A Philosophical Essay on Probabilities/Chapter 3
CHAPTER III.
THE GENERAL PRINCIPLES OF THE CALCULUS
OF PROBABILITIES.
First Principle.—The first of these principles is the definition itself of probability, which, as has been seen, is the ratio of the number of favorable cases to that of all the cases possible.
Second Principle.—But that supposes the various cases equally possible. If they are not so, we will determine first their respective possibilities, whose exact appreciation is one of the most delicate points of the theory of chance. Then the probability will be the sum of the possibilities of each favorable case. Let us illustrate this principle by an example.
Let us suppose that we throw into the air a large and very thin coin whose two large opposite faces, which we will call heads and tails, are perfectly similar. Let us find the probability of throwing heads at least one time in two throws. It is clear that four equally possible cases may arise, namely, heads at the first and at the second throw; heads at the first throw and tails at the second; tails at the first throw and heads at the second; finally, tails at both throws. The first three cases are favorable to the event whose probability is sought; consequently this probability is equal to 34; so that it is a bet of three to one that heads will be thrown at least once in two throws.
We can count at this game only three different cases, namely, heads at the first throw, which dispenses with throwing a second time; tails at the first throw and heads at the second; finally, tails at the first and at the second throw. This would reduce the probability to 23 if we should consider with d'Alembert these three cases as equally possible. But it is apparent that the probability of throwing heads at the first throw is 12, while that of the two other cases is 14, the first case being a simple event which corresponds to two events combined: heads at the first and at the second throw, and heads at the first throw, tails at the second. If we then, conforming to the second principle, add the possibility 12 of heads at the first throw to the possibility 14 of tails at the first throw and heads at the second, we shall have 34 for the probability sought, which agrees with what is found in the supposition when we play the two throws. This supposition does not change at all the chance of that one who bets on this event; it simply serves to reduce the various cases to the cases equally possible.
Third Principle.—One of the most important points of the theory of probabilities and that which lends the most to illusions is the manner in which these probabilities increase or diminish by their mutual combination. If the events are independent of one another, the probability of their combined existence is the product of their respective probabilities. Thus the probability of throwing one ace with a single die is 16; that of throwing two aces in throwing two dice at the same time is 136 Each face of the one being able to combine with the six faces of the other, there are in fact thirty-six equally possible cases, among which one single case gives two aces. Generally the probability that a simple event in the same circumstances will occur consecutively a given number of times is equal to the probability of this simple event raised to the power indicated by this number. Having thus the successive powers of a fraction less than unity diminishing without ceasing, an event which depends upon a series of very great probabilities may become extremely improbable. Suppose then an incident be transmitted to us by twenty witnesses in such manner that the first has transmitted it to the second, the second to the third, and so on. Suppose again that the probability of each testimony be equal to the fraction 910; that of the incident resulting from the testimonies will be less than ⅛. We cannot better compare this diminution of the probability than with the extinction of the light of objects by the interposition of several pieces of glass. A relatively small number of pieces suffices to take away the view of an object that a single piece allows us to perceive in a distinct manner. The historians do not appear to have paid sufficient attention to this degradation of the probability of events when seen across a great number of successive generations; many historical events reputed as certain would be at least doubtful if they were submitted to this test.
In the purely mathematical sciences the most distant consequences participate in the certainty of the principle from which they are derived. In the applications of analysis to physics the results have all the certainty of facts or experiences. But in the moral sciences, where each inference is deduced from that which precedes it only in a probable manner, however probable these deductions may be, the chance of error increases with their number and ultimately surpasses the chance of truth in the consequences very remote from the principle.
Fourth Principle.—When two events depend upon each other, the probability of the compound event is the product of the probability of the first event and the probability that, this event having occurred, the second will occur. Thus in the preceding case of the three urns A, B, C, of which two contain only white balls and one contains only black balls, the probability of drawing a white ball from the urn C is 23, since of the three urns only two contain balls of that color. But when a white ball has been drawn from the urn C, the indecision relative to that one of the urns which contain only black balls extends only to the urns A and B; the probability of drawing a white ball from the urn B is 12; the product of 23 by 12, or 13, is then the probability of drawing two white balls at one time from the urns B and C.
We see by this example the influence of past events upon the probability of future events. For the probability of drawing a white ball from the urn B, which primarily is 23, becomes 12 when a white ball has been drawn from the urn C; it would change to certainty if a black ball had been drawn from the same urn. We will determine this influence by means of the following principle, which is a corollary of the preceding one.
Fifth Principle.—If we calculate à priori the probability of the occurred event and the probability of an event composed of that one and a second one which is expected, the second probability divided by the first will be the probability of the event expected, drawn from the observed event.
Here is presented the question raised by some philosophers touching the influence of the past upon the probability of the future. Let us suppose at the play of heads and tails that heads has occurred oftener than tails. By this alone we shall be led to believe that in the constitution of the coin there is a secret cause which favors it. Thus in the conduct of life constant happiness is a proof of competency which should induce us to employ preferably happy persons. But if by the unreliability of circumstances we are constantly brought back to a state of absolute indecision, if, for example, we change the coin at each throw at the play of heads and tails, the past can shed no light upon the future and it would be absurd to take account of it.
Sixth Principle.—Each of the causes to which an observed event may be attributed is indicated with just as much likelihood as there is probability that the event will take place, supposing the event to be constant. The probability of the existence of any one of these causes is then a fraction whose numerator is the probability of the event resulting from this cause and whose denominator is the sum of the similar probabilities relative to all the causes; if these various causes, considered à priori, are unequally probable, it is necessary, in place of the probability of the event resulting from each cause, to employ the product of this probability by the possibility of the cause itself. This is the fundamental principle of this branch of the analysis of chances which consists in passing from events to causes.
This principle gives the reason why we attribute regular events to a particular cause. Some philosophers have thought that these events are less possible than others and that at the play of heads and tails, for example, the combination in which heads occurs twenty successive times is less easy in its nature than those where heads and tails are mixed in an irregular manner. But this opinion supposes that past events have an influence on the possibility of future events, which is not at all admissible. The regular combinations occur more rarely only because they are less numerous. If we seek a cause wherever we perceive symmetry, it is not that we regard a symmetrical event as less possible than the others, but, since this event ought to be the effect of a regular cause or that of chance, the first of these suppositions is more probable than the second. On a table we see letters arranged in this order, Constantinople, and we judge that this arrangement is not the result of chance, not because it is less possible than the others, for if this word were not employed in any language we should not suspect it came from any particular cause, but this word being in use among us, it is incomparably more probable that some person has thus arranged the aforesaid letters than that this arrangement is due to chance.
This is the place to define the word extraordinary. We arrange in our thought all possible events in various classes; and we regard as extraordinary those classes which include a very small number. Thus at the play of heads and tails the occurrence of heads a hundred successive times appears to us extraordinary because of the almost infinite number of combinations which may occur in a hundred throws; and if we divide the combinations into regular series containing an order easy to comprehend, and into irregular series, the latter are incomparably more numerous. The drawing of a white ball from an urn which among a million balls contains only one of this color, the others being black, would appear to us likewise extraordinary, because we form only two classes of events relative to the two colors. But the drawing of the number 475813, for example, from an urn that contains a million numbers seems to us an ordinary event; because, comparing individually the numbers with one another without dividing them into classes, we have no reason to believe that one of them will appear sooner than the others.
From what precedes, we ought generally to conclude that the more extraordinary the event, the greater the need of its being supported by strong proofs. For those who attest it, being able to deceive or to have been deceived, these two causes are as much more probable as the reality of the event is less. We shall see this particularly when we come to speak of the probability of testimony.
Seventh Principle.—The probability of a future event is the sum of the products of the probability of each cause, drawn from the event observed, by the probability that, this cause existing, the future event will occur. The following example will illustrate this principle.
Let us imagine an urn which contains only two balls, each of which may be either white or black. One of these balls is drawn and is put back into the urn before proceeding to a new draw. Suppose that in the first two draws white balls have been drawn; the probability of again drawing a white ball at the third draw is required.
Only two hypotheses can be made here: either one of the balls is white and the other black, or both are white. In the first hypothesis the probability of the event observed is 14; it is unity or certainty in the second. Thus in regarding these hypotheses as so many causes, we shall have for the sixth principle 15 and 45 for their respective probabilities. But if the first hypothesis occurs, the probability of drawing a white ball at the third draw is 12; it is equal to certainty in the second hypothesis; multiplying then the last probabilities by those of the corresponding hypotheses, the sum of the products, or 910, will be the probability of drawing a white ball at the third draw.
When the probability of a single event is unknown we may suppose it equal to any value from zero to unity. The probability of each of these hypotheses, drawn from the event observed, is, by the sixth principle, a fraction whose numerator is the probability of the event in this hypothesis and whose denominator is the sum of the similar probabilities relative to all the hypotheses. Thus the probability that the possibility of the event is comprised within given limits is the sum of the fractions comprised within these limits. Now if we multiply each fraction by the probability of the future event, determined in the corresponding hypothesis, the sum of the products relative to all the hypotheses will be, by the seventh principle, the probability of the future event drawn from the event observed. Thus we find that an event having occurred successively any number of times, the probability that it will happen again the next time is equal to this number increased by unity divided by the same number, increased by two units. Placing the most ancient epoch of history at five thousand years ago, or at 182623 days, and the sun having risen constantly in the interval at each revolution of twenty-four hours, it is a bet of 1826214 to one that it will rise again to-morrow. But this number is incomparably greater for him who, recognizing in the totality of phenomena the principal regulator of days and seasons, sees that nothing at the present moment can arrest the course of it.
Buffon in his Political Arithmetic calculates differently the preceding probability. He supposes that it differs from unity only by a fraction whose numerator is unity and whose denominator is the number 2 raised to a power equal to the number of days which have elapsed since the epoch. But the true manner of relating past events with the probability of causes and of future events was unknown to this illustrious writer.