Imagine someone looking at the weather and seeing that the chance of rain was only 10 percent, but then found themselves caught in a rainstorm with no umbrella. Or imagine someone taking a test with true/false questions and getting them all wrong. Sound familiar? “It is part of probability that many improbable things will happen.” – Aristotle. Unlikely events have happened since the beginning of time, however, even more likely, or probable, events have occurred. The prediction of these events dates back to Blaise Pascal, a mathematician born in 1623. He helped gamblers come up with solutions to make their games fair and helped them predict their probability of winning a game of chance. This paper will address the history and background of probability, the mathematics behind it, and its real-world applications.