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Theory of Probability
1TIIRL) EDIlIUN
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ir HaroldJ
THEORY OF
PROBABILITY
BY
HAROLD JEFFREYS
Formerly Plumian Professor of Astronomy
University of Cambridge
THIRD EDITION
OXFORD
UNIVERSITY PRESS
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ISBN 0-19-850368-7
PREFACE TO THE CORRECTED IMPRESSION
SOME corrections and amplifications have been made in the preseni
version and an appendix on harmonic analysis and autocorrelation
been added.
I am indebted for helpful discussions to Professor D. V. Lindley
Professor H. E. Daniels, and Dr. A. M. Walker.
H. J
Cambridge, 1966
PREFACE
I N the present edition I have developed more fully the proof of th
consistency of the postulates of the theory, including the product ruli
and therefore the principle of inverse probability. The convergenm
principle, otherwise the simplicity postulate for initial probabilities,
shown to satisfy the conditions. The argument amounts to a proof thai
axioms can be stated that will permit the attachment of a high probabi
lity to any precisely stated law given suitable observational data. There
is still room for choice in the precise formulation of the convergence
principle, but I regard that as an invitation to others to try. I do not
claim to have done all that is needed, but I do claim to have done a great
deal more than any of my critics have noticed. Where the theory is
incomplete the outstanding questions are mostly either of a sort that
can make little difference to practical applications, or arise from diffi-
culties in stating the likelihood that would affect any theory.
Some mathematical proofs are given more fully than in previous
editions. A proof of the Pitman—Koopman theorem concerning the
existence of sufficient statistics is given in an extended form. The related
invariance theory of Huzurbazar for initial probabilities is described.
The revision of prior probabilities is brought into relation with the
theory of types.
Some points in later chapters have been transferred to the first, in the
hope that fewer critics will be misled into inferring what is not in the
book from not finding it in the first chapter. For instance, the difficulty
mentioned on p. 3 has been repeated as inescapable, whereas the greater
part of the book is devoted to showing how it can be met in a construc-
tive way; that on p 119 continues to be stated though it was answered
thirty years ago, and arguments based on the assumption of equal
probabilities over an infinite class of laws are still given without mention
of the convergence principle.
Several writers, even recent ones, have described me as a follower of
the late Lord Keynes. Without wishing to disparage Keynes, I must
point out that the first two papers by Wrinch and me in the Philo-
sophi cat Magazine of 1919 and 1921 preceded the publication of Keynes's
book What resemblance there is between the present theory and that
of Keynes is due to the fact that Broad, Keynes, and my collaborator
had all attended the lectures of W. E Johnson. Keynes's distinctive
PREFACE
contribution was the assumption that probabilities are only partially
ordered this contradicts my Axiom I I gave reasons for not accepting
it in a review of Keynes's book and in the first edition of Scientific
Inference Mistakenly thinking that this was no longer necessary I
omitted theni from the second Keynes himself withdrew his assunip-
tion in his biographical essay on F P Ramsey My own primary in-
spiration came from Pearson's Orammar of Science, a work that is
apparently unknown to many present philosophers of science
On the other hand, the main conclusion, that scientific method de
pends on considering at the Outset the hypothesis that variation of the
data is completely random, and modifying it step by step as the data
are found to support alternatives is a complete reversal of the nature
of induction as understood by philosophcrs Yet so far as I know no
philosopher has noticed it
Adherents of frequency definitions of probability have naturally
objected to the whole system. But they carefully avoid mentioning my
criticisms of frequency definitions, which any competent mathematician
can see to be unanswerable. In this way they contrive to present me as
an intruder into a field where everything was already satisfactoT y I
speak from experience in saying that students have no difficulty in
following my system if they have not already spent several years in
trying to convince themselves that they understand frequency theories
Several authors have recently tried to construct theories that can bc
regarded as compromises between the epistemological one and one that
admits intrinsic probabilities only, it seems to me that these are only
elaborate ways of shirking the problems 'I'he present formulation is the
easiest that can be constructed.
However, there is a decided improvement in the willingness of
physicists to estimate the uncertainties of their results properly, and
I suppose that 1 can claim some of the credit for this There is, however,
room for further improvement.
H. J
Cambridge, I 961)
PREFACE TO THE FIRST El)ITION
THE chief object of this work is to provide a method of drawing infer-
ences from observational data that will be self-consistent and can also
be used in practice. Scientific method has grown up without much
attention to logical foundations, and at present there is little relation
between three main groups of workers Philosophers, mainly interested
in logical principles but not much concerned with specific applications,
have mostly followed in the tradition of Bayes and Laplace, but with
the brilliant exception of Professor P Broad have not paid much
attention to the consequences of adhering to the tradition in detail.
Modern statisticians have developed extensive mathematical techniques,
but for the most part have rejected the notion of the probability of a
hypothesis, and thereby deprived themselves of any way of saying
precisely what they mean when they decide hypotheses
Physicists have been described, by an experimental physicist who has
devoted much attention to the matter, as not only indifferent to funda-
mental analysis but actively hostile to it, and with few exceptions their
statistical technique has hardly advanced beyond that of Laplace In
opposition to the statistical school, they and some other scientists are
liable to say that a hypothesis is definitely proved by observation,
which is certainly a logical fallacy, most statisticians appear to regard
observations as a basis for possihly rejecting hypotheses, but in no case
for supporting them The latter attitude, if adopted consistently,
would reduce all inductive inference to guesswork, the former, if
adopted consistently, would make it ilupos'4ible ever to alter the hypo-
theses, however badly they agreed with new evidence The present
attitudes of most physicists and statisticians ale diametrically opposed,
but lack of a common meeting-ground has, to a very large extent, pre-
vented the opposition from being noticed Nevertheless, both schools
have made great scientific advances, in spite of the fact that their
fundamental notions, for one reason or the other, would make such
advances impossible if they were consistently maintained
In the present book I reject the attempt to reduce induction to
deduction, which is characteristic of both schools, and maintain that
the ordinary common sense notion of probabilit1 is capable of precise
and consistent treatment when once an adequate language is provided
for it It leads to the result that a precisely stated hypothesis may
attain either a high or a negligible probability a result of obsei-va-
tional data, and therefore to an aft it ide r nterrned ate between t hose
B
x PREFACE TO THE FIRST EDITION
current in physics and statistics, but in accordance with ordinary
thought Fundamentally the attitude is that of Bayes and Laplace,
though it is found necessary to modify their hypotheses before some
types of cases not considered by them can be treated, and some steps
in the argument have been filled in For instance, the rule for assessing
probabilities given in the first few lines of Laplace's book is Theorem 7.
and the principle of inverse probability is Theorem 10 There is, on the
whole, a very good agreement with the recommendations made in
statistical practice, my objection to current statistical theory is not so
much to the way it is used as to the fact that it limits its scope at the
outset in such a way that it cannot state the questions asked, or the
answers to them, within the language that it provides for itself, and
must either appeal to a feature of ordinary language that it has declared
to be meaningless, or else produce argunients within its own language
that will not bear inspection
The most beneficial result that 1 can hope for as a consequence of
this work is that more attention will be paid to the precise statement
of the alternatives involved in the questions asked It is sometimes
considered a paradox that the answer depends not only on the observa-
tions but on the question, it should be a platitude
The theory is applied to most of the main problems of statistics, and
a number of specific applications are given. It is a necessary condition
for their inclusion that they shall have interested me. As my object is
to produce a general method I have taken examples from a number of
subjects, though naturally there are more from physics than from
biology and more from geophysics than from atomic physics It was,
as a matter of fact, mostly with a view to geophysical applications that
theory was developed It is not easy, however, to produce a
statistical method that has application to only one subject, though
intraclass correlation, for instance, which is a matter of valuable posi-
ti'S e discovery in biology, is usually an unmitigated nuisance in physics
It may l,e felt that many of the applications suggest further questions.
That is inevitable It is usually only sshen one group of questions has
been answered that a further group can be stated in an answerable
form at all
I must offer roy warmest thanks to l'rofessor It A Fisher and Dr J
for their kindness in answering numerous questions from a not
very docile pupil, and to Mr It B Braithwaite, who looked over the
manuscript and suggested a number of improvements, also to the
Clarendon Press for their extreme courtesy at all stages
St John a College, cambridge
CONTENTS
I. FUNDAMENTAL NOTIONS I
II DIRECT PROBABILITIES 57
INDEX 455
I
FUNDAMENTAL NOTIONS
They say that Understanding ought to work by tho miss of right
reason. These rules are, or ought to he, contained in Logic; but the
actual science of logic is conversant at present only with things either
certain, impossible, or entirely doubtful, none of which (fortunately)
we have to reason on. Therefore the true logic for this world is the
calculus of Probabilities, which takes account of the magnitude of
the probability which is, or ought to be, in a reasonable man's mind.
J. Cacag MAxwatc
1.0. THE fundamental problem of scientific progress, and a fundamental
one of everyday life, is that of learning from experience. Knowledge
obtained in this way is partly merely description of what we have already
observed, but part consists of making inferences from past experience
to predict future experience. This part may be called generalization
or induction. It is the most important part; events that are merely
described and have no apparent relation to others may as well be for-
gotten, and in fact usually are. The theory of learning in general is
the branch of logic known as epistemology. A few illustrations will
indicate the scope of induotion. A botanist is confident that the plant
that grows from a mustard seed will have yellow flowers with four long
and two short stamens, and four petals and sepals, and this is inferred
from previous instances. The Nautical Almanac's predictions of the
positions of the planets, an engineer's estimate of the output of a new
dynamo, and an agricultural statistician's advice to a farmer about the
utility of a fertilizer are all inferences from past experience. When a
musical composer scores a bar he is expecting a definite series of sounds
when an orchestra carries out his instructions. In every ease the infer-
ence rests on past experience that certain relations have been found to
hold, and those relations are then applied to new cases that were not
part of the original data. The same applies to my expectations about
the flavour of my next meal. The process is so habitual that we hardly
notice it, and we can hardly exist for a minute without carrying it out.
On the rare occasions when anybody mentions it, it is called common
sense and left at that.
Now such inference is not covered by logic, as the word is ordinarily
understood. Traditional or deductive logic admits only three attitudes
2 FUNDAMENTAL NOTIONS I, § 10
simply that they are known from experience. However, this use of the
word 'experience' covers a confusion. The rules are inferred from past
experience, and then applied to future experience, which is not the same
thing. There is no guarantee whatever in deductive logic that a rule
that has held in all previous instances will not break down in the next
instance or in all future instances. Indeed there are an infinite number
of rules that have held in all previous cases and cannot possibly all
hold in future ones. For instance, consider a body falling freely under
gravity. It would be asserted that the distance at time I below a fixed
level is given by a formula of the type
3 = (1)
This might be asserted from observations of s at a series of instants
11, I,,. That is, our previous experience asserts the proposition
that a, a, and p exist such that
8, = (2)
for all values of r from 1 to a. But the law (1) is asserted for all values
of I. But consider the law
S = a—J—at+4gt24-f(t)(t--—ti)(t---t,j...(t--—t,j, (3)
where f(t) may be any function whatever that is not infinite at any of
I,,, and a, a, and p have the same values as in (1). There are an
infinite number of such functions. Every form of (3) will satisfy the
set of relations (2), and therefore every one has held in all previous
cases. But if we consider any other instant (which might be either
within or outside the range of time between the first and last of the
original observations) it will be possible to in such a way
as to give a as found from (3) any value whatever at time tn+1• Further,
there will bean infinite number of forms off(t) that would give the same
value and there are an infinite number that would give differ-
ent values, If we observe .e at time we can choose to give
agreement with it, hut an infinite number of forms of f(t) consistent
with this value would be consistent with any arbitrary value of a at a
further moment That is, even if all the observed values agree with
(1) exactly, deductive logic can say nothing whatever about the value
of a at any other time. An infinite number of laws agree with previous
experience, and an infinite number that have agreed with previous cx-
parlance will inevitably be wrong in the next instance. What the applied
mathematician does, in fact, is to select one form out of this infinity;
and his reason for doing so has nothing whatever to do with traditional
4 FUNDAMENTAL NOTIONS I. § 10
logic. He chooses the simplest. This is actually an understatement of
the case; because in general the observations will not agree with (1)
exactly, a polynomial of n terms can still be found that will agree exactly
with the observed values at times f5,.. t,,, and yet the form (1) may
still be asserted. Similar considerations apply to any quantitative law.
The further significance of this matter must be reserved till we come to
significance tests. We need notice at the moment only that the choice
of the simplest law that fits the facts is an essential part of procedure
in applied mathematics, and cannot be justified by the methods of
deductive logic It is, however, rarely stated, and when it is stated it
is usually in a manner suggesting that it is something to be ashamed of.
We may recall the words of Brutus
But 'tie a common proof
That lowliness is young ambition's ladder,
Whereto the climber upwards turns his face;
But when he once attains the upmost round,
He then unto the ladder turns his back,
Looks in the clouds, scorning the base degrees
By which ho did ascend
It is asserted, for instance, that the choice of the simplest law is purely
a matter of economy of description or thought, and has nothing to do
with any reason for believing the law. No reason in deductive logic,
certainly; but the question is, Does deductive logic contain the whole
of reason? It does give economy of description of past experience, but
is it unreasonable to be interested in future experience? Do we make
predictions merely because those predictions are the easiest to make?
Does the Nautical Almanac Office laboriously work out the positions
of the planets by means of a complicated set of tables based on the
law of gravitation and previous observations, merely for convenience,
when it might much more easily guess them? Do sailors trust the
safety of their ships to the accuracy of these predictions for the same
reason? Does a town install a new tramway system, with expensive
plant and much preliminary consultation with engineers, with no more
reason to suppose that the trams will move than that the laws of
electromagnetic induction are a saving of trouble? I do not believe
for a moment that anybody will answer any of these questions in the
affirmative, but an affirmative answer is implied by the assertion that
is still frequently made, that the choice of the simplest law is merely a
matter of convention. I say, on the contrary, that the simplest law is
chosen because it is the most likely to give correct predictions, that the
I, § 10 FUNDAMENTAL NOTr0NS 5
choice is based on a reasonable degree of belief; and that the fact that
deductive logic provides no explanation of the choice of the simplest
law is an absolute proof that deductive logic is grossly inadequate to
cover scientific and practical requirements. It is sometimes said, again,
that the trust in the simple law is a peculiarity of human psychology;
a different type of being might behave differently Well, I see no point
whatever in discussing at length whether the human mind is any use;
it is not a perfect reasoning instrument, but it is the only one we have.
Deductive logic itself could never be known without the human mind.
If anybody rejects the human mind and then holds that he is construct-
ing valid arguments, he is contradicting himself, if he holds that human
minds other than his own are useless, and then hopes to convince them
by argument, he is again contradicting himself. A critic is himself
using inductive inference when he expects his words to convey the same
meaning to his audience as they do to himself, since the meanings of
words are learned first by noting the correspondence between things
and the sounds uttered by other people, and then applied in new
instances. On the face of it, it would appear that a general state-
ment that something accepted by the bulk of mankind is intrinsically
nonsense requires much more to support it than a mere declaration.
Many attempts have been made, while accepting induction, to claim
that it can be reduced in some way to deduction. Bertrand Russell
has remarked that induction is either disguised deduction or a mere
method of making plausible guesses.j- In the former sense we must look
for some general principle, which states a set of possible alternatives;
then observations used to show that all but one of these are wrong,
and the survivor is held to be deductively demonstrated. Such an atti-
tude has been widely advocated. On it I quote Professor C. D. Broad4
The usual view of the logic books seems to be that inductive arguments are
really syllogisms with propositions summing up the relevant observations as
minors, and a common major consisting of some universal proposition about
nature. If this were true it ought to be easy enough to find the missing major,
and the singular obscurity in which it is enshrouded would be quite inexplicable
It is reverently referred to by inductive logicians as the Uniformity of Nature,
but, as it is either never stated at all or stated in such terms that it could not
Principles ef Malhessaiice, p 360 He said, at the Aristotelian Society su,,m,er
meeting in 1039, that this remark has been too much quoted I therefore offer apolsgies
fer quoting it again He has also remarked that the inductive phitoaophero of central
Africa formerly held the view that sill men were hlack My comment would be thst
the deductive ones, if there were any, did not hold that there were any men, black,
white, or yellow
Mind, 29, 1920, 11
FUNDAMENTAL NOTIONS I, § 10
possibly do what is required of it, it appears to be the inductive equivalent of
Mrs. Gamp's mysterious friend, and might be more appropriately named Major
Harris.
It is in fact easy to prove that this whole way of looking at inductive argu-
ments is mistaken On this view they are all syllogisms with a common major.
Now their minors are propositions summing up the relevant observations. If the
observations have been carefully made the minors are practically certain. Hence,
if thi, theory were true, the conclusions of all inductive arguments in which the
observations were equally carefully made would be equally probable. For what
could vary the probabilities' Not the major, which is common to all of them.
Not the minors, which by hypothesis are equally certain. Not the mode of
reasoning, which is syllogistic in each case. But the result is preposterous, and
is enough to refute the theory which leads to it.
Attempts have been made to supply the missing major by several
modern physicists, notably Sir Arthur Eddington and Professor
E. A. Mime. But their general principles and their results differ even
within the very limited field of knowledge where they have been
applied. How is a person with less penetration to know which is right,
if any? Only by comparing the results with observation; and then his
reason for believing the survivor to be likely to give the right results
in future is inductive. I am not denying that one of them may have
got the right results. But I reject the statement that any of them can
be said to be certainly right as a matter of pure logic, independently of
experience; and I gravely doubt whether any of them could have been
thought of at all had the authors been unaware of the vast amount of
previous work that had led to the establishment by inductive methods
of the laws that they set out to explain. These attempts, though they
appear to avoid Broad's objection, do so only within a limited range,
and it is doubtful whether such an attempt is worth making if it can
at best achieve a partial success, when induction can cover the whole
field without supposing that special rules hold in certain subjects.
I should maintain (with N. R. Campbell, who saysf that a physicist
would be more likely to interchange the two terms in Russell's state-
ment) that a great deal of what passes for deduction is really disguised
induction, and that even some of the postulates of Principie Mathe-
malice are adopted on inductive grounds (which, incidentally, are false).
Karl writes as follows:
Now this is the peculiarity of scientific method, that when once it has become
a habit of mind, that mind converts all facts whatsoever into science The field
of science is unlimited; its material is endless, every group of natural phenomena,
Physics, The Elcmeals, 1920, p 9
The G,sei,ren- of Soieacc, 1892 Page 16 ef Everyman editiso, 1938.
1,11.0 FUNDAMENTAL NOTIONS 7
every phase of social life, every stage of past or present development ie material
for science The unity of oil science consists alone in its method, net in its moteriol.
The man who classifies facts of any kind whatever, who sees their mutual relation
and descrihes their sequences, is applying the scientific method and is a man of
science. The facts may belong to the pest history of mankind, to the social
statistics of our great cities, to the atmosphere of the most distant stars, to the
digestive organs of a worm, or to the life of a scarcely visible bacillus. It is not
the facts themselves which form science, but the methods by which they are
dealt with.
Here, in a few sentences, Pearson sets our problem. The italics are his.
He makes a clear distinction between method and material. No matter
what the subject-matter, the fundamental principles of the method
must be the same. There must he a uniform standard of validity for
all hypotheses, irrespective of the subject. Different laws may hold in
different subjects, but they must be tested by the same criteria; other-
wise we have no guarantee that our decisions will be those warranted
by the data and not merely the result of inadequate analysis or of
believing what we want to believe. An adequate theory of induction
must satisfy two conditions. First, it must provide a general method;
secondly, the principles of the method must not of themselves say
anything about the world. If the rules are not general, we shall have
different standards of validity in different subjects, or different stan-
dards for one's own hypotheses and somebody else's. If the rules of
themselves say anything about the world, they will make empirical
statements independently of observational evidence, and thereby limit
the scope of what we ,can find out by observation. If there arc such
limits, they must be inferred from observation, we must not assert them
in advance.
We must notice at the outset that induction is more general than
deduction. The answers given by the latter are limited to a simple
'yes', 'no', or 'it doesn't follow'. Inductive logic must split up the last
alternative, which is of no interest to deductive logic, into a number
of others, and say which of them it is most reasonable to believe on
the evidence available. Complete proof and disproof are merely the
extreme cases. Any inductive inference involves in its very nature the
possibility that the alternative chosen as the most likely may in fact
be wrong. Exceptions are always possible, and if a theory does not
provide for theos it will be claiming to ho deductive when it cannot be.
On account of this extra generality, induction must involve postulates
not included in deduction. Our problem is to state these postulates.
It is important to notice that they cannot be proved by deductive
FUNDAMENTAL NOTIONS 1, § 1.0
1.1. The test of the general rules, then, is not any sort of proof. This
is no objection because the primitive propositions of deductive logic
cannot be proved either. All that can be done is to state a set of
hypotheses, as plausible as possible, and see where they lead us. The
fullest development of deductive logic and of the foundations of mathe-
matics is that of Principia Methem&ica, which starts with a number of
primitive propositions taken as axioms; if the conclusions are accepted,
that is because we are willing to accept the axioms, not because the
latter are proved. The same applies, or used to apply, to Euclid. We
must not hope to prove our primitive propositions when this is the
position in pure mathematics itself. But we have rules to guide us in
stating them, largely suggested by the procedure of logicians and pure
mathematicians.
1. All hypotheses used must be explicitly stated, and the conclusions
must follow from the hypotheses.
2. The theory must be self-consistent, that is, it must not be possible
to derive contradictory conclusions from the postulates and any given
set of observational data.
3. Any rule given must be applicable in practice. A definition is
useless unless the thing defineil can be recognized in terms of the
definition when it occurs. The existence of a thing or the estimate of
a quantity must not involve an impossible experiment.
4. The theory must provide explicitly for the possibility that infer-
ences made by it may turn out to be wrong. A law may contain
I, § 1.1 FUNDAMENTAL NOTIONS 9
a, > a,,, but that if a., = ce, is to be placed after se,, if b, > b,,, then
a,,,
the axiom that the u,, can be placed in an order will hold, but if a,, and
can each take a continuous series of values it will be impossible to
establish a one—one correspondence between the pairs and a single
continuous series without deranging the order.
Convention 2 and Axiom 4 will imply that, if we have two pairs of
exclusive propositions with the same probabilities on the same data,
the numbers chosen to correspond to their disjunctions will be the
same. The extension to disjunctions of several propositions is justi-
fied by Theorem I. We shall always, on given data, associate the
same numbers with propositions entailed or contradicted by the data,
this is justified by Axiom 3. The assessment of numbers in the way
Suggested is therefore consistent with our axioms. We can now intro-
duce the formal notation P(q I
for the number associated with the probability of the proposition q on
data p. it may be read 'the probability of q given p' provided that we
remember that the number is not in fact the probability, but merely
a representation of it in terms of a pair of conventions. The probability,
strictly, is the reasonable degree of confidence and is not identical with
the number used to express it. The relation is that between Mr. Smith
and his name 'Mr. Smith'. A sentence containing the words 'Mr Smith'
may correspond to, and identify, a fact about Mr. Smith But Mr.
Smith himself does not occur in the sentence f In this notation, the
properties of numbers will now replace Axiom 1; Axiom 2 is restated
'if P(q In) > P(r I p) and P(r p) > P(s I p), then P(q In) > P(s p)',
which is a mere mathematical implication, since all the expressions are
numbers Axiom 3 will require us to decide what numbers to associate
with certainty and impossibility. We have
TTJF.ORIeM 2. If p is consistent with the general rules, and p entails —..q,
then P(q p) = 0.
For let q and r be any two propositions, both impossible on data p.
Then (Ax. 3) if a is the number associated with impossibility on datap,
P(qip) = P(rlp)= P(q vrjp)= a
since q, r, and q v r are all impossible propositions on data p and must
be associated with the same number But qr is impossible on data p,
hence, by definition, q and rare exclusive on datap, and (Cony. 2)
P(qvrlp)= P(qlp)+P(rlp)=2a,
C Cf IS Caroop, The Logical of
I, § 1 2 FUNDAMENTAL NOTIONS 21
This is the rule generally adopted, but there are cases where we wish
to express ignorance over an infinite range of values of a quantity, and
it may be convenient to express certainty that the quantity lies in that
range by in order to keep ratios for finite ranges determinate. None
of our axioms so far has stated that we must always express certainty
by the same number on different data, merely that we must on the
same data; but with this possible exception it is convenient to do so.
The converse of Theorem 2 would be. 'If P(q p) = 0, then p entails
This is false if we use Convention 3. For instance, a continuous
variable may be equally likely to have any value between 0 and 1.
Then the probability that it is exactly is 0, but is not an impossible
value There would be no point in making certainty correspond to
infinity in such a case, for it would make the probability infinite for
any finite range. It turns out that we have no occasion to use the
converse of Theorem 2.
AXIOM 6. If pq entails r, then P(qr p) = P(q I p).
In other words, given p throughout, we may consider whether p is
false or true. If q is false, then qr is false. If p is true, then, since pp
entails r, r is also true and therefore qr is true. Similarly, if qr is true
it entails q, and if qr is false q must be false on data p, since if it was
true qr would be true. Thus it is impossible, given p, that either q or
22 FUNDAMENTAL NOTIONS 1,11.2
qr should be true without the other. This is an extension of Axiom 3
and is necessary to enable us to take over a further set of rules sug-
gesteci by deductive logic, and to say that all equivalent propositions
have the same probability on given data.
THEOREM 3. If q and r are equivalent in the sense that each entails the
other, then each entail.s qr, end the probabilities of q and r on any data must
be equal. Similarly, if pg entails r, end pr entails q, P(q I p) = P(r p),
since both are equal to P(qr I p).
An immediate corollary is
THEOREM 4. =
For qr and q. r are exclusive, and the sum of their probabilities
on any data is the probability of qr: v:q. (Cony. 2). But q entails
this proposition, and also, if either q and r are both true or q is true
and r false, q is true in any case. Hence the propositions q and
v:q. are equivalent, and the theorem follows by Theorem 3.
It follows further that P(q I p) P(qr p), since P(q. r p) cannot
be negative. Also, if we write q v r for q, we have
(Th.4)
and q v r:r is equivalent to r, and q v r: to q. Hence
P(q
THEOREM If q and r are two propositions, not necessarily exclusive
on data p, P(q Yr Ip)+P(qr jp).
For the propositions qr, q. r, —'q. exclusive; and
are
q is equivalent to the disjunction of qr and q. r to the dis-
r, and
junction of qr and q . r. Hence the left side of the equation is equal to
2P(qr lp)+P(q. —'r p) (Tb. 4).
Also q v r is equivalent to the disjunction of qr, q. r, and -.'q.r.
Hence
P(q yr = P(qr ip)+P(q. —.'r Ip)+P(—.'q.rlp) (Th. 4),
whence the theorem follows.
It follows that, whether q and r are exclusive or not,
F(q vrlp)
since P(qr I p) cannot be negative. Theorems 4 and together express
upper and lower bounds to the possible values of P(q v r p) irrespective
of exclusiveness. It cannot be less than either P(q or P(r p); it
cannot be more than P(q Ip)+P(r Ip).
1,11.2 FIJNDAMENTAL NOTIONS 23
This is the first proposition that we have had that involves probabilities
on different data, two of the factors being on data p and two on data lIp.
Q itself does not appear in it and is therefore irrelevant. It is introduced
into the theorem merely to avoid the use of Convention 3. It might be
identical with any finite set that includes both R and S.
The proof has assumed that the alternatives considered are equally
probable both on data p and also on data lIp. It has not been found
possible to prove the theorem without using this condition. But it is
necessary to further developments of the theory that we shall have
some way of relating probabilities on different data, and Theorem 9
suggests the simplest general rule that they can follow if there is one at
all. We therefore take the more general form as an axiom, as follows.
Axiosi 7. For any propositions p, q, r,
cases. The correct statement of the rule may be written (using Con-
vention 3 on data pr)
F(pqjr) = (1)
and the other one as
F(pq r) = P(p r)P(q r).
I
(2)
If p cannot be true given r, then p and q cannot both be true, and both
(1) and (2) reduce to 0 = 0. If p is certain given r, both reduce to
P(q(r)=F(qft) (3)
since in (I) the inclusion of p in thc data tells us nothing about p that
is not already told us by r. If p is impossible given r, both reduce to
0 = 0. If p is certain given r, both reduce to
F(plr)=P(pjr). (4)
So far everything is satisfactory. But suppose that p is impossible
givenpr. Then it is impossible for pp to be true given r, and (1) reduces
correctly to 0 = 0. But (2) reduces to
0= P(pjr)P(plr),
which is false; it is perfectly possible for both p and p to be consistent
with r and pp to be inconsistent with r. Consider the following. Let
r consist of the following information: in a given population all the
members have eyes of the same colour; half of them have blue eyes and
half brown, one member is to be chosen, and any member is equally
likely to be selected. p is the proposition that his left eye is blue, p the
proposition that his right eye is brown. What is the probability, on
data r, that his left eye is blue and his right brown? P(p
Ic) and according to (2) F(pp r) = j. But according
to (1) the probability that his right eye is brown must be assessed
subject both to the information that his eyes are of the same colour
and that his left eye is blue, and this probability is 0. Thus (1) gives
F(pp r) = 0. Clearly the latter result is right, further applications of
the former, considering also (left eye brown) and '—'p (right eye
blue) lead to the astonishing result that on data including the pro-
position that all members have two eyes of the same colour, it is as
likely as not that any member will have eyes of different colours.
This trivial instance is enough to dispose of (2); but (2) has been
widely applied in cases where it gives wrong results, and sometimes
seriously wrong ones. The Boltzmann H-theorem of the kinetic theory
of gases rests on a fallacious application of it, since it considers an
assembly of molecules, possibly with differences of density from place
to place, and gives the joint probability that two molecules will be in
28 FUNDAMENTAL NOTIONS I, § 1.2
I
H) H)
which is independent of
If we use unity to denote certainty on data for all the
(3) becomes IpH) m H)P(p (4)
I I
Ah, Burne-Jones!
Paumanokides.
Paumanokides.
Haply in the far, the orient future, in the dawn we herald like the
birds,
Men shall read the legend of our meeting, linger o’er the music of
our words;
Haply they shall liken these dear moments, safely held in History’s
amber clear,
Unto Dante’s converse bland with Virgil, on the margin of that
gloomy mere!
Paumanokides.
Narcissus.
What more is left to say or do?
Our minds have met; our hands must part.
I go to plant in pastures new
The love of Beauty and of Art.
I’ll shortly start.
One town is rather small for two
Like me and you!
Paumanokides.
So long!
THE SONG OF SIR PALAMEDE.
“Came Palamede, upon a secret quest,
To high Tintagel, and abode as guest
In likeness of a minstrel with the king.
Nor was there man could sound so sweet a string.
...
To that strange minstrel strongly swore King Mark,
By all that makes a knight’s faith firm and strong,
That he, as guerdon of his harp and song,
Might crave and have his liking.
...’O King, I crave
No gift of man that king may give to slave,
But this thy crowned queen only, this thy wife.’”
FOOTNOTES
Having learned the Soulful Quiver, she acquired the Melting Mo-o-an,
And the way she gave “Young Grayhead,” would have liquefied a
stone.
Then the Sanguinary Tragic did her energies employ,
And she tore my taste to tatters when she slew “The Polish Boy.”
It’s not pleasant for a fellow when the jewel of his soul
Wades through slaughter on the carpet, while her orbs in frenzy roll;
What was I that I should murmur? Yet it gave me grievous pain
That she rose in social gatherings and Searched among the Slain.
—Coroebus Green.
THE SWEET O’ THE YEAR.
This trifle may derive interest from the music, by Mr. E. C. Phelps,
in Scribner’s Monthly for August, 1880.
ACT I.
Tenant (Tenor).
Tenant’s Wife (Soprano).
Tenant’s Mother-in-Law (Contralto).
Landlord (Basso).
TENOR SOLO.
TRIO.
TENOR.
BASSO.
TENOR.
Beyond compare.
BASSO.
TENOR.
BASSO.
TENOR.
Pretty fair.
BASSO.
TENOR.
So we air.
BASSO.
Mother-in-law. CONTRALTO.
SOPRANO.
CONTRALTO.
SOPRANO.
TENOR.
I won’t pay!
BASSO.
First of May.
Intermission—Agent heard without tacking up bill.
ACT II.
FULL CHORUS.
I want to see⸺
TENOR.
Oh, certainly!
Be kind enough to follow me.
FEMALE CHORUS.
MALE CHORUS.
Exeunt, R.
It wouldn’t do!
FEMALE CHORUS.
It’s warm!
MALE CHORUS.
It’s cold!
FEMALE CHORUS.
MALE CHORUS.
FULL CHORUS.
I wanted gas!
I wanted grass!
We all expected fine plate-glass!
And shelves for cheese!
And orange trees!
And beds for raising strawberries!
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