Willful Ignorance - Finding probabilities in an uncertain world

 

Willful Ignorance: The Mismeasurement of Uncertainty by Herbert Weisberg is a great book on the history of probability and the measure of uncertainty. It is not so much a history but rather a discussion of how great thinkers have tried to develop probability to address problems of uncertainty. 

Many of the great early thinkers about probability focused on gambling with set rules of the game. In real life, there are qualitative issues with uncertainty for which we must employ ignorance to make problems tractable. There is the need to think beyond the simple probability problem set-up and create a broader vision on problem context which addresses issues of uncertainty. Is this necessary? No, but thinking about uncertainty will lead to better problem descriptions and solutions.