On Probability (1900-1924)

"It would be an error to suppose that the great discoverer seizes at once upon the truth, or has any unerring method of divining it. In all probability the errors of the great mind exceed in number those of the less vigorous one. Fertility of imagination and abundance of guesses at truth are among the first requisites of discovery; but the erroneous guesses must be many times as numerous as those that prove well founded. The weakest analogies, the most whimsical notations, the most apparently absurd theories, may pass through the teeming brain, and no record remain of more than the hundredth part. (William S Jevons, "The Principles of Science" 2nd Ed., 1900)

"To undertake the calculation 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 convention we can be guided only by the principle of sufficient 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 hypothesis made at the outset, provided only that this hypothesis satisfies the condition of continuity. (Henri Poincaré, "Science and Hypothesis", 1901)

"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 problem 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 assume 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 themselves are unknown. We then reach the third degree of ignorance, and in general we can no longer affirm anything 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." (Henri Poincaré, "Science and Hypothesis", 1902)

"Nature prefers the more probable states to the less probable because in nature processes take place in the direction of greater probability. Heat goes from a body at higher temperature to a body at lower temperature because the state of equal temperature distribution is more probable than a state of unequal temperature distribution." (Max Planck, "The Atomic Theory of Matter", 1909

"One can hardly give a satisfactory definition of probability." (Henri Poincaré, "Calcul des Probabilités", 1912)

"Sometimes the probability in favor of a generalization is enormous, but the infinite probability of certainty is never reached." (William Dampier-Whetham, "Science and the Human Mind", 1912)

"It is difficult to find an intelligible account of the meaning of ‘probability’, or of how we are ever to determine the probability of any particular proposition; and yet treatises on the subject profess to arrive at complicated results of the greatest precision and the most profound practical importance." (John M Keynes, "A Treatise on Probability", 1921)

"We know that the probability of well-established induction is great, but, when we are asked to name its degree we cannot. Common sense tells us that some inductive arguments are stronger than others, and that some are very strong. But how much stronger or how strong we cannot express." (John M Keynes, "A Treatise on Probability", 1921)

"The second law of thermodynamics appears solely as a law of probability, entropy as a measure of the probability, and the increase of entropy is equivalent to a statement that more probable events follow less probable ones." (Max Planck, "A Survey of Physics", 1923)