Chapter 1
I. J. Good, Probability and the Weighing of Evidence (Griffin, 1950). Jack Good worked with Alan Turing on the Enigma project at Bletchley Park, and later at Manchester University.
L. J. Savage, The Foundations of Statistics (Wiley, 1954). Jimmie Savage was a leader of the subjective approach to probability.
Chapter 3
W. Feller, An Introduction to Probability Theory and Its Applications , Vol. I (Editions, 1950, 1957, 1968). Unsurpassed in its influence.
I. Hacking, The Emergence of Probability (Cambridge University Press, 1975). Authoritative, highly respected.
A. N. Kolmogorov, Foundations of the Theory of Probability , 2nd edn. (Chelsea, 1956). (The original publication in 1933 was Grundbegriffe der Wahrscheinlichtkeitsrechnung .)
S. M. Stigler, The History of Statistics (Harvard University Press, 1986). Scholarly work, meticulously researched.
I. Todhunter, A History of the Mathematical Theory of Probability from the Time of Pascal to that of Laplace (Chelsea, 1949). The chapter on Laplace contributes almost a quarter of this comprehensive work.
Chapter 4
D. J. Hand, Statistics: A Very Short Introduction (Oxford University Press, 2008). Very readable account from a President of the Royal Statistical Society.
Chapter 5
B. Goldacre, Bad Science (Harper Perennial, 2008). Mainly about misuses of statistics in medical science, full of good sense.
Chapter 6
N. Henze and H. Riedwyl, How To Win More (A. K. Peters, 1998). The subtitle ‘Strategies for increasing a lottery win’ tells it all.
E. O. Thorp, Beat the Dealer (Vintage Books, 1966). Made Thorp famous, but his fortune came from the stock market, not casinos.
Chapter 7
J. Fan and R. A. Levine, ‘To Amnio or Not To Amnio: That Is the Decision for Bayes’, Chance , 20(3) (2007). The full account, outlined in this book.
RAND Corporation, One Million Random Digits, with 100,000 Normal Deviates (RAND, 1955). Contains exactly what it says on the tin.