Pierre-Simon Laplace (1749-1827) is remembered amoung probabilitists today particularly for his "Theorie analytique des probabilites," published in 1812. The "Essai philosophique dur les probabilites" is his introduction for the second edition of this work. Here Laplace provided a popular exposition on his "Theorie." The "Essai," based on a lecture on probability given by Laplace in 1794, underwent sweeping changes, almost doubling in size, in the various editions published during Laplace's lifetime. Translations of various editions in different languages have apeared over the years. The only English translation of 1902 reads awkwardly today. This is a thorough and modern translation based on the recent re-issue, with its voluminous notes, of the fifth edition of 1826, with preface by Rene Thom and postscript by Bernard Bru. In the second part of the book, the reader is provided with an extensive commentary by the translator including valuable histographical and mathematical remarks and various proofs.