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The history of probability

The earliest origins of probability theory

Read the text from the book.



Extract answers to the following questions.

Discuss them critically.

• What is the dual nature of probability he is


referring to?

• What arguments does he give that


probability theory did not exist until Pascal
(1660)?

• What, according to him, are the reasons


for this?
Hacking sees a dual nature of probability:

• “epistemological” (“what can we know?”) - Conclude


general rules from observations and incomplete
knowledge, induction.

• “law of large numbers”: analysis of random events,


leading to a stable distribution of outcomes in the long
run.

• What does he base this categorization on? Do you


agree?
Hacking claims that we have essentially no historical
records of probability theory before Pascal.

• One should check if that is actually true.

• Assuming it is true, it might be just that — that we


don’t have records, but people did think about
probability.

• One can criticize that the lack of records is not the


same as absence, so jumping to speculations on why
probability theory was absent may not be valid.
Probability in rabbinic texts

• This text gives rules about when grain, “polluted” by a


certain amount of holy grain (terumah), may still be eaten
by laymen.

• If the ratio is 1 part terumah (or less) in 100 parts hullin,


it’s ok to eat, otherwise not.

• However, if 1 part terumah falls into less than 100 parts


hullin, and some more hullin falls into that mixture later to
make up 101 se’ah, then it’s ok to eat.
At other places one clearly sees that the non-
admissibility is not a matter of mixture, but rather of
doubt when picking a single grain:

“One se’ah of terumah fell into less than a hundred [of


hullin] and thus [the mixture] became prohibited because
of the doubt. Now, some of this doubtful mixture fell into
another place [with an arbitrary amount of ordinary grain]
… it causes a state of doubt only in proportion.”

What we see here is an acceptance rule (a 1% chance


of eating terumah is acceptable), and a rudimentary
multiplication of probabilities.
Rabbinic literature

• Rabbis and sages commented and interpreted biblical texts


in codices from roughly the beginning of the CE (Mishnah
and Gemara from the 2nd century together form the Talmud)
through the middle ages (e.g. Moses Maimonides,
1135-1204 in Spain) until the 16th century

• Much of it deals with deriving rules of living from biblical


texts, based on two principles:

• everything is true, and nothing is contradictory in the bible

• nothing is superfluous.
So why all these accidents with grain?

• Is it not a rather construed problem?

• Another example: nine shops sell kosher meat, one does


not, and you find some meet in the street. May you eat
it?

• A lot of these discussions are exercises in abstract and


logical thinking; they are fundamentally mathematical.

• I would argue that the rabbis took pleasure in such


thought experiments.
• Some of the “mathematical” reasoning is, to our mind, wrong.
For instance the rule of “follow the majority”:

• Of three pieces of meat, it is known that only two are kosher.

• One piece is drawn at random; it is admissible because it’s


kosher with a chance greater than 50%.

• Similarily, the second piece may be eaten (no conditional


probability here!)

• Now, surprisingly, even the last bit may be eaten, because the
chance that you’ve already eaten the non-kosher bit is 67%.

• But you cannot turn the three pieces together into minced
meat and eat that.
Gambling

• Gambling is of course an important motivation to study


probability, but by no means the only one, even in history.

• It has existed in all


cultures and at all
times, in different
forms

• knucklebones,
pebbles, sticks used to
play found in Africa,
the Orient, the
Americas as old as
from 6000BCE
The two strands of thinking about the morality of
gambling

noble sinful
Aristotle: manifestation of
Plato: sublime element of greed, meanness
human nature, divine
Middle ages: unproductive
Romanticism (Schiller): Reformation: idle,
creates freedom blasphemous
Enlightenment: sign of
Huizinga (“Homo ludens”):
irrationality
creates civilization and culture
Industrialization: equated
with alcoholism, prostitution
The pre-history of probability theory

• Through the middle ages until the 17th century, chance in


the sense of randomness was rejected; random
outcomes were thought of as God’s decisions.

• Mercantilism was a source of probability computations


(e.g. assessing risks)

• Cardano, Liber de ludo aleae (1526, published 1663)


tabulated the outcomes and frequencies of two- and
three-dice throws. A basic understanding of probability.
Two classical problems in probability theory

The following two problems seem to have a long history,


going back at least to the late middle ages:

1. How many times do you have to roll two dice to get an


even chance of rolling two sixes at some point?

2. A game is plays where a coin is flipped n times, and the


player who has the larger number of positive results
wins an amount of 100 from the other player. If the
game is interrupted after k positive and l negative
outcomes, which amount should be payed?
The first problem

• Let’s quickly compute. The chance not to throw two


sixes is 35/36. We are asking for the minimal n such that
(35/36)n < 0.5. 

The answer is n>log(0.5)/log(35/36) = 24.6…, so n ≥ 25.

• Cardano said: the chance for two sixes is 1/36 in one


throw, 2/36 in two throws, … So he came up with n=18.
Blaise Pascal

(1623–1662)
• born in the Auvergne, son of a tax
collector

• moved to Paris at age 8, home


schooling by his father

• became interested in math at an


early age; attended meetings with
Mersenne at age 14 (with his father)

• invented the Pascaline, a digital


calculator, proved the existence of
vacuum

• became deeply religious and


published theological works

• died at age 39 of cancer (probably)


• Antoine Gombaud “Chevalier de Méré” (1607-1684) was a
socialite, self-appointed nobleman and philosopher of sharp
wit and even sharper arrogance.

• Extremely well-connected (we have a large amount of letters)

• Got to know Pascal (but thought he was a nerd, lacking


social skills)

• He mentioned the two problems we talked about to Pascal.

• While he did gamble, it is unlikely that the problems came up


in practice – more likely, it was mathematical entertainment.

• Pascal worked on the problem and also wrote about it to


Fermat (who was a mathematical eminence at that point)
• Read the letter from Pascal to Fermat.

• What characterizes the mathematical argument as


given by Pascal?
The further development of probability theory

• Christiaan Huygens, from the Netherlands, six years younger


than Pascal, begun studying probabilities after hearing from
the studies of Fermat and Pascal.

• He travelled to Paris to confirm his thoughts but Pascal was


too sick to see him, and had moved on to theology.

• Word about him reached Fermat, who confirmed his theories


and praised him abundantly.

• H. wrote a short book “Van Rekeningh in Spelen van


Geluck” (printed in Latin in 1657), introducing the concept of
expectation value
The further development of probability theory
• Jacob Bernoulli, Ars conjectandi, 1713, contained Huygens’s work
as a first chapter, studied combinations and permutations at
length, and introduced an early version of the law of large numbers

• de Moivre (1718), from England, incorporated methods from


analysis (infinite series) into probability theory to study confidence
intervals and normal distributions

• Bayes (1763) introduced his theorem on relative probabilities

• Laplace, Théorie analytique des probabilités (1812), used


generating functions and approximations for functions of large
numbers. Developed a theoretical framework for probability theory.

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