**1. Introduction**

The theory of probability was developed in the 17th century. It has got its origin from game of poker after a dispute. It led two famous French mathematicians, Blaise Pascal and Pierre de Fermat to create a theory of probability. Antoine Gombaud, Chevalier de Méré, a French nobleman with an interest in gaming and gambling questions, called Pascal's attention to an apparent contradiction concerning a popular dice game. The game consisted of tossing a pair of dice 24 times; the issue was determining whether to bet even money on the occurrence of at least one "double six" during the 24 spins. A seemingly well-established gambling law led de Méré to conclude that betting on a double six in 24 spins would be profitable, but the reverse was implied by his own estimates. Based on questions posed by de Méré, Pascal began to correspond with his friend Pierre Fermat about these problems, in which the basic concepts of probability theory were drawn for the first time. While a few special gambling problems had been resolved by some Italian mathematicians in the 15th and 16th centuries, no general theory had been developed before this famous correspondence. The Dutch scientist Christian Huygens, Leibniz's teacher, heard of this correspondence and shortly afterward (1657) wrote the first book on probability, De Ratiociniis in Ludo Aleae, a treatise on gambling-related problems. Thanks to the innate appeal of gambling, probability theory soon became popular and the subject developed swiftly in the 18th century. The key contributors to this time were Jakob Bernoulli (1654–1705) and de Moivre (1667–1754).

In 1812, Pierre de Laplace (1749–1827) applied several new theories and mathematical methods to his book, Théorie Analytique des Probabilités. Prior to Laplace, the theory of probability was concerned primarily with the development of a statistical study of gambling. Laplace has applied probabilistic principles to a variety of theoretical and practical problems. The theory of errors, actuarial mathematics, and statistical mechanics are examples of some of the main applications of probability theory that have been developed. Gornband took an initiation and an interest in this area in 1954. After him, many statistical authors have tried to reshape the idea of the former. The quest for a generally accepted meaning lasted almost three centuries and was marked by a great deal of controversy. The problem was eventually addressed in the 20th century by approaching probability theory on an axiomatic basis, by a Russian mathematician A. Kolmogorov [1].
