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GIFTOP

JULIUSWAHOENHEIM 7

TREATISE

ON

PROBABILITY:

FORMING

THEARTICLEUNDERTHATHEADINTHESEVENTHEDITIONOF

THEENCYCLOPEDIABRITANNICA.

BY

THOMASGALLOWAY,M.A.F.R.S.

SECRETARYOFTHEROYALASTRONOMICALSOCIETY.

EDINBURGH:

ADAMANDCHARLESBLACK,NORTHBRIDGE,

BOOKSELLERSTOHERMAJESTYFORSCOTLAND.

1839.

BALFOIR

EDINBURGH:

JACK,Printers,NiddryStreet.

CONTENTS.

INTRODUCTION

Page1.

SECTION I.

GENERALPRINCIPLESOFTHETHEORYOFPROBABILITY.

P.16.

ARTICLES.

1-4.DefinitionofthetermsChanceandProba 9. Probabilityof

8. Exampleinnumbers.

bility. 5,6. Measureofmathematicalprobability. 7. Probability

ofcompoundevents.

aneventwhichmayhappenindifferentways.

10. Identityofthe

formulaeforsimultaneousandsuccessiveevents.

SECTIONII.

OFTHEPROBABILITYOFEVENTSDEPENDINGONAREPETITIONOF

TRIALS,ORCOMPOUNDEDOFANYNUMBEROFSIMPLEEVENTS,THE

CHANCESINRESPECTOFWHICHAREKNOWNAPRIORIANDCON

STANT

ARTICLES.

11,12,Probabilitiesofthedifferentcombinationsthat P.27.

mayhappeninaseriesoftrials.

13. Applicationofthebinomial

theorem. 14. Exampleinaparticularcase. 15. Extensiontothe

caseofanynumberofsimpleevents. 1621.Examples. 22,23.

Artificeforabbreviatingthecalculation.

24,25.Determinationof

G00735

IV

CONTENTS.

thenumberoftrialsrequiredtorendertheprobabilityofanevent

equaltoanassignedfraction.

SECTIONIII.

OFTHEPHOBABILITYOFEVENTSDEPENDINGONAREPETITIONOF

TRIALS,ORCOMPOUNDEDOFANYNUMBEROFSIMPLEEVENTS,THE

CHANCESINRESPECTOFWHICHAREKNOWNAPRIORI, ANDVARY

INTHEDIFFERENTTRIALS

P.51.

case. Huygens. ARTICLES. 29. Examples. 30. Solutionofaquestionproposedby

26.Expressionfortheprobabilityofthedifferentpos

sibleresultsinparticularcases.

27,28.Extensiontothegeneral

SECTIONIV.

OFMATHEMATICALANDMORALEXPECTATION

ARTICLES.

31.Definitionofthetermexpectation.32.Example 35,36. P.59.

33.Mathematicalexpectationnotap

ofmathematicalexpectation. noullitothesubjectofinsurances. 41. Petersburgproblem.

plicableinparticularcases.

34.HypothesisofBernoulli.

Formulatoexpressthevalueofamoralexpectation. 3739.Con

sequencesoftheformulae.

40. ApplicationofthetheoryofBer

SECTIONV.

OFTHEPROBABILITYOFFUTUREEVENTSDEDUCEDFROMEXPERI-

ENCE

P.75.

ARTICLES.

42.Hypothesesrespectingthecausesofanevent.43.

erminationoftheprobabilitiesofthedifferenthypotheses.

44.

bilityofafutureeventdeducedfromtheprobabilitiesofthe

>eses. 45. Extensionoftheformulatoanyfinitenumberof

causesorhypotheses.

46. Senseinwhichthetermcauseisusedin

CONTENTS.

thistheory.

47,48.Examplesoftheformulae.

thedifferentcausesarenotequallyprobable.

49.Caseinwhich

50. Applicationof

theformulaetophysicalormoralevents. 51,52. Extensionofthe

formulaetothecaseofaninfinitenumberofdifferentcauses. 53. Principlesonwhichtheprobabilityoflifeiscom

SECTIONVI.

OFBENEFITSDEPENDINGONTHEPROBABLEDURATIONOFHUMAN

LIFE

P.90.

puted. ARTICLES. 54,55. Methodofcomputingthevalueofanannuityona

singlelife. 56. Ofalifeannuityfortermsofyears. 57.Ofan

nuitiesonjointlives.

58.Onthesurvivorofanynumberoflires.

59 63.Methodsofcomputingthevaluesofassurancesonlives.

SECTIONVII.

OFTHEAPPLICATIONOFTHETHEORYOFPROBABILITYTOTESTIMONY,

ANDTOTHEDECISIONSOFJURIESANDTRIBUNALS

P.100.

ARTICLES.

64,65.Expressionfortheprobabilityofaneventat

testedbyasinglewitnessonanassumedhypothesis. 81. Probabilityof

whichtheeventattested is extremelyimprobable.

66.Casein

67.Casein

whichthecharacterofthewitnessisaltogetherunknown. 68.Ex.

pressionoftheprobabilityofanattestedevent,regardbeinghad

totheaprioriprobabilityoftheevent.

69,70. Probabilityof

eventsattestedbyseveralwitnesses.

71.Formulaeforthecaseof

conflictingtestimony.

72

75. Successivetestimony,ortradition.

76.Applicationtotheverdictsofjuries.

77

acquittal andcondemnationunderdifferenthypotheses. 82,83.

majority. Probabilityofaverdictbeingcorrectwhenpronouncedbyagiren

84.Numericalexpressionfortheerrorofaverdictwhen

arbitraryvaluesaregiventotheconstants.85,86.Valuesofthecon

stants,deducedfromtherecordsofthecriminalcourtsinFrance.

VI

CONTENTS.

SECTIONVIII.

OFTHESOLUTIONSOFQUESTIONSINVOLVINGLARGENUMBERS.P.128.

ARTICLES

87-89.Formoftheexpressionfortheprobabilityof

themostprobableeventinalargenumberoftrials.

90. Stirlings

theoremforapproximatingtoitsnumericalvalue. 91. Exampleof

theformula.

92. Probabilityofanyassigned result ofalarge

ofthebinomialtowardsthebeginningaridendoftheserieswhen 93.Exampleoftherapiddiminutionoftheterms

seriesoftrials.

theexponentislarge.

94.Probabilityofthenumberofoccur

rencesofanevent fallingwithingivenlimits.

95.Determination

ofthelimitsforanassignedprobability. 96.Methodofcomputing

thevalueoftheintegralwhichexpressestheprobability. 97. Ge

98.Methodofusingthetable.

neralconsequencesoftheformulas. physicalcause. 105. Todeterminethelimitsoflossorgainina

99. Applicationtonumericalexamples.

100 102.Extensionto

thecaseofprobabilitiesdeducedfromexperience.

103. Applica

multitudeofpecuniaryrisks. 106. 104. Generaldeductionsrelativeto To thedeterminationofa

tiontoaquestionofmortality.

theultimateresults ofplay. ofobservationsfallingwithinassignedlimits.

questionrespectingthedurationofplay.

SECTIONIX.

108,109.Digression relativetoa

OFTHEMOSTPROBABLEMEANRESULTSOFNUMEROUSDISCORDANT

P.164.

111.

OBSERVATIONS,ANDTHELIMITSOFPROBABLEERROR

ARTICLES.

110. Objectoftheapplicationofthetheory.

Statementoftheproblem.

112123.Solutionoftheproblem,

andexpressionfortheprobabilityoftheaverageofalargenumber

124. Connectionof

thespecialconstanttowhichtheaveragecontinuallyapproaches,

withthecentreofgravityofacurveline.

125126.Cases in

whichthenumberofpossiblevaluesofthephenomenonislimited.

CONTENTS.

Vll

127130.Exampleswhenthelawoftheprobabilityissupposedto

beknown.

131

132.Formofthefunctionwhichexpressesthe

lawofprobability,onthehypothesesofpositiveandnegativeerrors

133. Illustrationbymeansofacurve.

beingequallyprobable. 134.Determinationoftheconstantsonthishypothesis. Investigationofanexpressionfortheconstantofthelawoffacility,

135142.

intermsoftheresultsofobservationsalreadymade. entexpressionsforthelimits.

143. Differ

144.Useoftheformulaeindeter

miningtherelativevaluesoftables.

145

148.Expressionsforthe

precision,weight,probableerror,andmeanerroroftheresultsofob

servations.

149.Determinationofthemostprobablevalueofa

functionofseveralquantities,separatelydeterminedbyobservation,

withtheprecisionandweightofthedetermination.

SECTIONX.

OFTHEMETHODOFLEASTSQUARES

P.200.

155-157.Determinationofthemostprobablevaluesoftheele 151-154.Methodofformingequationsofcondition.

ARTICLES.

mentsfromtheequationsofcondition,andtheprobableamountof

theremainingerrors. ment.

158. Agreementofthissolutionwiththe

methodofleastsquares. 159.Exampleinthecaseofasingleele

160.Exampleinthecaseofsereralelements.

TheReaderisrequestedtosubstitutethefollowingListof

Errataforthatattheendofthevolume.

ERRATA.

Page40,note,forEssaisur lesProbabilites,readTheorieAnalytique

desProbabilitcs.

43,line7fromfoot,foradoptreadadapt.

49,line13,readbeginningwith. Inthenote,readTraiteEle-

mentaire.

89,line9,forTO TO,reada m,readm+m .

54,line7,fora

81,firstline,for(1+2+3

..

m.

.+),read(1+2+3 ...

+n).

135,lastline,for (n+ar)-+^-J, read(+*)-"-*- .

_ 188line8,fore~\read -**.

193,line8,deleteproductsofthe.

198,line9,fore , e",readee".

203,line19,forkct readkc.

line3fromfoot,for(1),read(2).

209,lastline,forlesreaddes.

210,line2fromfoot,for1833,1834,and1835,read1834,

1835,and1836.

211,lastline,forAbhandhmgen,readNachrichten.

PREFACE.

INdrawingupthefollowingtreatisefortheEncy

clopaediaBritannica,mydesignhasbeen,topre

sentageneralviewoftheprinciples,applications,

andmoreimportant resultsofthemathematical

theoryofProbability, aslaid down inthebest

andmostrecentworksonthesubject; particu tothearticlewouldpermit.

larlythoseofLaplaceandPoisson : and,without

enteringintothedetailsofmathematical difficul

ties,toexplainthemethodsofapplyinganalysisto

thesolutionoftheprincipalquestions,asfullyas

thelimitsofthespacewhichcouldbeappropriated

Intheprosecutionofthisdesign,questionscon

nectedwithlotteriesandgamesofchance,thesub

jects towhichthe earlierwritersonProbability

chieflyconfinedthemselves,andwhicharefrequent

lysupposedtoformaprincipalpart,ifnotthewhole

ofthescience,occupybutasmallportionofthework ;

indeedtheyareonlyintroducedasfurnishingexam-

PREFACE.

piestoillustratetheprinciplesortheformulae.

The

theoryofmoralexpectationhasbeendeveloped

at somelength, because it admitsofimportant

applicationsintheaffairs oflife.

Thesubjectof

mortality,andthecomputationofannuitiesand otherpecuniaryinterestsdependingon lifecontin

gencies,

(the

most

common

application

of

the

theory,)havingbeentreatedindetailunderother

headsintheEncyclopedia,scarcelycamewithinthe

scopeofthearticle; butthemethodofapplyingthe

principlesofthesciencetothedatafurnishedbythe

mortalitytables,hasbeenexplained,andtheformulae Thesectionontheprobabilityoftestimonyandthe

ofmostfrequentpracticalusehavebeendeduced. subjectpresents, having regardtothe different

verdictsofjuries, is moreexpanded,andcontains

formulaewhichresolvetheprincipalquestionsthe ofexpressionswhichinvolve expressions occur verylargenumbers.

causesofuncertainty.

Inthefollowingsection,

formulaearegivenforobtainingapproximatevalues

Such

in

all

the higher

and

more interesting applicationsof thedoctrine of Theprobabilityoftheresultofalarge number

chances,andgiverisetothegreaterpartofthe

mathematicaldifficultieswhichattendthesubject.

of experiments or observationsbeing contained

withingivenlimits,isexpressedbyadefiniteinte

gral,whichoccursinvariousotherapplicationsof

analysis; inordertofacilitatethecomputationof

suchprobabilities,atableofthevaluesofthisinte-

PREFACE.

XI

gral isgivenattheend,bywhich,andbyasimple

arithmeticaloperation,weareenabledtosolveamul

titudeofquestionsofthemostinterestingandother

wisedifficultkind. Intheinvestigationofthemost

probablemeanvalueofaquantity,tobedeter

minedinmagnitudeorposition,fromaseriesofob

servationsliabletoerror,andthedeterminationof

thelimitsofprobableuncertainty,Ihavefollowedthe sectioncontainstheapplicationofthegeneraltheory

verygeneralandelegantanalysisofPoisson.Thelast

to thedetermination of themostadvantageous

methodofcombiningequationsofcondition,andan

explanationofthecelebratedruleofleastsquares,

whichisshewntocoincidewiththatpointedoutby

thetheoryasgivingthemostprobablevaluesofthe

elementsinvolved.

Theprincipalapplicationwhichhashithertobeen

madeofthetheoryexplainedinthelasttwosec

tions, hasbeentoquestionsofastronomy; but

itmaybeapplied,withequaladvantage,toevery

branchofphysicalinquiry,orstatisticalresearch,

wheretheobject is todeducepreciseandaccu

ratemeanresultsfrommultipliedobservations,or tionofconstantcauses,amonglargemassesofphe

todetecttheexistenceofgenerallaws,ortheopera

nomena.

Althoughconsiderablepainshavebeentakento

treatthesubjectinanelementarymanner,itwasim

possible,insomeplaces,particularlythethreelast

sections,toavoiddiscussionswhichbelongtothe

PREFACE.

more abstruse parts ofthe mathematics.

The

higherandmore useful partsofthe theory,do

notadmit ofbeing treated in anyotherway,

unlessthereader is preparedtoabandontheac

curacyofexact science, andto acceptofasser

itishopedthereisnothinginthepresentworkbe placethedemonstrationsintheirclearestlight,and Ihaveendeavoured,however,to

tionforproof.

togivetheexpressionsintheirsimplestforms; and

yondthereachofthosewhohaveamoderateknow

ledgeofthedifferentialandintegralcalculus,and

areacquaintedwiththefirstprinciplesofthetheory

offinitedifferences.

Itmaybeproper,perhaps,togiveareasonforde

viatingfromtheusualnotation,bywritingfractional

expressionsintheformofratiosorquotients.

This

practicewasadoptedforthepurposeofeconomising

spaceinprinting,whenit wasperceivedthatthe

articlewaslikelytoexceedtheprescribedlimits.

Itmaybeconsideredobjectionableonthegroundof

itsbeinglessfamiliartothereader ; butasitishere

useditcanhardlyoccasionanyrealembarrassment.

LONDON,

February12,1639.

PROBABILITY.

THEdoctrineofprobabilityis anextensiveandveryim ingtoanyconclusionwhichisnotnecessarilytrue.

portantbranchofmathematicalscience,theobjectofwhich

istoreducetocalculationthereasonswhichwehavefor

believingorexpectinganycontingentevent,orforassent

When

itisconsideredthatthewholeedificeofhumanscience,with

theexceptionofafewself-evidenttruths,suchastheaxioms

ofgeometry,isnothingmorethananassemblageofpropo

sitionswhichcanonlybepronouncedtobemoreorlesspro

bable,theimportanceofacalculuswhichenablesustoap

preciateexactlythedegreeofprobabilityexistingineach

case,willbereadilyunderstood.

Ourreasonsforjudginganeventtobeprobableorim

probable,arederivedfromtwodistinctsources; first, an

aprioriknowledgeofthecausesorcircumstanceswhich

determineitsoccurrence; and,secondly,whenthecauses

areunknown,experienceofwhathasalreadyhappenedin

thesamecircumstances,orincircumstancesapparentlysi

milar.

Suppose,forexample,ahundredwhiteballstobe

?i

placedinanurnalongwithfiftyblackballs,andthataper

son,blindfold,proceedstodrawaball,thereistous,who

areacquaintedwiththecontentsoftheurn,adeterminate

probabilitythattheballwhichisdrawnwillbewhite.

The

ballsbeingsupposedtobeallinpreciselythesamecircum

stanceswithrespecttofacilityofdrawing,weassumethat

thereisthesamechanceofdrawinganyoneballasofdraw

inganyother ; and,consequently,sincetherearetwowhite

ballsforeachblackball,andthereforetwochancesofdraw

ingoneofthefirstcolourforeachchanceofdrawingone

ofthesecond,weconcludetheeventwhichconsistsinthe

drawingofawhiteballtobetwiceasprobableastheop

positeevent,orthedrawingofablackball.

Inthiscase

ourknowledgeofthecontentsoftheurnenablesusto

judgeoftheprobableresultofthedrawing. Suppose,how

ever,thatantecedentlytothedrawing,wewereentirelyig

norantofthecontentsoftheurn,butthatafteragreat

numberoftrialshavebeenmade,(theballdrawnbeingal

waysreplacedintheurnaftereachtrial,inorderthatthe

circumstancesmaybethesameinallthetrials)ithasbeen

observedthatawhiteballhasbeendrawntwiceasoften

asablackball,wepresumethattheurncontainstwiceas

manywhiteasblackballs,andconsequentlyaffordstwice

asmanychancesofdrawingawhiteballasofdrawinga

black ; andthispresumptionbecomesstrongerinpropor

tiontothenumberofinstancesincludedintheobservation.

Inthiscaseexperiencemakesupforthewantofapriori

knowledge,andaffordsameasureoftheprobabilityofthe

resultofafuturetrial.

Itisonlyinacomparativelysmallnumberofcasesthat

allthepossiblewaysinwhichaneventmayhappenare

knownapriori,andinwhich,consequently,theratioofthe

HISTORYOFTHESCIENCE.

3

numberofchancesfavouringtheeventtothewholenum tancewhichpresentanalogouscombinations. Itistruethat

berofexistingchancesisdeterminate. Infact,mostofthe

questionsofthisclasstowhichthecalculuscanbeapplied,

areconnectedwithlotteriesandgamesofhazard.

There

sultsobtainedfromtheanalysisofsuchquestionscannotbe

consideredasbeingofanygreatvalueinthemselves,but

theyfrequentlythrowlightonsubjectsoffarhigherimpor

themathematicaltheorycomesinaidofmoralconsiderations,

anddemonstratestheruinoustendencyofgamblingeven whentheconditionsoftheplayareequal,mathematically sucharguments.Theprincipaladvantagewhichhasresulted

speaking; but,unfortunately,thosewhoindulgeapassion

forthisviceareseldomcapableofappreciatingtheforceof

fromtheapplicationofanalysistogamesofchanceistheex

tensionandimprovementofthecalculustowhichithasled.

Thecalculationoftheprobabilitiesofevents,thechances

ofwhicharenotknownapriori,butinferredfromexperi

ence,isfoundedonthepresumedconstancyofthelawsof

nature,inobediencetowhicheventsdependingonconstant

thoughunknowncauses,arealwaysreproducedinthesame

orderwhenconsideredinlargenumbers. Amongthevari

ousphenomenaofthephysicalandmoralworld,nothingis

moreremarkablethantheconstancywhichisobservedto

prevailintherecurrenceofeventsofthesamekind.

The

ratioofmaletofemalebirthsfurnishesanotedinstance.

Ifweconsideronlyasmallnumberofbirths,nothingcanbe

moreuncertainthantheresult; buttakingaverylargenum

ber,asthoseofawholekingdominthecourseofayear,

theproportionofmalestofemalesisfoundtobealmostinva

riable,andnearlyas21to20.

Themeandurationofhu

manlifeaffordsanotherfamiliarexample. Notwithstand-

4

PROBABILITY.

ingtheproverbialuncertaintyoflife,thedifferencesofcon

stitutions,andthevariousaccidentstowhichmankindare

exposed,theaveragedurationofthelivesofalargenum

berofindividualslivinginthesamecountryisalwaysfound

tobeverynearlythesame,insomuchthatpecuniaryrisks

dependingonit,ifundertakeninsufficientlylargenumbers,

areamongtheleastuncertainofallcommercialspeculations.

Asimilarconstancyisremarkedintheresultsofstatisticalin

quiriesofeverykind.Thenumberofcrimesofthesamespe

ciescommittedinayear,theratioofthenumberofacquit

talstothenumberoftrials,thenumberofconflagrations,of shipslostinaparticulartrade,ofletterswhichpassthroughthe

post-office,ofpatientsadmittedintothepublichospitals;inev

erycasethenumbersinagiventimeareobservedtofluctuate

betweenverynarrowlimits,andtoapproachnearerandnear

er,astheobservationismoreextended,tofixedmeanvalues. provedbyallexperience,intherecurrenceofeventsofthe

Thisconstantapproximation tofixedratios,which is

samekind,enablesustoapplythecalculusofprobabilities

tomanyofthemostinterestingquestionsconnectedwithour

socialandpoliticalinstitutions; andtodeterminetheaver

ageresultofaseriesofcomingeventswithasmuchprecision

asiftheirchancesweredeterminate,andknownapriori,like

thatofobtainingagivenpointwiththethrowofadie.What

everbethenatureofthephenomenonunderconsideration,

whetheritbelongtothephysicalormoralorderofthings, thecalculus is equallyapplicablewhentherequisitedata

havebeendeterminedfromexperience.

Thefoundationsofthemathematicaltheoryofprobabili

tieswerelaidbyPascalandFermataboutthemiddleof

the17thcentury. tochances,thefollowingwasproposedtoPascal. Amongsomeotherquestionsrelating

"Two

HISTORYOFTHESCIENCE.

5

personssitdowntoplayontheconditionthattheonewho

firstgainsthreegamesshallbethewinnerofthestakes.

Thefirsthavinggainedtwogames,andthesecondone,

theyagreetoleaveoffanddividethestakesinproportion

totheirrespectiveprobabilitiesofwinning : whatshare is

eachentitledtotake?" Pascalsolvedthequestion,butby

amethodwhichwasapplicableonlytotheparticularcase.

Fermat,towhomitwascommunicatedbyPascal,employ

edthedirectandgeneralmethodofcombinations,andgave

asolutionwhichcouldbeappliedtothecaseofanynum

berofplayers. Hisreasoning,however,didnotat first

appeartoPascaltobesatisfactory,andacorrespondence

onthesubjecttookplacebetweenthesetwoillustrious

geometers,whichispreservedintheirrespectiveworks,and

throwssomelightonthehistoryofmathematicsinthatage. 1

AboutthesameperiodHuygenscomposedhistractDe

RatiociniisinLudisAle<z,whichwasfirstpublishedinthe

ExercitationesGeometricceofSchootenin1658,

Thiswas

thefirstsystematictreatisewhichappearedonthedoctrine ofchances.

Itcontainedananalysisofthevariousques

tionswhichhadbeensolvedbyPascalandFermat,and

attheendfivenewquestionswereproposed,thesolutions

ofwhich,simpleastheymaynowappear,werethenattend

edwithconsiderabledifficulty. Theanalysisoftwoofthem

wasinfactgivenforthefirsttimebyMontmort,halfacen

turyaftertheirpublication.

Huygenstractwastranslated

intoEnglishandpublishedin1692,withsomeadditionalre

marksrelativetotheadvantageofthebankerinthegame

ofPharaon,inanEssayontheLawsofChance,editedand

1 OBuvresdeJBlaisePascal,tomeiv. Paris,1819;OperaPetride

Fermat,Toloste,1679.

b

PROBABILITY.

supposedtohavebeenwrittenbyMotte,thenSecretaryof

theRoyalSociety.

JamesBernoulliappearstohavebeenthefirstwhoper

ceivedthatthetheoryofprobabilitymaybeappliedtomuch

moreimportantpurposesthantoregulatethestakesandex

pectationsofgamesters,andthatthephenomena,bothofthe

moralandphysicalworld,anomalousandirregularasthey

appearwhenviewedindetail,exhibit,whenconsideredin

largenumbers,aconstancyofsuccessionwhichrenderstheir

occurrencecapableofbeingsubmitted tonumericalesti terestingquestionsrelativetocombinationsand infinite

mation. TheArsConjectandi,publishedin 1713,seven

yearsafterthedeathoftheauthor,containsanumberofin

series ; butthemostremarkableresultwhichitcontainsisa

theoremrespectingtheindefiniterepetitionofevents,which

maybesaidtoformthebasisofallthehigherapplications

ofthetheory.

Itconsistsinthis,thatifaseriesoftrialsbe

institutedrespectinganeventwhichmusteitherhappenor

asthenumberoftrials failineachtrial,theprobabilitybecomesgreaterandgreater, is increased,thattheratioofthe

numberoftimesithappens,tothewholenumberoftrials,

will beequalto its aprioriprobabilityinasingletrial;

andthatthenumberoftrialsmaybemadesogreatasto

giveaprobability,approachingasnearlytocertaintyaswe

please,thatthedifferencebetweentheratioofitsoccurren

cestothenumberoftrials,andthefractionwhichmeasures

itsaprioriprobability,willbe-lessthananyassignedquan

tity.

Bernoulliinformsus,thatthesolutionofthisimpor

tanttheoremhadengagedhisattentionduringaperiodof

twentyyears.

appearanceoftheArsConjectandi,Montmortpublished IntheintervalbetweenthedeathofBernoulliandthe

HISTORYOFTHESCIENCE.

7

hisEssaicTAnalysesurlesJcuxdeHazard.

The first

editionwasin1708; thesecond,whichisconsiderablyex derablemerit; butbeingchieflyconfinedtotheexamina werecontinuedduringalonglife,contributedgreatlytothe

tended,andenrichedbyseverallettersofJohnandNicolas

Bernoulli,appearedin1713.

Theworkpossessesconsi

tionoftheconditionsofgamesofchance,manyofwhicli

arenowforgotten,ithaslostmuchofitsoriginalinterest.

Aboutthesametime,Demoivrebegantoturnhisatten

tiontothesubjectofprobability,andhislabours,which

advancementofthegeneraltheory,aswellastheextension

ofsomeofitsmostinterestingapplications.

Demoivres

firstpublicationonthesubjectwasaLatinmemoirDeMen-

sura/Sortis, intheTransactionsoftheRoyalSocietyfor

1711.HisEssayontheDoctrineofChancesfirstappeared

in1716; asecondeditionin1738; butthethirdandmost

valuable,includingalsohisTreatiseonAnnuitiesonLives,

isdated1756. Thisworkcontainsagreatvarietyofques

tionsrelatingtochances,solvedwithmuchclearnessand

elegance ; butitischieflyremarkableforthetheoryofre

curringseries,theregivenforthefirsttime,whichisofim

portantuseininvestigationsofthiskind,andisinfact

equivalenttothemethodsemployedinthemoderncalculus

fortheintegrationofequationsoffinitedifferenceshaving

constantco-efficients.Oftheparticularresultsobtainedby

Demoivre,oneofthemostimportantinreferencetotheory,

isanextensionofthetheoremofJamesBernoulli,above

mentioned. ItfollowsfromBernoullistheorem,thatifwe

haveagivenprobabilitythattheratioofthenumberof

occurrencesofaneventtothewholenumberoftrials,will

approachtotheaprioriprobabilityoftheeventwithin

certaingivenlimits,thoselimitswillbecomenarrowerand

8

PROBABILITY.

narrower,asthenumberoftrialsismultiplied; butinorder

tocompletethetheorem,it isnecessarytoassignthenu

mericalvalueoftheprobabilitythatinalargenumberof

futuretrials,thenumberofoccurrenceswillfallwithinas

signedlimits. Forthispurposewemustfindtheproduct

ofthenaturalnumbers1,2,3,4,&c.,uptothenumberof

trials ; anoperationwhich,ifattemptedbydirectmultipli

cation,becomesverylaborious,evenwhenthenumberof

trials is inconsiderable,andwhenthenumberisgreat,as

10,000forexample,isaltogetherbeyondthereachofhuman

industry. AformulawashoweverdiscoveredbyStirling.

bymeansofwhichanapproximatevalueoftheproduct is

foundbythesummationofafewofthefirsttermsofaseries

whichconvergesthemorerapidlyasthenumberoftrialsis

greater.

Withtheaidofthisformula,Demoivrewasen

abledtoassigntheprobabilityinquestion,andthusgivea

practicalvaluetothetheoremofBernoulli.

Theobjectsandimportantapplicationsofthetheoryof

probabilitieshavingbeenmadeknownbytheworksnow

mentioned,thesubjecthaseversincebeenregardedasone

ofthemostcuriousandinterestingbranchesofmathemati

calspeculation,andaccordinglyhasreceivedmoreorless

attentionfromalmosteverymathematicianofeminence.A

greatvarietyofquestionsconnectedwith itandespecially

relatingtolotteries,areinterspersedinthevolumesofthe

ParisandBerlinMemoirs,(particularlythelatter,)byJohn

andNicolasBernoulli,Euler,Lambert,Beguelin,andothers.

DAlemberthaslikewisetreatedofthetheoryinseveralof

thevolumesofhisOpuscula;anditisnotalittleremarkable,

thatinsomeinstancesitsfirstprinciplesshouldhavebeen

misunderstoodbysoingeniousandprofoundawriter. In

theSt.PetersburgMemoirs,(vol.v.)thereisaninteresting

HISTORYOFTHESCIENCE.

9

paperbyDanielBernoulliontherelativevaluesoftheex

pectationsofindividualswhoengageinplay,orstakesums

oncontingentbenefits,whenregardishadtothedifference

oftheirfortunes; aconsiderationwhich,inmanycases,it

isnecessarytotakeintoaccount ; foritisobvious,thatthe

valueofasumofmoneytoanindividual,dependsnotmere

lyonitsabsoluteamount,butalsoonhispreviouswealth.

OnthisprincipleBernoullihasfoundedatheoryofmoral

cationstotheordinaryaffairsoflife. expectation,whichadmitsofnumerousandimportantappli TheTransactionsof

theRoyalSocietyfortheyears1763and1764,containtwo

papersbytheRev.Mr.Bayes,withadditionstothelatter

byDr.Price,whichdeservetobenoticed,inasmuchasthe

principlesonwhichtheprobabilityofaneventisdetermin

ed,whentheeventdependsoncausesofwhichtheexis

tenceandinfluenceareonlypresumedfromexperience,

arethereforthefirsttimecorrectlylaiddown.Theques

tionproposedandsolvedbyBayeswasthis : aseriesofex

perimentshavingbeenmaderelativetoanevent,todeter

minethepresumptionthereis,thatthefractionwhichmea oratleastattemptedtobecarriedintopractical effect,in

suresitsprobabilityfallswithingivenlimits.

Oneoftheearliestapplicationsofthetheoryofprobabi

litywastodetermine,fromobservationsofmortality,the

averagedurationofhumanlife,andthevalueofpecuniary

interests dependingon its continuanceorfailure. This

particularapplicationappearstohavebeenfirstthoughtof,

Holland,byHuddeandthecelebratedpensionaryDeWitt;

butthefirsttablesofmortality,withthecorrespondingva

luesofannuitiesonsinglelives,wereconstructedbyour

illustrious countrymanDr.Halley,andpublishedinthe

PhilosophicalTransactionsfor1693.

Forthehistoryof

10

PROBABILITY.

thisbranchofthesubject,werefertothetwoarticles,AN

NUITIESandMORTALITYintheseventheditionoftheEn

cyclopaediaBritannica.

Wemayremark,however,that

althoughtheEnglishwriters,whohaveexpresslytreated

ofit,havealmostwithoutexceptionconfinedthemselvesto

theexplanationofthemethodsofcomputingannuitytables,

andofdeterminingfromthemthevaluesofsumsdepend

ingonlifecontingencies,theaidwhichthisbranchofeco

nomyderivesfromthegeneraltheoryofprobabilities,isby

nomeansconfinedtotheconsiderationofsuchelementary

questions. Thenumberofobservationsnecessarytoin

spireconfidenceinthetables,theextenttowhichrisks