§ 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.
§ 13. So much then for the attempt to prove the prevalence, in all cases, of this particular law of divergence. The next point in Quetelet's treatment of the subject which deserves attention as erroneous or confusing, is the doctrine maintained by him and others as to the existence of what he terms a type
in the groups of things in question. This is a not unnatural consequence from some of the data and conclusions of the last few paragraphs. Refer back to two of the three classes of things already mentioned in § 4. If it really were the case that in arranging in order a series of incorrect observations or attempts of our own, and a collection of natural objects belonging to some one and the same species or class, we found that the law of their divergence was in each case identical in the long run, we should be naturally disposed to apply the same expression ‘Law of Error’ to both instances alike, though in strictness it could only be appropriate to the former. When we perform an operation ourselves with a clear consciousness of what we are aiming at, we may quite correctly speak of every deviation from this as being an error; but when Nature presents us with a group of objects of any kind, it is using a rather bold metaphor to speak in this case also of a law of error, as if she had been aiming at something all the time, and had like the rest of us missed her mark more or less in almost every instance.[13]
Suppose we make a long succession of attempts to measure accurately the precise height of a man, we should from one cause or another seldom or never succeed in doing so with absolute accuracy. But we have no right to assume that these imperfect measurements of ours would be found so to deviate according to one