A Philosophical Essay on Probabilities/Chapter 16
CHAPTER XVI.
CONCERNING ILLUSIONS IN THE ESTIMATION OF PROBABILITIES.
The mind has its illusions as the sense of sight; and in the same manner that the sense of feeling corrects the latter, reflection and calculation correct the former. Probability based upon a daily experience, or exaggerated by fear and by hope, strikes us more than a superior probability but it is only a simple result of calculus. Thus we do not fear in return for small advantages to expose our life to dangers much less improbable than the drawing of a quint in the lottery of France; and yet no one would wish to procure for himself the same advantages with the certainty of losing his life if this quint should be drawn.
Our passions, our prejudices, and dominating opinions, by exaggerating the probabilities which are favorable to them and by attenuating the contrary probabilities, are the abundant sources of dangerous illusions.
Present evils and the cause which produced them effect us much more than the remembrance of evils produced by the contrary cause; they prevent us from appreciating with justice the inconveniences of the ones and the others, and the probability of the proper means to guard ourselves against them. It is this which leads alternately to despotism and to anarchy the people who are driven from the state of repose to which they never return except after long and cruel agitations.
This vivid impression which we receive from the presence of events, and which allows us scarcely to remark the contrary events observed by others, is a principal cause of error against which one cannot sufficiently guard himself.
It is principally at games of chance that a multitude of illusions support hope and sustain it against unfavorable chances. The majority of those who play at lotteries do not know how many chances are to their advantage, how many are contrary to them. They see only the possibility by a small stake of gaining a considerable sum, and the projects which their imagination brings forth, exaggerate to their eyes the probability of obtaining it; the poor man especially, excited by the desire of a better fate, risks at play his necessities by clinging to the most unfavorable combinations which promise him a great benefit. All would be without doubt surprised by the immense number of stakes lost if they could know of them; but one takes care on the contrary to give to the winnings a great publicity, which becomes a new cause of excitement for this funereal play.
When a number in the lottery of France has not been drawn for a long time the crowd is eager to cover it with stakes. They judge since the number has not been drawn for a long time that it ought at the next drawing to be drawn in preference to others. So common an error appears to me to rest upon an illusion by which one is carried back involuntarily to the origin of events. It is, for example, very improbable that at the play of heads and tails one will throw heads ten times in succession. This improbability which strikes us indeed when it has happened nine times, leads us to believe that at the tenth throw tails will be thrown. But the past indicating in the coin a greater propensity for heads than for tails renders the first of the events more probable than the second; it increases as one has seen the probability of throwing heads at the following throw. A similar illusion persuades many people that one can certainly win in a lottery by placing each time upon the same number, until it is drawn, a stake whose product surpasses the sum of all the stakes. But even when similar speculations would not often be stopped by the impossibility of sustaining them they would not diminish the mathematical disadvantage of speculators and they would increase their moral disadvantage, since at each drawing they would risk a very large part of their fortune.
I have seen men, ardently desirous of having a son, who could learn only with anxiety of the births of boys in the month when they expected to become fathers. Imagining that the ratio of these births to those of girls ought to be the same at the end of each month, they judged that the boys already born would render more probable the births next of girls. Thus the extraction of a white ball from an urn which contains a limited number of white balls and of black balls increases the probability of extracting a black ball at the following drawing. But this ceases to take place when the number of balls in the urn is unlimited, as one must suppose in order to compare this case with that of births. If, in the course of a month, there were born many more boys than girls, one might suspect that toward the time of their conception a general cause had favored masculine conception, which would render more probable the birth next of a boy. The irregular events of nature are not exactly comparable to the drawing of the numbers of a lottery in which all the numbers are mixed at each drawing in such a manner as to render the chances of their drawing perfectly equal. The frequency of one of these events seems to indicate a cause slightly favoring it, which increases the probability of its next return, and its repetition prolonged for a long time, such as a long series of rainy days, may develop unknown causes for its change; so that at each expected event we are not, as at each drawing of a lottery, led back to the same state of indecision in regard to what ought to happen. But in proportion as the observation of these events is multiplied, the comparison of their results with those of lotteries becomes more exact.
By an illusion contrary to the preceding ones one seeks in the past drawings of the lottery of France the numbers most often drawn, in order to form combinations upon which one thinks to place the stake to advantage. But when the manner in which the mixing of the numbers in this lottery is considered, the past ought to have no influence upon the future. The very frequent drawings of a number are only the anomalies of chance; I have submitted several of them to calculation and have constantly found that they are included within the limits which the supposition of an equal possibility of the drawing of all the numbers allows us to admit without improbability.
In a long series of events of the same kind the single chances of hazard ought sometimes to offer the singular veins of good luck or bad luck which the majority of players do not fail to attribute to a kind of fatality. It happens often in games which depend at the same time upon hazard and upon the competency of the players, that that one who loses, troubled by his loss, seeks to repair it by hazardous throws which he would shun in another situation; thus he aggravates his own ill luck and prolongs its duration. It is then that prudence becomes necessary and that it is of importance to convince oneself that the moral disadvantage attached to unfavorable chances is increased by the ill luck itself.
The opinion that man has long been placed in the centre of the universe, considering himself the special object of the cares of nature, leads each individual to make himself the centre of a more or less extended sphere and to believe that hazard has preference for him. Sustained by this belief, players often risk considerable sums at games when they know that the chances are unfavorable. In the conduct of life a similar opinion may sometimes have advantages; but most often it leads to disastrous enterprises. Here as everywhere illusions are dangerous and truth alone is generally useful.
One of the great advantages of the calculus of probabilities is to teach us to distrust first opinions. As we recognize that they often deceive when they may be submitted to calculus, we ought to conclude that in other matters confidence should be given only after extreme circumspection. Let us prove this by example.
An urn contains four balls, black and white, but which are not all of the same color. One of these balls has been drawn whose color is white and which has been put back in the urn in order to proceed again to similar drawings. One demands the probability of extracting only black balls in the four following drawings.
If the white and black were in equal number this probability would be the fourth power of the probability 12 of extracting a black ball at each drawing; it would be then 116. But the extraction of a white ball at the first drawing indicates a superiority in the number of white balls in the urn; for if one supposes in the urn three white balls and one black the probability of extracting a white ball is 34; it is 24 if one supposes two white balls and two black; finally it is reduced to 14 if one supposes three black balls and one white. Following the principle of the probability of causes drawn from events the probabilities of these three suppositions are among themselves as the quantities 34, 24, 14; they are consequently equal to 36, 26, 16. It is thus a bet of 5 against 1 that the number of black balls is inferior, or at the most equal, to that of the white. It seems then that after the extraction of a white ball at the first drawing, the probability of extracting successively four black balls ought to be less than in the case of the equality of the colors or smaller than one sixteenth. However, it is not, and it is found by a very simple calculation that this probability is greater than one fourteenth. Indeed it would be the fourth power of 14, of 24, and of 34 in the first, the second, and the third of the preceding suppositions concerning the colors of the balls in the urn. Multiplying respectively each power by the probability of the corresponding supposition, or by 36, 26, and 16, the sum of the products will be the probability of extracting successively four black balls. One has thus for this probability 29384, a fraction greater than 114. This paradox is explained by considering that the indication of the superiority of white balls over the black ones at the first drawing does not exclude at all the superiority of the black balls over the white ones, a superiority which excludes the supposition of the equality of the colors. But this superiority, though but slightly probable, ought to render the probability of drawing successively a given number of black balls greater than in this supposition if the number is considerable; and one has just seen that this commences when the given number is equal to four. Let us consider again an urn which contains several white and black balls. Let us suppose at first that there is only one white ball and one black. It is then an even bet that a white ball will be extracted in one drawing. But it seems for the equality of the bet that one who bets on extracting the white ball ought to have two drawings if the urn contains two black and one white, three drawings if it contains three black and one white, and so on; it is supposed that after each drawing the extracted ball is placed again in the urn.
We are convinced easily that this first idea is erroneous. Indeed in the case of two black and one white ball, the probability of extracting two black in two drawings is the second power of 23 or 49; but this probability added to that of drawing a white ball in two drawings is certainty or unity, since it is certain that two black balls or at least one white ball ought to be drawn; the probability in this last case is then 59, a fraction greater than 12. There would still be a greater advantage in the bet of drawing one white ball in five draws when the urn contains five black and one white ball; this bet is even advantageous in four drawings; it returns then to that of throwing six in four throws with a single die.
The Chevalier de Meré, who caused the invention of the calculus of probabilities by encouraging his friend Pascal, the great geometrician, to occupy himself with it, said to him "that he had found error in the numbers by this ratio. If we undertake to make six with one die there is an advantage in undertaking it in four throws, as 671 to 625. If we undertake to make two sixes with two dice, there is a disadvantage in undertaking in 24 throws. At least 24 is to 36, the number of the faces of the two dice, as 4 is to 6, the number of faces of one die." "This was," wrote Pascal to Fermat, "his great scandal which caused him to say boldly that the propositions were not constant and that arithmetic was demented. ... He has a very good mind, but he is not a geometrician, which is, as you know, a great fault. " The Chevalier de Meré, deceived by a false analogy, thought that in the case of the equality of bets the number of throws ought to increase in proportion to the number of all the chances possible, which is not exact, but which approaches exactness as this number becomes larger.
One has endeavored to explain the superiority of the births of boys over those of girls by the general desire of fathers to have a son who would perpetuate the name. Thus by imagining an urn filled with an infinity of white and black balls in equal number, and supposing a great number of persons each of whom draws a ball from this urn and continues with the intention of stopping when he shall have extracted a white ball, one has believed that this intention ought to render the number of white balls extracted superior to that of the black ones. Indeed this intention gives necessarily after all the drawings a number of white balls equal to that of persons, and it is possible that these drawings would never lead a black ball. But it is easy to see that this first notion is only an illusion; for if one conceives that in the first drawing all the persons draw at once a ball from the urn, it is evident that their intention can have no influence upon the color of the balls which ought to appear at this drawing. Its unique effect will be to exclude from the second drawing the persons who shall have drawn a white one at the first. It is likewise apparent that the intention of the persons who shall take part in the new drawing will have no influence upon the color of the balls which shall be drawn, and that it will be the same at the following drawings. This intention will have no influence then upon the color of the balls extracted in the totality of drawings; it will, however, cause more or fewer to participate at each drawing. The ratio of the white balls extracted to the black ones will differ thus very little from unity. It follows that the number of persons being supposed very large, if observation gives between the colors extracted a ratio which differs sensibly from unity, it is very probable that the same difference is found between unity and the ratio of the white balls to the black contained in the urn.
I count again among illusions the application which Liebnitz and Daniel Bernoulli have made of the calculus of probabilities to the summation of series. If one reduces the fraction whose numerator is unity and whose denominator is unity plus a variable, in a series prescribed by the ratio to the powers of this variable, it is easy to see that in supposing the variable equal to unity the fraction becomes 12, and the series becomes plus one, minus one, plus one, minus one, etc. In adding the first two terms, the second two, and so on, the series is transformed into another of which each term is zero. Grandi, an Italian Jesuit, concluded from this the possibility of the creation; because the series being always 12, he saw this fraction spring from an infinity of zeros or from nothing. It was thus that Liebnitz believed he saw the image of creation in his binary arithmetic where he employed only the two characters, unity and zero. He imagined, since God can be represented by unity and nothing by zero, that the Supreme Being had drawn from nothing all beings, as unity with zero expresses all the numbers in this system of arithmetic. This idea was so pleasing to Liebnitz that he communicated it to the Jesuit Grimaldi, president of the tribunal of methematics in China, in the hope that this emblem of creation would convert to Christianity the emperor there who particularly loved the sciences. I report this incident only to show to what extent the prejudices of infancy can mislead the greatest men.
Liebnitz, always led by a singular and very loose metaphysics, considered that the series plus one, minus one, plus one, etc., becomes unity or zero according as one stops at a number of terms odd or even; and as in infinity there is no reason to prefer the even number to the odd, one ought following the rules of probability, to take the half of the results relative to these two kinds of numbers, and which are zero and unity, which gives 12 for the value of the series. Daniel Bernoulli has since extended this reasoning to the summation of series formed from periodic terms. But all these series have no values properly speaking; they get them only in the case where their terms are multiplied by the successive powers of a variable less than unity. Then these series are always convergent, however small one supposes the difference of the variable from unity; and it is easy to demonstrate that the values assigned by Bernoulli, by virtue of the rule of probabilities, are the same values of the generative fraction of the series, when one supposes in these fractions the variable equal to unity. These values are again the limits which the series approach more and more, in proportion as the variable approaches unity. But when the variable is exactly equal to unity the series cease to be convergent; they have values only as far as one arrests them. The remarkable ratio of this application of the calculus of probabilities with the limits of the values of periodic series supposes that the terms of these series are multiplied by all the consecutive powers of the variable. But this series may result from the development of an infinity of different fractions in which this did not occur. Thus the series plus one, minus one, plus one, etc., may spring from the development of a fraction whose numerator is unity plus the variable, and whose denominator is this numerator augmented by the square of the variable. Supposing the variable equal to unity, this development changes, in the series proposed, and the generative fraction becomes equal to 23; the rules of probabilities would give then a false result, which proves how dangerous it would be to employ similar reasoning, especially in the mathematical sciences, which ought to be especially distinguished by the rigor of their operations.
We are led naturally to believe that the order according to which we see things renewed upon the earth has existed from all times and will continue always. Indeed if the present state of the universe were exactly similar to the anterior state which has produced it, it would give birth in its turn to a similar state; the succession of these states would then be eternal. I have found by the application of analysis to the law of universal gravity that the movement of rotation and of revolution of the planets and satellites, and the position of the orbits and of their equators, are subjected only to periodic inequalities. In comparing with ancient eclipses the theory of the secular equation of the moon I have found that since Hipparchus the duration of the day has not varied by the hundredth of a second, and that the mean temperature of the earth has not diminished the one-hundredth of a degree. Thus the stability of actual order appears established at the same time by theory and by observations. But this order is effected by divers causes which an attentive examination reveals, and which it is impossible to submit to calculus.
The actions of the ocean, of the atmosphere, and of meteors, of earthquakes, and the eruptions of volcanoes, agitate continually the surface of the earth and ought to effect in the long run great changes. The temperature of climates, the volume of the atmosphere, and the proportion of the gases which constitute it, may vary in an inappreciable manner. The instruments and the means suitable to determine these variations being new, observation has been unable up to this time to teach us anything in this regard. But it is hardly probable that the causes which absorb and renew the gases constituting the air maintain exactly their respective proportions. A long series of centuries will show the alterations which are experienced by all these elements so essential to the conservation of organized beings. Although historical monuments do not go back to a very great antiquity they offer us nevertheless sufficiently great changes which have come about by the slow and continued action of natural agents. Searching in the bowels of the earth one discovers numerous debris of former nature, entirely different from the present. Moreover, if the entire earth was in the beginning fluid, as everything appears to indicate, one imagines that in passing from that state to the one which it has now, its surface ought to have experienced prodigious changes. The heavens itself in spite of the order of its movements, is not unchangeable. The resistance of light and of other ethereal fluids, and the attraction of the stars ought, after a great number of centuries, to alter considerably the planetary monuments. The variations already observed in the stars and in the form of the nebulæ give us a presentiment of those which time will develop in the system of these great bodies. One may represent the successive states of the universe by a curve, of which time would be the abscissa and of which the ordinates are the divers states. Scarcely knowing an element of this curve we are far from being able to go back to its origin; and if in order to satisfy the imagination, always restless from our ignorance of the cause of the phenomena which interest it, one ventures some conjectures it is wise to present them only with extreme reserve.
There exists in the estimation of probabilities a kind of illusions, which depending especially upon the laws of the intellectual organization demands, in order to secure oneself against them, a profound examination of these laws. The desire to penetrate into the future and the ratios of some remarkable events, to the predictions of astrologers, of diviners and soothsayers, to presentiments and dreams, to the numbers and the days reputed lucky or unlucky, have given birth to a multitude of prejudices still very widespread. One does not reglect upon the great number of non-coincidences which have made no impression or which are unknown. However, it is necessary to be acquainted with them in order to appreciate the probability of the causes to which the coincidences are attributed. This knowledge would confirm without doubt that which reason tells us in regard to these prejudices. Thus the philosopher of antiquity to whom is shown in a temple, in order to exalt the power of the god who is adored there, the ex veto of all those who after having invoked it were saved from shipwreck, presents an incident consonant with the calculus of probabilities, observing that he does not see inscribed the names of those who, in spite of this invocation, have perished. Cicero has refuted all these prejudices with much reason and eloquence in his Treatise on Divination, which he ends by a passage which I shall cite; for one loves to find again among the ancients the thunderbolts of reason, which, after having dissipated all the prejudices by its light, shall become the sole foundation of human institutions.
"It is necessary," says the Roman orator, "to reject divination by dreams and all similar prejudices. Widespread superstition has subjugated the majority of minds and has taken possession of the feebleness of men. It is this we have expounded in our books upon the nature of the gods and especially in this work, persuaded that we shall render a service to others and to ourselves if we succeed in destroying superstition. However (and I desire especially in this regard my thought be well comprehended), in destroying superstition I am far from wishing to disturb religion. Wisdom enjoins us to maintain the institutions and the ceremonies of our ancestors, touching the cult of the gods. Moreover, the beauty of the universe and the order of celestial things force us to recognize some superior nature which ought to be remarked and admired by the human race. But as far as it is proper to propagate religion, which is joined to the knowledge of nature, so far it is necessary to work toward the extirpation of superstition, for it torments one, importunes one, and pursues one continually and in all places. If one consult a diviner or a soothsayer, if one immolates a victim, if one regards the flight of a bird, if one encounters a Chaldean or an aruspex, if it lightens, if it thunders, if the thunderbolt strikes, finally, if there is born or is manifested a kind of prodigy, things one of which ought often to happen, then superstition dominates and leaves no repose. Sleep itself, this refuge of mortals in their troubles and their labors, becomes by it a new source of inquietude and fear."
All these prejudices and the terrors which they inspire are connected with physiological causes which continue sometimes to operate strongly after reason has disabused us of them. But the repetition of acts contrary to these prejudices can always destroy them.