The best reference is Jaynes's Probability Theory: The Logic of Science. The first three chapters are online for free and explain the development of probability

The best reference is Jaynes's Probability Theory: The Logic of Science. The first three chapters are online for free and explain the development of probability theory as a logic for plausible reasoning [1]. If you want to get a quick taste, I wrote a short blog post that introduces the theory while working through an interesting coin-toss problem [2]. [1] http://bayes.wustl.edu/etj/prob/book.pdf http://bayes.wustl.edu/etj/prob/book.pdf [2] http://blog.moertel.com/posts/2010-12-20-more-on-the-evidence-of-a-single-coin-toss.html http://blog.moertel.com/posts/2010-12-20-more-on-the-evidenc...