Consider an interval 2[epsilon], comprising a red division and a black
division which follows it. Let M and _m_ be the greatest and least
values of the function [phi]([theta]) in this interval. The integral
extended to the red divisions will be smaller than [Sigma]M[epsilon];
the integral extended to the black divisions will be greater than
[Sigma]_m_[epsilon]; the difference will therefore be less than
[Sigma](M - _m_)[epsilon]. But, if the function [theta] is supposed
continuous; if, besides, the interval [epsilon] is very small with
respect to the total angle described by the needle, the difference
M - _m_ will be very small. The difference of the two integrals will
therefore be very small, and the probability will be very nearly 1/2.
We see that without knowing anything of the function [theta], I must act
as if the probability were 1/2. We understand, on the other hand, why,
if, placing myself at the objective point of view, I observe a certain
number of coups, observation will give me about as many black coups as
red.
All players know this objective law; but it leads them into a remarkable
error, which has been often exposed, but into which they always fall
again. When the red has won, for instance, six times running, they bet
on the black, thinking they are playing a safe game; because, say they,
it is very rare that red wins seven times running.
In reality their probability of winning remains 1/2. Observation shows,
it is true, that series of seven consecutive reds are very rare, but
series of six reds followed by a black are just as rare.
They have noticed the rarity of the series of seven reds; if they have
not remarked the rarity of six reds and a black, it is only because such
series strike the attention less.
V. THE PROBABILITY OF CAUSES.--We now come to the problems of the
probability of causes, the most important from the point of view of
scientific applications. Two stars, for instance, are very close
together on the celestial sphere. Is this apparent contiguity a mere
effect of chance? Are these stars, although on almost the same visual
ray, situated at very different distances from the earth, and
consequently very far from one another? Or, perhaps, does the apparent
correspond to a real contiguity? This is a problem on the probability of
causes.
I recall first that at the outset of all problems of the probability of
effects that have hitherto occupied us, we have always had to make a
convention, more or less justified. And if in most cases the result was,
in a certain measure, independent of this convention, this was only
because of certain hypotheses which permitted us to reject _a priori_
discontinuous functions, for example, or certain absurd conventions.
Public-domain text, read in full here on John Shaqi.
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