosophique sur les probabilites (1814) synthesised everything known about chance into a coherent mathematical and philosophical system that dominated the subject for a century.
Laplace gave classical probability its canonical formulation (the principle of indifference), pioneered inverse probability (a precursor of modern Bayesian inference), applied probability to astronomy and demography, and articulated the determinist vision of a universe whose every state could in principle be calculated.
Why it matters
How it works
Laplace's approach combined an extraordinary calculational facility with a clear philosophical vision. For him, probability was the language we use to describe a world that is deterministic in principle but whose details exceed our knowledge. His treatise organised the subject around the principle of indifference, the addition and multiplication rules, expected values, and inverse probability, illustrated with applications from astronomy, gambling, and judicial decisions.
Although his strong reliance on the principle of indifference would later be criticised as subjective, his work set the agenda for 19th-century probability and shaped the way the subject was taught well into the 20th.