THE CALCULUS OF PROBABILITIESFebruary 1, 2022
What has that calculus to do with physical science? The questions I shall raise—without, however, giving them a solution—are naturally raised by the philosopher who is examining the problems of physics. So far is this the case, that in the two preceding chapters I have several times used the words “probability” and “chance.”
“Predicted facts can only be probable.”
However solidly founded a prediction may appear to be, we are never absolutely certain that experiment will not prove it false; but the probability is often so great that practically it may be accepted. And a little farther on I added:—“See what a part the belief in simplicity plays in our generalisations. We have verified a simple law in a large number of particular cases, and we refuse to admit that this so-often-repeated coincidence is a mere effect of chance.” Thus, in a multitude of circumstances the physicist is often in the same position as the gambler who reckons up his chances. Every time that he reasons by induction, he more or less consciously requires thethe calculus of probabilities. 205 calculus of probabilities, and that is why I am obliged to open this chapter parenthetically, and to interrupt our discussion of method in the physical sciences in order to examine a little closer what this calculus is worth, and what dependence we may place upon it. The very name of the calculus of probabilities is a paradox. Probability as opposed to certainty is what one does not know, and how can we calculate the unknown? Yet many eminent scientists have devoted themselves to this calculus, and it cannot be denied that science has drawn therefrom no small advantage. How can we explain this apparent con- tradiction? Has probability been defined? Can it even be defined? And if it cannot, how can we venture to reason upon it? The definition, it will be said, is very simple. The probability of an event is the ratio of the number of cases favourable to the event to the total number of pos- sible cases. A simple example will show how incomplete this definition is:—I throw two dice. What is the prob- ability that one of the two at least turns up a 6? Each can turn up in six different ways; the number of possi- ble cases is 6 × 6 = 36. The number of favourable cases 11 is 11; the probability is . That is the correct solution. 36 But why cannot we just as well proceed as follows?—Thescience and hypothesis 206 6 × 7 points which turn up on the two dice form = 21 2 different combinations. Among these combinations, six 6 are favourable; the probability is . Now why is the 21 first method of calculating the number of possible cases more legitimate than the second? In any case it is not the definition that tells us. We are therefore bound to com- plete the definition by saying, “. . . to the total number of possible cases, provided the cases are equally probable.” So we are compelled to define the probable by the proba- ble. How can we know that two possible cases are equally probable? Will it be by a convention? If we insert at the beginning of every problem an explicit convention, well and good! We then have nothing to do but to apply the rules of arithmetic and algebra, and we complete our cal- culation, when our result cannot be called in question. But if we wish to make the slightest application of this result, we must prove that our convention is legitimate, and we shall find ourselves in the presence of the very dif- ficulty we thought we had avoided. It may be said that common-sense is enough to show us the convention that should be adopted. Alas! M. Bertrand has amused him- self by discussing the following simple problem:—“What is the probability that a chord of a circle may be greaterthe calculus of probabilities. 207 than the side of the inscribed equilateral triangle?” The illustrious geometer successively adopted two conventions which seemed to be equally imperative in the eyes of common-sense, and with one convention he finds 12 , and with the other 13 . The conclusion which seems to follow from this is that the calculus of probabilities is a useless science, that the obscure instinct which we call common- sense, and to which we appeal for the legitimisation of our conventions, must be distrusted. But to this conclu- sion we can no longer subscribe. We cannot do without that obscure instinct. Without it, science would be im- possible, and without it we could neither discover nor apply a law. Have we any right, for instance, to enun- ciate Newton’s law? No doubt numerous observations are in agreement with it, but is not that a simple fact of chance? and how do we know, besides, that this law which has been true for so many generations will not be untrue in the next? To this objection the only answer you can give is: It is very improbable. But grant the law. By means of it I can calculate the position of Jupiter in a year from now. Yet have I any right to say this? Who can tell if a gigantic mass of enormous velocity is not going to pass near the solar system and produce unfore- seen perturbations? Here again the only answer is: It isscience and hypothesis 208 very improbable. From this point of view all the sciences would only be unconscious applications of the calculus of probabilities. And if this calculus be condemned, then the whole of the sciences must also be condemned. I shall not dwell at length on scientific problems in which the in- tervention of the calculus of probabilities is more evident. In the forefront of these is the problem of interpolation, in which, knowing a certain number of values of a function, we try to discover the intermediary values. I may also mention the celebrated theory of errors of observation, to which I shall return later; the kinetic theory of gases, a well-known hypothesis wherein each gaseous molecule is supposed to describe an extremely complicated path, but in which, through the effect of great numbers, the mean phenomena which are all we observe obey the sim- ple laws of Mariotte and Gay-Lussac. All these theories are based upon the laws of great numbers, and the cal- culus of probabilities would evidently involve them in its ruin. It is true that they have only a particular interest, and that, save as far as interpolation is concerned, they are sacrifices to which we might readily be resigned. But I have said above, it would not be these partial sacrifices that would be in question; it would be the legitimacy of the whole of science that would be challenged. I quite seethe calculus of probabilities. 209 that it might be said: We do not know, and yet we must act. As for action, we have not time to devote ourselves to an inquiry that will suffice to dispel our ignorance. Besides, such an inquiry would demand unlimited time. We must therefore make up our minds without knowing. This must be often done whatever may happen, and we must follow the rules although we may have but little confidence in them. What I know is, not that such a thing is true, but that the best course for me is to act as if it were true. The calculus of probabilities, and there- fore science itself, would be no longer of any practical value. Unfortunately the difficulty does not thus disappear. A gambler wants to try a coup, and he asks my advice. If I give it him, I use the calculus of probabilities; but I shall not guarantee success. That is what I shall call subjective probability. In this case we might be content with the explanation of which I have just given a sketch. But assume that an observer is present at the play, that he knows of the coup, and that play goes on for a long time, and that he makes a summary of his notes. He will find that events have taken place in conformity with the laws of the calculus of probabilities. That is what I shall call objective probability, and it is this phenomenonscience and hypothesis 210 which has to be explained. There are numerous Insur- ance Societies which apply the rules of the calculus of probabilities, and they distribute to their shareholders dividends, the objective reality of which cannot be con- tested. In order to explain them, we must do more than invoke our ignorance and the necessity of action. Thus, absolute scepticism is not admissible. We may distrust, but we cannot condemn en bloc. Discussion is necessary. I. Classification of the Problems of Probability.—In order to classify the problems which are presented to us with reference to probabilities, we must look at them from different points of view, and first of all, from that of generality. I said above that probability is the ratio of the number of favourable to the number of possible cases. What for want of a better term I call general- ity will increase with the number of possible cases. This number may be finite, as, for instance, if we take a throw of the dice in which the number of possible cases is 36. That is the first degree of generality. But if we ask, for instance, what is the probability that a point within a circle is within the inscribed square, there are as many possible cases as there are points in the circle—that is to say, an infinite number. This is the second degree of gen- erality. Generality can be pushed further still. We maythe calculus of probabilities. 211 ask the probability that a function will satisfy a given condition. There are then as many possible cases as one can imagine different functions. This is the third degree of generality, which we reach, for instance, when we try to find the most probable law after a finite number of observations. Yet we may place ourselves at a quite dif- ferent point of view. If we were not ignorant there would be no probability, there could only be certainty. But our ignorance cannot be absolute, for then there would be no longer any probability at all. Thus the problems of probability may be classed according to the greater or less depth of this ignorance. In mathematics we may set ourselves problems in probability. What is the probabil- ity that the fifth decimal of a logarithm taken at random from a table is a 9. There is no hesitation in answering 1 . Here we possess all the data that this probability is 10 of the problem. We can calculate our logarithm without having recourse to the table, but we need not give our- selves the trouble. This is the first degree of ignorance. In the physical sciences our ignorance is already greater. The state of a system at a given moment depends on two things—its initial state, and the law according to which that state varies. If we know both this law and this initial state, we have a simple mathematical prob-science and hypothesis 212 lem to solve, and we fall back upon our first degree of ignorance. Then it often happens that we know the law and do not know the initial state. It may be asked, for instance, what is the present distribution of the minor planets? We know that from all time they have obeyed the laws of Kepler, but we do not know what was their initial distribution. In the kinetic theory of gases we as- sume that the gaseous molecules follow rectilinear paths and obey the laws of impact and elastic bodies; yet as we know nothing of their initial velocities, we know nothing of their present velocities. The calculus of probabilities alone enables us to predict the mean phenomena which will result from a combination of these velocities. This is the second degree of ignorance. Finally it is possible, that not only the initial conditions but the laws them- selves are unknown. We then reach the third degree of ignorance, and in general we can no longer affirm any- thing at all as to the probability of a phenomenon. It often happens that instead of trying to discover an event by means of a more or less imperfect knowledge of the law, the events may be known, and we want to find the law; or that, instead of deducing effects from causes, we wish to deduce the causes from the effects. Now, these problems are classified as probability of causes, and arethe calculus of probabilities. 213 the most interesting of all from their scientific applica- tions. I play at écarté with a gentleman whom I know to be perfectly honest. What is the chance that he turns up the king? It is 18 . This is a problem of the probability of effects. I play with a gentleman whom I do not know. He has dealt ten times, and he has turned the king up six times. What is the chance that he is a sharper? This is a problem in the probability of causes. It may be said that it is the essential problem of the experimental method. I have observed n values of x and the corresponding values of y. I have found that the ratio of the latter to the former is practically constant. There is the event; what is the cause? Is it probable that there is a general law according to which y would be proportional to x, and that small divergencies are due to errors of observation? This is the type of question that we are ever asking, and which we unconsciously solve whenever we are engaged in scientific work. I am now going to pass in review these different categories of problems by discussing in succession what I have called subjective and objective probability. II. Probability in Mathematics.—The impossibility of squaring the circle was shown in 1885, but before that date all geometers considered this impossibility as so “probable” that the Académie des Sciences rejectedscience and hypothesis 214 without examination the, alas! too numerous memoirs on this subject that a few unhappy madmen sent in every year. Was the Académie wrong? Evidently not, and it knew perfectly well that by acting in this manner it did not run the least risk of stifling a discovery of moment. The Académie could not have proved that it was right, but it knew quite well that its instinct did not deceive it. If you had asked the Academicians, they would have answered: “We have compared the probability that an unknown scientist should have found out what has been vainly sought for so long, with the probability that there is one madman the more on the earth, and the latter has appeared to us the greater.” These are very good reasons, but there is nothing mathematical about them; they are purely psychological. If you had pressed them further, they would have added: “Why do you expect a particular value of a transcendental function to be an algebraical number; if π be the root of an algebraical equation, why do you expect this root to be a period of the function sin 2x, and why is it not the same with the other roots of the same equation?” To sum up, they would have invoked the principle of sufficient reason in its vaguest form. Yet what information could they draw from it? At most a rule of conduct for the employmentthe calculus of probabilities. 215 of their time, which would be more usefully spent at their ordinary work than in reading a lucubration that inspired in them a legitimate distrust. But what I called above objective probability has nothing in common with this first problem. It is otherwise with the second. Let us consider the first 10, 000 logarithms that we find in a table. Among these 10, 000 logarithms I take one at random. What is the probability that its third decimal is an even number? You will say without any hesitation that the probability is 12 , and in fact if you pick out in a table the third decimals in these 10, 000 numbers you will find nearly as many even digits as odd. Or, if you prefer it, let us write 10, 000 numbers corresponding to our 10, 000 logarithms, writing down for each of these numbers +1 if the third decimal of the corresponding logarithm is even, and −1 if odd; and then let us take the mean of these 10, 000 numbers. I do not hesitate to say that the mean of these 10, 000 units is probably zero, and if I were to calculate it practically, I would verify that it is extremely small. But this verification is needless. I might have rigorously proved that this mean is smaller than 0.003. To prove this result I should have had to make a rather long calculation for which there is no room here, and for which I may refer the reader toscience and hypothesis 216 an article that I published in the Revue générale des Sci- ences, April 15th, 1899. The only point to which I wish to draw attention is the following. In this calculation I had occasion to rest my case on only two facts—namely, that the first and second derivatives of the logarithm re- main, in the interval considered, between certain limits. Hence our first conclusion is that the property is not only true of the logarithm but of any continuous func- tion whatever, since the derivatives of every continuous function are limited. If I was certain beforehand of the result, it is because I have often observed analogous facts for other continuous functions; and next, it is because I went through in my mind in a more or less unconscious and imperfect manner the reasoning which led me to the preceding inequalities, just as a skilled calculator before finishing his multiplication takes into account what it ought to come to approximately. And besides, since what I call my intuition was only an incomplete summary of a piece of true reasoning, it is clear that observation has confirmed my predictions, and that the objective and subjective probabilities are in agreement. As a third example I shall choose the following:—The number u is taken at random and n is a given very large integer. What is the mean value of sin nu? This problemthe calculus of probabilities. 217 has no meaning by itself. To give it one, a convention is required—namely, we agree that the probability for the number u to lie between a and a + da is φ(a) da; that it is therefore proportional to the infinitely small interval da, and is equal to this multiplied by a function φ(a), only depending on a. As for this function I choose it arbitrar- ily, but I must assume it to be continuous. The value of sin nu remaining the same when u increases by 2π, I may without loss of generality assume that u lies between 0 and 2π, and I shall thus be led to suppose that φ(a) is a periodic function whose period is 2π. The mean value that we seek is readily expressed by a simple integral, and it is easy to show that this integral is smaller than 2πM K , n K M K being the maximum value of the Kth derivative of φ(u). We see then that if the Kth derivative is finite, our mean value will tend towards zero when n increases 1 indefinitely, and that more rapidly than K+1 . n The mean value of sin nu when n is very large is there- fore zero. To define this value I required a convention, but the result remains the same whatever that convention may be. I have imposed upon myself but slight restric-science and hypothesis 218 tions when I assumed that the function φ(a) is continuous and periodic, and these hypotheses are so natural that we may ask ourselves how they can be escaped. Examina- tion of the three preceding examples, so different in all respects, has already given us a glimpse on the one hand of the rôle of what philosophers call the principle of suffi- cient reason, and on the other hand of the importance of the fact that certain properties are common to all contin- uous functions. The study of probability in the physical sciences will lead us to the same result. III. Probability in the Physical Sciences.—We now come to the problems which are connected with what I have called the second degree of ignorance—namely, those in which we know the law but do not know the ini- tial state of the system. I could multiply examples, but I shall take only one. What is the probable present dis- tribution of the minor planets on the zodiac? We know they obey the laws of Kepler. We may even, without changing the nature of the problem, suppose that their orbits are circular and situated in the same plane, a plane which we are given. On the other hand, we know abso- lutely nothing about their initial distribution. However, we do not hesitate to affirm that this distribution is now nearly uniform. Why? Let b be the longitude of a minorthe calculus of probabilities. 219 planet in the initial epoch—that is to say, the epoch zero. Let a be its mean motion. Its longitude at the present time—i.e., at the time t will be at + b. To say that the present distribution is uniform is to say that the mean value of the sines and cosines of multiples of at + b is zero. Why do we assert this? Let us represent our minor planet by a point in a plane—namely, the point whose co-ordinates are a and b. All these representative points will be contained in a certain region of the plane, but as they are very numerous this region will appear dotted with points. We know nothing else about the distribu- tion of the points. Now what do we do when we apply the calculus of probabilities to such a question as this? What is the probability that one or more representative points may be found in a certain portion of the plane? In our ignorance we are compelled to make an arbitrary hypothesis. To explain the nature of this hypothesis I may be allowed to use, instead of a mathematical for- mula, a crude but concrete image. Let us suppose that over the surface of our plane has been spread imaginary matter, the density of which is variable, but varies con- tinuously. We shall then agree to say that the probable number of representative points to be found on a cer- tain portion of the plane is proportional to the quantityscience and hypothesis 220 of this imaginary matter which is found there. If there are, then, two regions of the plane of the same extent, the probabilities that a representative point of one of our minor planets is in one or other of these regions will be as the mean densities of the imaginary matter in one or other of the regions. Here then are two distributions, one real, in which the representative points are very numer- ous, very close together, but discrete like the molecules of matter in the atomic hypothesis; the other remote from reality, in which our representative points are replaced by imaginary continuous matter. We know that the latter cannot be real, but we are forced to adopt it through our ignorance. If, again, we had some idea of the real distri- bution of the representative points, we could arrange it so that in a region of some extent the density of this imag- inary continuous matter may be nearly proportional to the number of representative points, or, if it is preferred, to the number of atoms which are contained in that re- gion. Even that is impossible, and our ignorance is so great that we are forced to choose arbitrarily the func- tion which defines the density of our imaginary matter. We shall be compelled to adopt a hypothesis from which we can hardly get away; we shall suppose that this func- tion is continuous. That is sufficient, as we shall see, tothe calculus of probabilities. 221 enable us to reach our conclusion. What is at the instant t the probable distribution of the minor planets—or rather, what is the mean value of the sine of the longitude at the moment t—i.e., of sin(at + b)? We made at the outset an arbitrary conven- tion, but if we adopt it, this probable value is entirely defined. Let us decompose the plane into elements of surface. Consider the value of sin(at + b) at the centre of each of these elements. Multiply this value by the surface of the element and by the corresponding density of the imaginary matter. Let us then take the sum for all the elements of the plane. This sum, by definition, will be the probable mean value we seek, which will thus be expressed by a double integral. It may be thought at first that this mean value depends on the choice of the function φ which defines the density of the imagi- nary matter, and as this function φ is arbitrary, we can, according to the arbitrary choice which we make, ob- tain a certain mean value. But this is not the case. A simple calculation shows us that our double integral de- creases very rapidly as t increases. Thus, I cannot tell what hypothesis to make as to the probability of this or that initial distribution, but when once the hypothesis is made the result will be the same, and this gets me outscience and hypothesis 222 of my difficulty. Whatever the function φ may be, the mean value tends towards zero as t increases, and as the minor planets have certainly accomplished a very large number of revolutions, I may assert that this mean value is very small. I may give to φ any value I choose, with one restriction: this function must be continuous; and, in fact, from the point of view of subjective probability, the choice of a discontinuous function would have been unreasonable. What reason could I have, for instance, for supposing that the initial longitude might be exactly 0 ◦ , but that it could not lie between 0 ◦ and 1 ◦ ? The difficulty reappears if we look at it from the point of view of objective probability; if we pass from our imag- inary distribution in which the supposititious matter was assumed to be continuous, to the real distribution in which our representative points are formed as discrete atoms. The mean value of sin(at + b) will be represented quite simply by 1 X sin(at + b), n n being the number of minor planets. Instead of a double integral referring to a continuous function, we shall have a sum of discrete terms. However, no one will seriously doubt that this mean value is practically very small. Ourthe calculus of probabilities. 223 representative points being very close together, our dis- crete sum will in general differ very little from an integral. An integral is the limit towards which a sum of terms tends when the number of these terms is indefinitely in- creased. If the terms are very numerous, the sum will differ very little from its limit—that is to say, from the integral, and what I said of the latter will still be true of the sum itself. But there are exceptions. If, for instance, π − at, the longitude of for all the minor planets b = 2 π all the planets at the time t would be , and the mean 2 value in question would be evidently unity. For this to be the case at the time 0, the minor planets must have all been lying on a kind of spiral of peculiar form, with its spires very close together. All will admit that such an initial distribution is extremely improbable (and even if it were realised, the distribution would not be uniform at the present time—for example, on the 1st January 1900; but it would become so a few years later). Why, then, do we think this initial distribution improbable? This must be explained, for if we are wrong in rejecting as improb- able this absurd hypothesis, our inquiry breaks down, and we can no longer affirm anything on the subject of the probability of this or that present distribution. Oncescience and hypothesis 224 more we shall invoke the principle of sufficient reason, to which we must always recur. We might admit that at the beginning the planets were distributed almost in a straight line. We might admit that they were irregularly distributed. But it seems to us that there is no sufficient reason for the unknown cause that gave them birth to have acted along a curve so regular and yet so compli- cated, which would appear to have been expressly chosen so that the distribution at the present day would not be uniform. IV. Rouge et Noir.—The questions raised by games of chance, such as roulette, are, fundamentally, quite analo- gous to those we have just treated. For example, a wheel is divided into a large number of equal compartments, al- ternately red and black. A ball is spun round the wheel, and after having moved round a number of times, it stops in front of one of these sub-divisions. The probability that the division is red is obviously 12 . The needle de- scribes an angle θ, including several complete revolutions. I do not know what is the probability that the ball is spun with such a force that this angle should lie between θ and θ + dθ, but I can make a convention. I can suppose that this probability is φ(θ) dθ. As for the function φ(θ), I can choose it in an entirely arbitrary manner. I havethe calculus of probabilities. 225 nothing to guide me in my choice, but I am naturally in- duced to suppose the function to be continuous. Let be a length (measured on the circumference of the circle of radius unity) of each red and black compartment. We have to calculate the integral of φ(θ) dθ, extending it on the one hand to all the red, and on the other hand to all the black compartments, and to compare the results. Consider an interval 2 comprising two consecutive red and black compartments. Let M and m be the maxi- mum and minimum values of the function φ(θ) in this interval. The integral P extended to the red compartments will be smaller than M; extended to the black it will P be greater than m. The difference will therefore be P smaller than (M − m). But if the function φ is sup- posed continuous, and if on the other hand the interval is very small with respect to the total angle described by the needle, the difference M − m will be very small. The difference of the two integrals will be therefore very small, and the probability will be very nearly 2 1 . We see that without knowing anything of the function φ we must act as if the probability were 12 . And on the other hand it ex- plains why, from the objective point of view, if I watch a certain number of coups, observation will give me almost as many black coups as red. All the players know thisscience and hypothesis 226 objective law; but it leads them into a remarkable error, which has often been exposed, but into which they are always falling. When the red has won, for example, six times running, they bet on black, thinking that they are playing an absolutely safe game, because they say it is a very rare thing for the red to win seven times running. In reality their probability of winning is still 12 . Observation shows, it is true, that the series of seven consecutive reds is very rare, but series of six reds followed by a black are also very rare. They have noticed the rarity of the series of seven reds; if they have not remarked the rarity of six reds and a black, it is only because such series strike the attention less. V. The Probability of Causes.—We now come to the problems of the probability of causes, the most impor- tant from the point of view of scientific applications. Two stars, for instance, are very close together on the celes- tial sphere. Is this apparent contiguity a mere effect of chance? Are these stars, although almost on the same visual ray, situated at very different distances from the earth, and therefore very far indeed from one another? or does the apparent correspond to a real contiguity? This is a problem on the probability of causes. First of all, I recall that at the outset of all problemsthe calculus of probabilities. 227 of probability of effects that have occupied our attention up to now, we have had to use a convention which was more or less justified; and if in most cases the result was to a certain extent independent of this convention, it was only the condition of certain hypotheses which enabled us à priori to reject discontinuous functions, for example, or certain absurd conventions. We shall again find some- thing analogous to this when we deal with the probability of causes. An effect may be produced by the cause a or by the cause b. The effect has just been observed. We ask the probability that it is due to the cause a. This is an à posteriori probability of cause. But I could not calculate it, if a convention more or less justified did not tell me in advance what is the à priori probability for the cause a to come into play—I mean the probability of this event to some one who had not observed the effect. To make my meaning clearer, I go back to the game of écarté mentioned before. My adversary deals for the first time and turns up a king. What is the probability that he is a sharper? The formulæ ordinarily taught give 9 8 , a result which is obviously rather surprising. If we look at it closer, we see that the conclusion is arrived at as if, before sitting down at the table, I had considered that there was one chance in two that my adversary was notscience and hypothesis 228 honest. An absurd hypothesis, because in that case I should certainly not have played with him; and this ex- plains the absurdity of the conclusion. The function on the à priori probability was unjustified, and that is why the conclusion of the à posteriori probability led me into an inadmissible result. The importance of this prelimi- nary convention is obvious. I shall even add that if none were made, the problem of the à posteriori probability would have no meaning. It must be always made either explicitly or tacitly. Let us pass on to an example of a more scientific character. I require to determine an experimental law; this law, when discovered, can be represented by a curve. I make a certain number of isolated observations, each of which may be represented by a point. When I have obtained these different points, I draw a curve between them as carefully as possible, giving my curve a regular form, avoiding sharp angles, accentuated inflexions, and any sudden variation of the radius of curvature. This curve will represent to me the probable law, and not only will it give me the values of the functions intermediary to those which have been observed, but it also gives me the observed values more accurately than direct observation does; that is why I make the curve pass near the pointsthe calculus of probabilities. 229 and not through the points themselves. Here, then, is a problem in the probability of causes. The effects are the measurements I have recorded; they depend on the combination of two causes—the true law of the phenomenon and errors of observation. Know- ing the effects, we have to find the probability that the phenomenon shall obey this law or that, and that the observations have been accompanied by this or that er- ror. The most probable law, therefore, corresponds to the curve we have traced, and the most probable error is rep- resented by the distance of the corresponding point from that curve. But the problem has no meaning if before the observations I had an à priori idea of the probability of this law or that, or of the chances of error to which I am exposed. If my instruments are good (and I knew whether this is so or not before beginning the observa- tions), I shall not draw the curve far from the points which represent the rough measurements. If they are in- ferior, I may draw it a little farther from the points, so that I may get a less sinuous curve; much will be sacri- ficed to regularity. Why, then, do I draw a curve without sinuosities? Because I consider à priori a law represented by a con- tinuous function (or function the derivatives of which toscience and hypothesis 230 a high order are small), as more probable than a law not satisfying those conditions. But for this conviction the problem would have no meaning; interpolation would be impossible; no law could be deduced from a finite number of observations; science would cease to exist. Fifty years ago physicists considered, other things be- ing equal, a simple law as more probable than a compli- cated law. This principle was even invoked in favour of Mariotte’s law as against that of Regnault. But this belief is now repudiated; and yet, how many times are we compelled to act as though we still held it! However that may be, what remains of this tendency is the be- lief in continuity, and as we have just seen, if the belief in continuity were to disappear, experimental science would become impossible. VI. The Theory of Errors.—We are thus brought to consider the theory of errors which is directly connected with the problem of the probability of causes. Here again we find effects—to wit, a certain number of irreconcilable observations, and we try to find the causes which are, on the one hand, the true value of the quantity to be mea- sured, and, on the other, the error made in each isolated observation. We must calculate the probable à posteri- ori value of each error, and therefore the probable valuethe calculus of probabilities. 231 of the quantity to be measured. But, as I have just ex- plained, we cannot undertake this calculation unless we admit à priori —i.e., before any observations are made— that there is a law of the probability of errors. Is there a law of errors? The law to which all calculators assent is Gauss’s law, that is represented by a certain transcen- dental curve known as the “bell.” But it is first of all necessary to recall the classic dis- tinction between systematic and accidental errors. If the metre with which we measure a length is too long, the number we get will be too small, and it will be no use to measure several times—that is a systematic error. If we measure with an accurate metre, we may make a mistake, and find the length sometimes too large and sometimes too small, and when we take the mean of a large num- ber of measurements, the error will tend to grow small. These are accidental errors. It is clear that systematic errors do not satisfy Gauss’s law, but do accidental errors satisfy it? Numerous proofs have been attempted, almost all of them crude paralo- gisms. But starting from the following hypotheses we may prove Gauss’s law: the error is the result of a very large number of partial and independent errors; each par- tial error is very small and obeys any law of probabilityscience and hypothesis 232 whatever, provided the probability of a positive error is the same as that of an equal negative error. It is clear that these conditions will be often, but not always, ful- filled, and we may reserve the name of accidental for er- rors which satisfy them. We see that the method of least squares is not legit- imate in every case; in general, physicists are more dis- trustful of it than astronomers. This is no doubt because the latter, apart from the systematic errors to which they and the physicists are subject alike, have to contend with an extremely important source of error which is en- tirely accidental—I mean atmospheric undulations. So it is very curious to hear a discussion between a physicist and an astronomer about a method of observation. The physicist, persuaded that one good measurement is worth more than many bad ones, is pre-eminently concerned with the elimination by means of every precaution of the final systematic errors; the astronomer retorts: “But you can only observe a small number of stars, and accidental errors will not disappear.” What conclusion must we draw? Must we continue to use the method of least squares? We must distinguish. We have eliminated all the systematic errors of which we have any suspicion; we are quite certain that therethe calculus of probabilities.
are others still, but we cannot detect them; and yet we must make up our minds and adopt a definitive value which will be regarded as the probable value; and for that purpose it is clear that the best thing we can do is to apply Gauss’s law. We have only applied a practical rule referring to subjective probability. And there is no more to be said.
Yet we want to go farther and say that not only the probable value is so much, but that the probable error in the result is so much. This is absolutely invalid : it would be true only if we were sure that all the systematic errors were eliminated, and of that we know absolutely nothing. We have two series of observations; by applying the law of least squares we find that the probable error in the first series is twice as small as in the second. The second series may, however, be more accurate than the first, be- cause the first is perhaps affected by a large systematic error. All that we can say is, that the first series is prob- ably better than the second because its accidental error is smaller, and that we have no reason for affirming that the systematic error is greater for one of the series than for the other, our ignorance on this point being absolute.
In the preceding lines I have set several problems, and have given no solution. I do not re-science and hypothesis gret this, for perhaps they will invite the reader to reflect on these delicate questions. However that may be, there are certain points which seem to be well established. To undertake the calcula- tion of any probability, and even for that calculation to have any meaning at all, we must admit, as a point of departure, an hypothesis or convention which has always something arbitrary about it. In the choice of this con- vention we can be guided only by the principle of suffi- cient reason. Unfortunately, this principle is very vague and very elastic, and in the cursory examination we have just made we have seen it assume different forms. The form under which we meet it most often is the belief in continuity, a belief which it would be difficult to justify by apodeictic reasoning, but without which all science would be impossible. Finally, the problems to which the calculus of probabilities may be applied with profit are those in which the result is independent of the hypothe- sis made at the outset, provided only that this hypothesis satisfies the condition of continuity.