The Foundations of Science: Science and Hypothesis, The...

Doubtless it will be astonishing to find here thoughts about the calculus of probabilities. What has it to do with the method of the physical sciences? And yet the questions I shall raise without solving present themselves naturally to the philosopher who is thinking about physics. So far is this the case that in the two preceding chapters I have often been led to use the words 'probability' and 'chance.'

'Predicted facts,' as I have said above, 'can only be probable.' "However solidly founded a prediction may seem to us to be, we are never absolutely sure that experiment will not prove it false. But the probability is often so great that practically we may be satisfied with it." And a little further on I have added: "See what a rôle the belief in simplicity plays in our generalizations. We have verified a simple law in a great number of particular cases; we refuse to admit that this coincidence, so often repeated, can be a mere effect of chance...."

Thus in a multitude of circumstances the physicist is in the same position as the gambler who reckons up his chances. As often as he reasons by induction, he requires more or less consciously the calculus of probabilities, and this is why I am obliged to introduce a parenthesis, and interrupt our study of method in the physical sciences in order to examine a little more closely the value of this calculus, and what confidence it merits.

The very name calculus of probabilities is a paradox. Probability opposed to certainty is what we do not know, and how can we calculate what we do not know? Yet many eminent savants have occupied themselves with this calculus, and it can not be denied that science has drawn therefrom no small advantage.

Has probability been defined? Can it even be defined? And if it can not, how dare we reason about it? The definition, it will be said, is very simple: the probability of an event is the ratio of the number of cases favorable to this event to the total number of possible cases.

A simple example will show how incomplete this definition is. I throw two dice. What is the probability that one of the two at least turns up a six? Each die can turn up in six different ways; the number of possible cases is 6 × 6 = 36; the number of favorable cases is 11; the probability is 11/36.

How can we know that two possible cases are equally probable? Will it be by a convention? If we place at the beginning of each problem an explicit convention, well and good. We shall then have nothing to do but apply the rules of arithmetic and of algebra, and we shall complete our calculation without our result leaving room for doubt. But if we wish to make the slightest application of this result, we must prove our convention was legitimate, and we shall find ourselves in the presence of the very difficulty we thought to escape.

Will it be said that good sense suffices to show us what convention should be adopted? Alas! M. Bertrand has amused himself by discussing the following simple problem: "What is the probability that a chord of a circle may be greater than the side of the inscribed equilateral triangle?" The illustrious geometer successively adopted two conventions which good sense seemed equally to dictate and with one he found 1/2, with the other 1/3.

The conclusion which seems to follow from all this is that the calculus of probabilities is a useless science, and that the obscure instinct which we may call good sense, and to which we are wont to appeal to legitimatize our conventions, must be distrusted.

But neither can we subscribe to this conclusion; we can not do without this obscure instinct. Without it science would be impossible, without it we could neither discover a law nor apply it. Have we the right, for instance, to enunciate Newton's law? Without doubt, numerous observations are in accord with it; but is not this a simple effect of chance? Besides how do we know whether this law, true for so many centuries, will still be true next year? To this objection, you will find nothing to reply, except: 'That is very improbable.'

But grant the law. Thanks to it, I believe myself able to calculate the position of Jupiter a year from now. Have I the right to believe this? Who can tell if a gigantic mass of enormous velocity will not between now and that time pass near the solar system, and produce unforeseen perturbations? Here again the only answer is: 'It is very improbable.'

I shall dwell lightly on the scientific problems in which the intervention 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 seek to divine the intermediate values.

I shall likewise 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 trajectory, but in which, through the effect of great numbers, the mean phenomena, alone observable, obey the simple laws of Mariotte and Gay-Lussac.

All these theories are based on the laws of great numbers, and the calculus 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, these are sacrifices to which we might readily be resigned.

I quite see that it might be said: "We are ignorant, and yet we must act. For action, we have not time to devote ourselves to an inquiry sufficient to dispel our ignorance. Besides, such an inquiry would demand an infinite time. We must therefore decide without knowing; we are obliged to do so, hit or miss, and we must follow rules without quite believing them. What I know is not that such and 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 consequently science itself, would thenceforth have merely a practical value.

Unfortunately the difficulty does not thus disappear. A gambler wants to try a coup; he asks my advice. If I give it to him, I shall use the calculus of probabilities, but I shall not guarantee success. This 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 suppose that an observer is present at the game, that he notes all its coups, and that the game goes on a long time. When he makes a summary of his book, he will find that events have taken place in conformity with the laws of the calculus of probabilities. This is what I shall call objective probability, and it is this phenomenon which has to be explained.

There are numerous insurance companies which apply the rules of the calculus of probabilities, and they distribute to their shareholders dividends whose objective reality can not be contested. To invoke our ignorance and the necessity to act does not suffice to explain them.

I. Classification of the Problems of Probability.—In order to classify the problems which present themselves à propos of probabilities, we may look at them from many different points of view, and, first, from the point of view of generality. I have said above that probability is the ratio of the number of favorable cases to the number of possible cases. What for want of a better term I call the generality 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 example, 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 infinity. This is the second degree of generality. Generality can be pushed further still. We may 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, to which we rise, for instance, when we seek to find the most probable law in conformity with a finite number of observations.

We may place ourselves at a point of view wholly different. If we were not ignorant, there would be no probability, there would be room for nothing but certainty. But our ignorance can not be absolute, for then there would no longer be any probability at all, since a little light is necessary to attain even this uncertain science. Thus the problems of probability may be classed according to the greater or less depth of this ignorance.

In mathematics even we may set ourselves problems of probability. What is the probability that the fifth decimal of a logarithm taken at random from a table is a '9'? There is no hesitation in answering that this probability is 1/10; here we possess all the data of the problem. We can calculate our logarithm without recourse to the table, but we do not wish to give ourselves the trouble. This is the first degree of ignorance.

In the physical sciences our ignorance becomes greater. The state of a system at a given instant 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 shall have then only a mathematical problem to solve, and we fall back upon the first degree of ignorance.

But 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 assume that the gaseous molecules follow rectilinear trajectories, and obey the laws of impact of elastic bodies. But, as we know nothing of their initial velocities, we know nothing of their present velocities.

It often happens that instead of trying to guess 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. These are the problems called probability of causes, the most interesting from the point of view of their scientific applications.

It may be said that this 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 the small divergencies are due to errors of observation? This is a type of question that one is ever asking, and which we unconsciously solve whenever we are engaged in scientific work.

II. Probability in Mathematics.—The impossibility of squaring the circle has been proved since 1882; but even before that date all geometers considered that impossibility as so 'probable,' that the Academy of Sciences rejected without examination the alas! too numerous memoirs on this subject, that some unhappy madmen sent in every year.