08 November 2025

On Probability Theory (-1899)

"To understand the theory of chance thoroughly, requires a great knowledge of numbers, and a pretty competent one of Algebra." (John Arbuthnot, "An Essay on the Usefulness of Mathematical Learning", 1700)

"The theory of probabilities is at bottom nothing but common sense reduced to calculus; it enables us to appreciate with exactness that which accurate minds feel with a sort of instinct for which of times they are unable to account." (Pierre-Simon Laplace, "Analytical Theory of Probability, 1812)

“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)

"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)

“[…] probability, in its mathematical acceptation, has reference to the state of our knowledge of the circumstances under which an event may happen or fail. With the degree of information which we possess concerning the circumstances of an event, the reason we have to think that it will occur, or, to use a single term, our expectation of it, will vary. Probability is expectation founded upon partial knowledge. A perfect acquaintance with all the circumstances affecting the occurrence of an event would change expectation into certainty, and leave neither room nor demand for a theory of probabilities.” (George Boole, “The Laws of Thought”, 1854)

"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)

"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)

"In applying dynamical principles to the motion of immense numbers of atoms, the limitation of our faculties forces us to abandon the attempt to express the exact history of each atom, and to be content with estimating the average condition of a group of atoms large enough to be visible. This method [...] which I may call the statistical method, and which in the present state of our knowledge is the only available method of studying the properties of real bodies, involves an abandonment of strict dynamical principles, and an adoption of the mathematical methods belonging to the theory of probability. […] If the actual history of Science had been different, and if the scientific doctrines most familiar to us had been those which must be expressed in this way, it is possible that we might have considered the existence of a certain kind of contingency a self evident truth, and treated the doctrine of philosophical necessity as a mere sophism." (James C Maxwell, "Introductory Lecture on Experimental Physics", "The Scientific Papers of James Clerk Maxwell", 1890)

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