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nydus/The Logic of Chance, 3rd EditionPublic

This work examines the physical foundations of probability by analyzing the formation and behavior of statistical series. It explores the nature of laws of error, the processes of causation, and the empirical methods required to establish and prove probabilistic data.

Page 118 of 310
Table of Contents

THE RULES OF INFERENCE IN PROBABILITY.

what I cannot recognise is that we should be able to perform the process with any approach to accuracy without appeal to the statistics, or that, even supposing we could do so, we should have any guarantee of the correctness of the result without similar appeal. It appears to me in fact that but little meaning, and certainly no security, can be attained by so regarding the process of inference. The probabilities expressed as degrees of belief, just as those which are expressed as fractions, must, when we are put upon our justification, first be translated into their corresponding facts of statistical frequency of occurrence of the events, and then the inferences must be drawn and justified there. This part of the operation, as we have already shown, is mostly carried on by the ordinary rules of arithmetic. When we have obtained our conclusion we may, if we please, translate it back again into the subjective form, just as we can and do for convenience into the fractional, but I do not see how the process of inference can be conceived as taking place in that form, and still less how any proof of it can thus be given. If therefore the process of inference be so expressed it must be regarded as a symbolical process, symbolical of such an inference about things as has been described above, and it therefore seems to me more advisable to state and expound it in this latter form.

On Inverse Probability and the Rules required for it.

§ 9. It has been already stated that the only fundamental rules of inference in Probability are the two described in §§ 2, 3, but there are of course abundance of derivative rules, the nature and use of which are best obtained from the study of any manual upon the subject. One class of these derivative rules, however, is sufficiently distinct in respect of the questions to which it may give rise, to deserve special examination. It involves the distinction commonly recognised as that between Direct and Inverse Probability. It is thus introduced by De Morgan:—

“In the preceding chapter we have calculated the chances of an event, knowing the circumstances under which it is to happen or fail. We are now to place ourselves in an inverted position: we know the event, and ask what is the probability which results from the event in favour of any set of circumstances under which the same might have happened.”[4] The distinction might therefore be summarily described as that between finding an effect when we are given the causes, and finding a cause when we are given effects.

On the principles of the science involved in the definition which was discussed and adopted in the earlier chapters of this work, the reader will easily infer that no such distinction as this can be regarded as fundamental. One common feature was traced in all the objects which were to be referred to Probability, and from this feature the possible rules of

inference can be immediately derived. All other distinctions are merely those of arrangement or management.

But although the distinction is not by any means fundamental, it is nevertheless true that the practical treatment of such problems as those principally occurring in Inverse Probability, does correspond to a very serious source of ambiguity and perplexity. The arbitrary assumptions which appear in Direct Probability are not by any means serious, but those which invade us in a large proportion of the problems offered by Inverse Probability are both serious and inevitable.

§ 10. This will be best seen by the examination of special examples; as any, however simple, will serve our purpose, let us take the two following:—

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