05 January 2019

On Probability (1800-1824)

"The function just found cannot, it is true, express rigorously the probabilities of the errors: for since the possible errors are in all cases confined within certain limits, the probability of errors exceeding those limits ought always to be zero, while our formula always gives some value. However, this defect, which every analytical function must, from its nature, labor under, is of no importance in practice, because the value of our function decreases so rapidly […] that it can safely be considered as vanishing. Besides, the nature of the subject never admits of assigning with absolute rigor the limits of error." (Carl F Gauss, "Theoria motus corporum coelestium in sectionibus conicis solem ambientum", 1809)

"Probability has reference partly to our ignorance, partly to our knowledge [..] The theory of chance consists in reducing all the events of the same kind to a certain number of cases equally possible, that is to say, to such as we may be equally undecided about in regard to their existence, and in determining the number of cases favorable to the event whose probability is sought. The ratio of this number to that of all cases possible is the measure of this probability, which is thus simply a fraction whose number is the number of favorable cases and whose denominator is the number of all cases possible." (Pierre-Simon Laplace, "Philosophical Essay on Probabilities", 1814)

"One may even say, strictly speaking, that almost all our knowledge is only probable; and in the small number of things that we are able to know with certainty, in the mathematical sciences themselves, the principal means of arriving at the truth - induction and analogy - are based on probabilities, so that the whole system of human knowledge is tied up with the theory set out in this essay." (Pierre-Simon Laplace, "Philosophical Essay on Probabilities", 1814)

"One of the great advantages of the calculus of probabilities is to teach us to distrust first opinions." (Pierre-Simon Laplace, "Philosophical Essay on Probabilities", 1814)

"In all speculations on the origin, or agents that have produced the changes on this globe, it is probable that we ought to keep within the boundaries of the probable effects resulting from the regular operations of the great laws of nature which our experience and observation have brought within the sphere of our knowledge. When we overleap those limits, and suppose a total change in nature's laws, we embark on the sea of uncertainty, where one conjecture is perhaps as probable as another; for none of them can have any support, or derive any authority from the practical facts wherewith our experience has brought us acquainted." (William Maclure, "Observations on the Geology of the United States of America", 1817)

"From the foregoing we see that the two justifications each leave something to be desired. The first depends entirely on the hypothetical form of the probability of the error; as soon as that form is rejected, the values of the unknowns produced by the method of least squares are no more the most probable values than is the arithmetic mean in the simplest case mentioned above. The second justification leaves us entirely in the dark about what to do when the number of observations is not large. In this case the method of least squares no longer has the status of a law ordained by the probability calculus but has only the simplicity of the operations it entails to recommend it." (Carl Friedrich Gauss, "Anzeige: Theoria combinationis observationum erroribus minimis obnoxiae: Pars prior", Göttingische gelehrte Anzeigen, 1821)

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