On Probability (1900-1949)

"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)

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

"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)

"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 rational concept of probability, which is the only basis of probability calculus, applies only to problems in which either the same event repeats itself again and again, or a great number of uniform elements are involved at the same time. Using the language of physics, we may say that in order to apply the theory of probability we must have a practically unlimited sequence of uniform observations." (Richard von Mises, "Probability, Statistics and Truth", 1928)

"There can be no unique probability attached to any event or behaviour: we can only speak of ‘probability in the light of certain given information’, and the probability alters according to the extent of the information." (Sir Arthur S Eddington, "The Nature of the Physical World", 1928)

"Probability is the most important concept in modern science, especially as nobody has the slightest notion what it means." (Bertrand Russell, 1929)

"When an observation is made on any atomic system that has been prepared in a given way and is thus in a given state, the result will not in general be determinate, i.e. if the experiment is repeated several times under identical conditions several different results may be obtained. If the experiment is repeated a large number of times it will be found that each particular result will be obtained a definite fraction of the total number of times, so that one can say there is a definite probability of its being obtained any time that the experiment is performed. This probability the theory enables one to calculate." (Paul A M Dirac, "The Principles of Quantum Mechanics", 1930)

"The theory of probability as a mathematical discipline can and should be developed from axioms in exactly the same way as geometry and algebra." (Andrey Kolmogorov, "Foundations of the Theory of Probability", 1933)

"Starting from statistical observations, it is possible to arrive at conclusions which not less reliable or useful than those obtained in any other exact science. It is only necessary to apply a clear and precise concept of probability to such observations. " (Richard von Mises, "Probability, Statistics, and Truth", 1939)

"Probabilities must be regarded as analogous to the measurement of physical magnitudes; that is to say, they can never be known exactly, but only within certain approximation." (Emile Borel, "Probabilities and Life", 1943)

"The conception of chance enters in the very first steps of scientific activity in virtue of the fact that no observation is absolutely correct. I think chance is a more fundamental conception that causality; for whether in a concrete case, a cause-effect relation holds or not can only be judged by applying the laws of chance to the observation." (Max Born, 1949)