We see that without knowing anything of the function θ, 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.
We shall find something analogous when we deal with the probability of causes. An effect may be produced by the cause A or by the cause B. The effect has just been observed. We ask the probability that it is due to the cause A.