Any work on Probability by a Cambridge man will be so likely to have its scope and its general treatment of the subject prejudged, that it may be well to state at the outset that the following Essay is in no sense mathematical. Not only, to quote a common but often delusive assurance, will ‘no knowledge of mathematics beyond the simple rules of Arithmetic’ be required to understand these pages, but it is not intended that any such knowledge should be acquired by the process of reading them. Of the two or three occasions on which algebraical formulæ occur they will not be found to form any essential part of the text.
The science of Probability occupies at present a somewhat anomalous position. It is impossible, I think, not to observe in it some of the marks and consequent disadvantages of a sectional study. By a small body of ardent students it has been cultivated with great assiduity, and the results they have obtained will always be reckoned among the most extraordinary products of mathematical genius. But by the general body of thinking men its principles seem to be regarded with indifference or suspicion. Such persons may admire the ingenuity displayed, and be struck with the profundity of many of the calculations, but there seems to them, if I may so express it, an unreality about the whole treatment of the subject. To many persons the mention of Probability suggests little else than the notion of a set of rules, very ingenious and profound rules no doubt, with which mathematicians amuse themselves by setting and solving puzzles.
It must be admitted that some ground has been given for such an opinion. The examples commonly selected by writers on the subject, though very well adapted to illustrate its rules, are for the most part of a special and peculiar character, such as those relating to dice and cards. When they have searched for illustrations drawn from the practical business of life, they have very generally, but unfortunately, hit upon just the sort of instances which, as I shall endeavour to show hereafter, are among the very worst that could be chosen for the purpose. It is scarcely possible for any unprejudiced person to read what has been written about the credibility of witnesses by eminent writers, without his experiencing an invincible distrust of the principles which they adopt. To say that the rules of evidence sometimes given by such writers are broken in practice, would scarcely be correct; for the rules are of such a kind as generally to defy any attempt to appeal to them in practice.
This supposed want of harmony between Probability and other branches of Philosophy is perfectly erroneous. It arises from the belief that Probability is a branch of mathematics trying to intrude itself on to ground which does not altogether belong to it. I shall endeavour to show that this belief is unfounded. To answer correctly the sort of questions to which the science introduces us does generally demand some knowledge of mathematics, often a great knowledge, but the discussion of the fundamental principles on which the rules are based does not necessarily require any such qualification. Questions might arise in other sciences, in Geology, for example, which could only be answered by the aid of arithmetical calculations. In such a case any one would admit that the arithmetic was extraneous and accidental. However many questions of this kind there might be here, those persons who do not care to work out special results for themselves might still have an accurate knowledge of the principles of the science, and even considerable acquaintance with the details of it. The same holds true in Probability; its connection with mathematics, though certainly far closer than that of most other sciences, is still of much the same kind. It is principally when we wish to work out results for ourselves that mathematical knowledge is required; without such knowledge the student may still have a firm grasp of the principles and even see his way to many of the derivative results.
The opinion that Probability, instead of being a branch of the general science of evidence which happens to make much use of mathematics, is a portion of mathematics, erroneous as it is, has yet been very disadvantageous to the science in several ways. Students of Philosophy in general have thence conceived a prejudice against Probability, which has for the most part deterred them from examining it. As soon as a subject comes to be considered ‘mathematical’ its claims seem generally, by the mass of readers, to be either on the one hand scouted or at least courteously rejected, or on the other to be blindly accepted with all their assumed consequences. Of impartial and liberal criticism it obtains little or nothing.
The consequences of this state of things have been, I think, disastrous to the students themselves of Probability. No science can safely be abandoned entirely to its own devotees. Its details of course can only be studied by those who make it their special occupation, but its general principles are sure to be cramped if it is not exposed occasionally to the free criticism of those whose main culture has been of a more general character. Probability has been very much abandoned to mathematicians, who as mathematicians have generally been unwilling to treat it thoroughly. They have worked out its results, it is true, with wonderful acuteness, and the greatest ingenuity has been shown in solving various problems that arose, and deducing subordinate rules. And this was all that they could in fairness be expected to do. Any subject which has been discussed by such men as Laplace and Poisson, and on which they have exhausted all their powers of analysis, could not fail to be profoundly treated, so far as it fell within their province. But from this province the real principles of the science have generally been excluded, or so meagrely discussed that they had better have been omitted altogether. Treating the subject as mathematicians such writers have naturally taken it up at the point where their mathematics would best come into play, and that of course has not been at the foundations. In the works of most writers upon the subject we should search in vain for anything like a critical discussion of the fundamental principles upon which its rules rest, the class of enquiries to which it is most properly applicable, or the relation it bears to Logic and the general rules of inductive evidence.
This want of precision as to ultimate principles is perfectly compatible here, as it is in the departments of Morals and Politics, with a general agreement on processes and results. But it is, to say the least, unphilosophical, and denotes a state of things in which positive error is always liable to arise whenever the process of controversy forces us to appeal to the foundations of the science.
With regard to the remarks in the last few paragraphs, prominent exceptions must be made in the case of two recent works at least.[1] The first of these is Professor de Morgan's Formal Logic. He has there given an investigation into the foundations of Probability as conceived by him, and nothing can be more complete and precise than his statement of principles, and his deductions from them. If I could at all agree with these principles there would have been no necessity for the following essay, as I could not hope to add anything to their foundation, and should be far indeed from rivalling his lucid statement of them. But in his scheme Probability is regarded very much from the Conceptualist point of view; as stated in the preface, he considers that Probability is concerned with formal inferences in which the premises are entertained with a conviction short of absolute certainty. With this view I cannot agree. As I have entered into criticism of some points of his scheme in one of the following chapters, and shall have occasion frequently to refer to his work, I need say no more about it here. The other work to which I refer is the profound Laws of Thought of the late Professor Boole, to which somewhat similar remarks may in part be applied. Owing however to his peculiar treatment of the subject, I have scarcely anywhere come into contact with any of his expressed opinions.
The view of the province of Probability adopted in this Essay differs so radically from that of most other writers on the subject, and especially from that of those just referred to, that I have thought it better, as regards details, to avoid all criticism of the opinions of others, except where conflict was unavoidable. With regard to that radical difference itself Bacon's remark applies, behind which I must shelter myself from any change of presumption.—“Quod ad universalem istam reprehensionem attinet, certissimum vere est rem reputanti, eam et magis probabilem esse et magis modestam, quam si facta fuisset ex parte.”
Almost the only writer who seems to me to have expressed a just view of the nature and foundation of the rules of Probability is Mr Mill, in his System of Logic.[2] His treatment of the subject is however very brief, and a considerable portion of the space which he has devoted to it is occupied by the discussion of one or two special examples. There are moreover some errors, as it seems to me, in what he has written, which will be referred to in some of the following chapters.