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An Essay towards solving a Problem in the Doctrine of Chances.
By the late Rev. Mr. Bayes, communicated by Mr. Price, in a letter to John Canton, M.A. and F.R.S.
Dear Sir,
I now send you an essay which I have found among the papers of our deceased friend Mr. Bayes, and which, in my opinion, has great merit, and well deserves to be preserved. Experimental philosophy, you will find, is nearly interested in the subject of it; and on this account there seems to be particular reason for thinking that a communication of it to the Royal Society
cannot be improper.
He had, you know, the honour of being a member of that illustrious So- ciety, and was much esteemed by many as a very able mathematician. In an introduction which he has writ to this Essay, he says, that his design at first in thinking on the subject of it was, to find out a method by which we might judge concerning the probability that an event has to happen, in given circumstances, upon supposition that we know nothing concerning it but that, under the same circumstances, it has happened a certain number of times, and failed a certain other number of times. He adds, that he soon perceived that it would not be very difficult to do this, provided some rule could be found, according to which we ought to estimate the chance that the probability for the happening of an event perfectly unknown, should lie between any two named degrees of probability, antecedently to any experiments made about it; and that it appeared to him that the rule must be to suppose the chance the same that it should lie between any two equidifferent degrees; which, if it were allowed, all the rest might be easily calculated in the common method of proceeding in the doctrine
of chances.
Accordingly, I find among his papers a very ingenious solution of this problem in this way. But he afterwards considered, that the postulate on which he had argued might not perhaps be looked upon by all as reasonable; and therefore he chose to lay down in another form the proposition in which he thought the solution of the problem is contained, and in a Scholium
to subjoin the reasons why he thought it so, rather than to take into his mathematical reasoning any thing that might admit dispute. This, you will observe, is the
method which he has pursued in this essay.
Every judicious person will be sensible that the problem now mentioned is by no means merely a curious speculation in the doctrine of chances, but necessay to be solved in order to a sure foundation for all our reasonings concerning past facts, and what is likely to be hereafter. Common sense is indeed sufficient to shew us that, form the observation of what has in former instances been the consequence of a certain cause or action, one may make a judgement what is likely to be the consequence of it another time. and that the larger number of experiments we have to suypport a conclusion, so much more the reason we have to take it for granted.
But it is certain that we cannot determine, at least not to any nicety, in what degree repeated experiments confirm a conclusion, without the particular discussion of the beforementioned problem; which, therefore, is necessary to be considered by any that would give a clear account of the strength of analogical or inductive reasoning; concerning, which at present, we seem to know little more than that it does sometimes in fact convince us, and at other times not; and that, as it is the means of cquainting us with many truths, of which otherwise we must have been ignourant; so it is, in all probability, the source of many errors, which perhaps might in some measure be avoided, if the force that this sort of reasoning ought to have with us were more distinctly and clearly understood.
These observations prove that the problem enquired after in this essay is no less important than it is curious.
It may be safely added, I fancy, that it is also a problem that has never before been solved. Mr. De Moivre, indeed, the great improver of this part of mathematics, has in his Laws of chance,after Bernoulli, and to a greater degree of exactness, given rules to find the probability there is, that if a very great number of trials be made concerning any event, the proportion of the number of times it will happen, to the number of times it will fail in those trials, should differ less than by small assigned limits from the proportion of its failing in one single trial. But I know of no person who has shown how to deduce the solution of the converse problem to this; namely, “the number of times an unknown event has happened and failed being given, to find the chance that the probability of its happening should lie somewhere between any two named degrees of probability.”
What Mr. De Moivre has done therefore cannot be thought sufficient to make the consideration of this point unnecessary: especially, as the rules he has given are not pretended to be rigorously exact, except on supposition that the number of trials are made infinite; from whence it is not obvious how large the number of trials must be in order to make them exact enough to be depended on in practice. Mr. De Moivre calls the problem he has thus solved, the hardest that can be proposed on the subject of chance. His solution he has applied to a very important purpose, and thereby shewn that those a remuch mistaken who have insinuated that the Doctrine of Chances in mathematics is of trivial consequence, and cannot have a place in any serious enquiry.
The purpose I mean is, to shew what reason we have for believing that there are in the constitution of things fixt laws according to which things happen, and that, therefore, the frame of the world must be the effect of the wisdom and power of an intelligent cause; and thus to confirm the argument taken from final causes for the existence of the Deity. It will be easy to see that the converse problem solved in this essay is more directly applicable to this purpose; for it shews us, with distinctness and precision, in every case of any particular order or recurrency of events, what reason there is to think that such recurrency or order is derived from stable causes or regulations innature, and not from any irregularities of chance.
The two last rules in this essay are given without the deductions of them. I have chosen to do this because these deductions, taking up a good deal of room, would swell the essay too much; and also because these rules, though not of considerable use, do not answer the purpose for which they are given as perfectly as could be wished. They are however ready to be produced, if a communication of them should be thought proper. I have in some places writ short notes, and to the whole I have added an application of the rules in this essay to some particular cases, in order to convey a clearer idea of the nature of the problem, and to shew who far the solution of it has been carried. I am sensible that your time is so much taken up that I cannot reasonably expect that you should minutely examine every part of what I now send you.
Some of the calculations, particularly in the Appendix, no one can make without a good deal of labour. I have taken so much care about them, that I believe there can be no material error in any of them; but should there be any such errors, I am the only person who ought to be considered as answerable for them. Mr. Bayes has thought fit to begin his work with a brief demonstration of the general laws of chance. His reason for doing this, as he says in his introduction, was not merely that his reader might not have the trouble of searching elsewhere for the principles on which he has argued, but because he did not know whither to refer him for a clear demonstration of them. He has also make an apology for the peculiar definition he has given of the word chance or probability .His design herein was to cut off all dispute about the meaning of the word, which in common language is used in different senses by persons of different opinions, and according as it is applied to past or future facts. But whatever different senses it may have, all (he observes) will allow that an expectation depending on the truth of any past fact, or the happening of any future event, ought to be estimated somuch the more valuable as the fact is more likely to be true, or the event more likely to happen. Instead therefore, of the proper sense of the word probability ,he has given that which all will allow to be its proper measure in every case where the word is used.
But it is time to conclude this letter. Experimental philosophy is indebted to you for several discoveries and improvements; and, therefore, I cannot help thinking that there is a peculiar propriety in directing to you the following essay and appendix. That your enquiries may be rewarded with many further successes, and that you may enjoy every valuable blessing, is the sincere wish of, Sir, your very humble servant,
Richard Price.
Source: _http://www.stat.ucla.edu
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