24 September 2023

On Probability Theory (-1949)

"I am convinced that it is impossible to expound the methods of induction in a sound manner, without resting them on the theory of probability. Perfect knowledge alone can give certainty, and in nature perfect knowledge would be infinite knowledge, which is clearly beyond our capacities. We have, therefore, to content ourselves with partial knowledge, - knowledge mingled with ignorance, producing doubt." (William S Jevons, "The Principles of Science: A Treatise on Logic and Scientific Method", 1887)

"There is no more remarkable feature in the mathematical theory of probability than the manner in which it has been found to harmonize with, and justify, the conclusions to which mankind have been led, not by reasoning, but by instinct and experience, both of the individual and of the race. At the same time it has corrected, extended, and invested them with a definiteness and precision of which these crude, though sound, appreciations of common sense were till then devoid." (Morgan W Crofton, "Probability", Encyclopaedia Britannica 9th Ed,, 1885)

"A collective appropriate for the application of the theory of probability must fulfil two conditions. First, the relative frequencies of the attributes must possess limiting values. Second, these limiting values must remain the same in all partial sequences which may be selected from the original one in an arbitrary way. Of course, only such partial sequences can be taken into consideration as can be extended indefinitely, in the same way as the original sequence itself." (Richard von Mises, "Probability, Statistics and Truth", 1928)

"A great number of popular and more or less serious objections to the theory of probability disappear at once when we recognize that the exclusive purpose of this theory is to determine, from the given probabilities in a number of initial collectives, the probabilities in a new collective derived from the initial ones." (Richard von Mises, "Probability, Statistics and Truth", 1928)

"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)

"The result of each calculation appertaining to the field of probability is always, as far as our theory goes, nothing else but a probability, or, using our general definition, the relative frequency of a certain event in a sufficiently long (theoretically, infinitely long) sequence of observations. The theory of probability can never lead to a definite statement concerning a single event. The only question that it can answer is: what is to be expected in the course of a very long sequence of observations? It is important to note that this statement remains valid also if the calculated probability has one of the two extreme values 1 or 0." (Richard von Mises, "Probability, Statistics and Truth", 1928)

"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 N Kolmogorov, "Foundations of the Theory of Probability", 1933)

"The most important application of the theory of probability is to what we may call 'chance-like' or 'random' events, or occurrences. These seem to be characterized by a peculiar kind of incalculability which makes one disposed to believe - after many unsuccessful attempts - that all known rational methods of prediction must fail in their case. We have, as it were, the feeling that not a scientist but only a prophet could predict them. And yet, it is just this incalculability that makes us conclude that the calculus of probability can be applied to these events." (Karl R Popper, "The Logic of Scientific Discovery", 1934)

"Statistics is a scientific discipline concerned with collection, analysis, and interpretation of data obtained from observation or experiment. The subject has a coherent structure based on the theory of Probability and includes many different procedures which contribute to research and development throughout the whole of Science and Technology." (Egon Pearson, 1936)

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