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It is common lore that modern probability and statistical thinking burst upon the scene almost fully formed in the wake of the Pascal‐Fermat correspondence. One aspect of mathematical probability was related to empirical frequencies, as manifested in games of chance and certain statistical regularities in nature and society. This chapter surveys what actually transpired in the decades following the Pascal‐Fermat correspondence. The three tributaries of modern probability–mathematical rules, statistical regularities and measure of certainty–were flowing along various separate paths during the last half of the seventeenth century. They had barely begun to coalesce to form the coherent theory of probability that we recognize today. By reviewing comprehensively what actually happened during this period, one can understand better why mathematical probability was not yet ready to appear on the scene.