Pierre Simon de Laplace (1749-1827)
Pierre Simon de Laplace once said,
The most important questions of life are, for the most part, really only problems of probability… It is remarkable that probability, which began with the consideration of games of chance, should have become the most important object of human knowledge (Lightner, 1991, p. 628).
Laplace was born in Normandy, France. At age 16, he started studying mathematics at the University of Caen; he then moved to Paris to look for work. He brought some letters of recommendation to Jean le Rond d'Alembert (1717-1783), a well-known mathematician, without much success. However, he then wrote a description of principles of mechanics, which impressed d'Alembert enough to find him a teaching job at École Militaire in Paris.
His interests were extensive, which helped him draw connections between different areas of study. In his study of astronomy, he realized that many of the ideas he worked with were probabilistic. For example, in predicting the location of celestial bodies, there was always some error unrelated to the measurement technique. He concluded that there were unknown forces that caused this deviation, but that if researchers knew every initial condition, they would be able to predict locations of celestial bodies with perfect precision. Then, to gain greater precision one would simply need more information. Such a belief in predictability is a deterministic view of the universe. In contrast, today, the commonly held belief is that not only do we not know everything that would influence a future event such as the location of a celestial body, we cannot know everything, meaning there is some randomness involved.
Laplace made major contributions to the development of probability and statistics by introducing the theory of continuous probability, proving the first general Central Limit Theorem, furthering Bayes' work with his eponymous Theorem, and combining linear models and probability theory to further linear regression. He also published the following influential works: Celestial Mechanics (1799), Théorie Analytique des Probabilités (1812), Essai philosophique sure les probabilités (1814).