The Logic of Chance, 3rd edition: An Essay on the Foundations and Province of the Theory of Probability, With Especial Reference to Its Logical Bearings and Its Application to Moral and Social Science and to StatisticsVenn, John
Philosophy
The Logic of Chance, 3rd edition: An Essay on the Foundations and Province of the Theory of Probability, With Especial Reference to Its Logical Bearings and Its Application to Moral and Social Science and to Statistics
Venn, John
Chance; Logic, Symbolic and mathematical; Probabilities; Science -- Methodology
12. Now the way in which the Method of Least Squares
is sometimes spoken of tends to conceal the magnitude of
this distinction. Writers have regarded it as synonymous
with the Law of Error, whereas the fact is that the two are
not only totally distinct things but that they have scarcely
even any necessary connection with each other. The Law of
Error is the statement of a physical fact; it simply assigns,
with more or less of accuracy, the relative frequency with
which errors or deviations of any kind are found in practice
to present themselves. It belongs therefore to what may be
termed the physical foundations of the science. The Method
of Least Squares, on the other hand, is not a law at all in the
scientific sense of the term. It is simply a rule or direction
informing us how we may best proceed to treat any group of
these errors which may be set before us, so as to extract the
true result at which they have been aiming. Clearly therefore
it belongs to the inferential or logical part of the subject.
It cannot indeed be denied that the methods we employ
must have some connection with the arrangement of the facts
to which they are applied; but the two things are none the
less distinct in their nature, and in this case the connection
does not seem at all a necessary one, but at most one of propriety
and convenience. The Method of Least Squares is
usually applied, no doubt, to the most familiar and common
form of the Law of Error, namely the exponential form with
which we have been recently occupied. But other forms of
laws of error may exist, and, if they did, the method in
question might equally well be applied to them. I am not
asserting that it would necessarily be the best method in
every case, but it would be a possible one; indeed we may
go further and say, as will be shown in a future chapter,
that it would be a good method in almost every case. But
its particular merits or demerits do not interfere with its
possible employment in every case in which we may choose
to resort to it. It will be seen therefore, even from the few
remarks that can be made upon the subject here, that the
fact that one and the same method is very commonly employed
with satisfactory results affords little or no proof that
the errors to which it is applied must be arranged according
to one fixed law.
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