A Philosophical Essay on Probabilities

by marquis de Pierre Simon Laplace

One of the great advantages of the calculus of probabilities is to teach us to distrust first opinions. As we recognize that they often deceive when they may be submitted to calculus, we ought to conclude that in other matters confidence should be given only after extreme circumspection. Let us prove this by example.

An urn contains four balls, black and white, but which are not all of the same color. One of these balls has been drawn whose color is white and which has been put back in the urn in order to proceed again to similar drawings. One demands the probability of extracting only black balls in the four following drawings.

If the white and black were in equal number this probability would be the fourth power of the probability ½ of extracting a black ball at each drawing; it would be then ¹⁄₁₆. But the extraction of a white ball at the first drawing indicates a superiority in the number of white balls in the urn; for if one supposes in the urn three white balls and one black the probability of extracting a white ball is ¾; it is ²⁄₄ if one supposes two white balls and two black; finally it is reduced to ¼ if one supposes three black balls and one white. Following the principle of the probability of causes drawn from events the probabilities of these three suppositions are among themselves as the quantities ¾, ²⁄₄, ¼; they are consequently equal to ³⁄₆, ²⁄₆, ⅙. It is thus a bet of 5 against 1 that the number of black balls is inferior, or at the most equal, to that of the white. It seems then that after the extraction of a white ball at the first drawing, the probability of extracting successively four black balls ought to be less than in the case of the equality of the colors or smaller than one sixteenth. However, it is not, and it is found by a very simple calculation that this probability is greater than one fourteenth. Indeed it would be the fourth power of ¼, of ²⁄₄, and of ¾ in the first, the second, and the third of the preceding suppositions concerning the colors of the balls in the urn. Multiplying respectively each power by the probability of the corresponding supposition, or by ³⁄₆, ²⁄₆, and ⅙, the sum of the products will be the probability of extracting successively four black balls. One has thus for this probability ²⁹⁄₃₈₄, a fraction greater than ¹⁄₁₄. This paradox is explained by considering that the indication of the superiority of white balls over the black ones at the first drawing does not exclude at all the superiority of the black balls over the white ones, a superiority which excludes the supposition of the equality of the colors. But this superiority, though but slightly probable, ought to render the probability of drawing successively a given number of black balls greater than in this supposition if the number is considerable; and one has just seen that this commences when the given number is equal to four. Let us consider again an urn which contains several white and black balls. Let us suppose at first that there is only one white ball and one black. It is then an even bet that a white ball will be extracted in one drawing. But it seems for the equality of the bet that one who bets on extracting the white ball ought to have two drawings if the urn contains two black and one white, three drawings if it contains three black and one white, and so on; it is supposed that after each drawing the extracted ball is placed again in the urn.

We are convinced easily that this first idea is erroneous. Indeed in the case of two black and one white ball, the probability of extracting two black in two drawings is the second power of ⅔ or ⁴⁄₉; but this probability added to that of drawing a white ball in two drawings is certainty or unity, since it is certain that two black balls or at least one white ball ought to be drawn; the probability in this last case is then ⁵⁄₉, a fraction greater than ½. There would still be a greater advantage in the bet of drawing one white ball in five draws when the urn contains five black and one white ball; this bet is even advantageous in four drawings; it returns then to that of throwing six in four throws with a single die.

The Chevalier de Meré, who caused the invention of the calculus of probabilities by encouraging his friend Pascal, the great geometrician, to occupy himself with it, said to him "that he had found error in the numbers by this ratio. If we undertake to make six with one die there is an advantage in undertaking it in four throws, as 671 to 625. If we undertake to make two sixes with two dice, there is a disadvantage in undertaking in 24 throws. At least 24 is to 36, the number of the faces of the two dice, as 4 is to 6, the number of faces of one die." "This was," wrote Pascal to Fermat, "his great scandal which caused him to say boldly that the propositions were not constant and that arithmetic was demented.... He has a very good mind, but he is not a geometrician, which is, as you know, a great fault." The Chevalier de Meré, deceived by a false analogy, thought that in the case of the equality of bets the number of throws ought to increase in proportion to the number of all the chances possible, which is not exact, but which approaches exactness as this number becomes larger.

One has endeavored to explain the superiority of the births of boys over those of girls by the general desire of fathers to have a son who would perpetuate the name. Thus by imagining an urn filled with an infinity of white and black balls in equal number, and supposing a great number of persons each of whom draws a ball from this urn and continues with the intention of stopping when he shall have extracted a white ball, one has believed that this intention ought to render the number of white balls extracted superior to that of the black ones. Indeed this intention gives necessarily after all the drawings a number of white balls equal to that of persons, and it is possible that these drawings would never lead a black ball. But it is easy to see that this first notion is only an illusion; for if one conceives that in the first drawing all the persons draw at once a ball from the urn, it is evident that their intention can have no influence upon the color of the balls which ought to appear at this drawing. Its unique effect will be to exclude from the second drawing the persons who shall have drawn a white one at the first. It is likewise apparent that the intention of the persons who shall take part in the new drawing will have no influence upon the color of the balls which shall be drawn, and that it will be the same at the following drawings. This intention will have no influence then upon the color of the balls extracted in the totality of drawings; it will, however, cause more or fewer to participate at each drawing. The ratio of the white balls extracted to the black ones will differ thus very little from unity. It follows that the number of persons being supposed very large, if observation gives between the colors extracted a ratio which differs sensibly from unity, it is very probable that the same difference is found between unity and the ratio of the white balls to the black contained in the urn.

I count again among illusions the application which Liebnitz and Daniel Bernoulli have made of the calculus of probabilities to the summation of series. If one reduces the fraction whose numerator is unity and whose denominator is unity plus a variable, in a series prescribed by the ratio to the powers of this variable, it is easy to see that in supposing the variable equal to unity the fraction becomes ½, and the series becomes plus one, minus one, plus one, minus one, etc. In adding the first two terms, the second two, and so on, the series is transformed into another of which each term is zero. Grandi, an Italian Jesuit, concluded from this the possibility of the creation; because the series being always ½, he saw this fraction spring from an infinity of zeros or from nothing. It was thus that Liebnitz believed he saw the image of creation in his binary arithmetic where he employed only the two characters, unity and zero. He imagined, since God can be represented by unity and nothing by zero, that the Supreme Being had drawn from nothing all beings, as unity with zero expresses all the numbers in this system of arithmetic. This idea was so pleasing to Liebnitz that he communicated it to the Jesuit Grimaldi, president of the tribunal of mathematics in China, in the hope that this emblem of creation would convert to Christianity the emperor there who particularly loved the sciences. I report this incident only to show to what extent the prejudices of infancy can mislead the greatest men.

Liebnitz, always led by a singular and very loose metaphysics, considered that the series plus one, minus one, plus one, etc., becomes unity or zero according as one stops at a number of terms odd or even; and as in infinity there is no reason to prefer the even number to the odd, one ought following the rules of probability, to take the half of the results relative to these two kinds of numbers, and which are zero and unity, which gives ½ for the value of the series. Daniel Bernoulli has since extended this reasoning to the summation of series formed from periodic terms. But all these series have no values properly speaking; they get them only in the case where their terms are multiplied by the successive powers of a variable less than unity. Then these series are always convergent, however small one supposes the difference of the variable from unity; and it is easy to demonstrate that the values assigned by Bernoulli, by virtue of the rule of probabilities, are the same values of the generative fraction of the series, when one supposes in these fractions the variable equal to unity. These values are again the limits which the series approach more and more, in proportion as the variable approaches unity. But when the variable is exactly equal to unity the series cease to be convergent; they have values only as far as one arrests them. The remarkable ratio of this application of the calculus of probabilities with the limits of the values of periodic series supposes that the terms of these series are multiplied by all the consecutive powers of the variable. But this series may result from the development of an infinity of different fractions in which this did not occur. Thus the series plus one, minus one, plus one, etc., may spring from the development of a fraction whose numerator is unity plus the variable, and whose denominator is this numerator augmented by the square of the variable. Supposing the variable equal to unity, this development changes, in the series proposed, and the generative fraction becomes equal to ⅔; the rules of probabilities would give then a false result, which proves how dangerous it would be to employ similar reasoning, especially in the mathematical sciences, which ought to be especially distinguished by the rigor of their operations.

We are led naturally to believe that the order according to which we see things renewed upon the earth has existed from all times and will continue always. Indeed if the present state of the universe were exactly similar to the anterior state which has produced it, it would give birth in its turn to a similar state; the succession of these states would then be eternal. I have found by the application of analysis to the law of universal gravity that the movement of rotation and of revolution of the planets and satellites, and the position of the orbits and of their equators are subjected only to periodic inequalities. In comparing with ancient eclipses the theory of the secular equation of the moon I have found that since Hipparchus the duration of the day has not varied by the hundredth of a second, and that the mean temperature of the earth has not diminished the one-hundredth of a degree. Thus the stability of actual order appears established at the same time by theory and by observations. But this order is effected by divers causes which an attentive examination reveals, and which it is impossible to submit to calculus.