A distinguished writer [Siméon Denis Poisson] has thus stated the fundamental definitions of the science:
'The probability of an event is the reason we have to believe that it has taken place, or that it will take place.'
'The measure of the probability of an event is the ratio of the number of cases favourable to that event, to the total number of cases favourable or contrary, and all equally possible' (equally like to happen).
From these definitions it follows that the word probability, in its mathematical acceptation, has reference to the state of our knowledge of the circumstances under which an event may happen or fail. With the degree of information which we possess concerning the circumstances of an event, the reason we have to think that it will occur, or, to use a single term, our expectation of it, will vary. Probability is expectation founded upon partial knowledge. A perfect acquaintance with all the circumstances affecting the occurrence of an event would change expectation into certainty, and leave neither room nor demand for a theory of probabilities.

All knowledge degenerates into probability.

But it is necessary to insist more strongly than usual that what I am putting before you is a model—the Bohr model atom—because later I shall take you to a profounder level of representation in which the electron instead of being confined to a particular locality is distributed in a sort of probability haze all over the atom.

Here I shall present, without using Analysis [mathematics], the principles and general results of the Théorie, applying them to the most important questions of life, which are indeed, for the most part, only problems in probability. One may even say, strictly speaking, that almost all our knowledge is only probable; and in the small number of things that we are able to know with certainty, in the mathematical sciences themselves, the principal means of arriving at the truth—induction and analogy—are based on probabilities, so that the whole system of human knowledge is tied up with the theory set out in this essay.

However, the small probability of a similar encounter [of the earth with a comet], can become very great in adding up over a huge sequence of centuries. It is easy to picture to oneself the effects of this impact upon the Earth. The axis and the motion of rotation changed; the seas abandoning their old position to throw themselves toward the new equator; a large part of men and animals drowned in this universal deluge, or destroyed by the violent tremor imparted to the terrestrial globe.

I am convinced that it is impossible to expound the methods of induction in a sound manner, without resting them upon the theory of probability. Perfect knowledge alone can give certainty, and in nature perfect knowledge would be infinite knowledge, which is clearly beyond our capacities. We have, therefore, to content ourselves with partial knowledge—knowledge mingled with ignorance, producing doubt.

I am particularly concerned to determine the probability of causes and results, as exhibited in events that occur in large numbers, and to investigate the laws according to which that probability approaches a limit in proportion to the repetition of events. That investigation deserves the attention of mathematicians because of the analysis required. It is primarily there that the approximation of formulas that are functions of large numbers has its most important applications. The investigation will benefit observers in identifying the mean to be chosen among the results of their observations and the probability of the errors still to be apprehended. Lastly, the investigation is one that deserves the attention of philosophers in showing how in the final analysis there is a regularity underlying the very things that seem to us to pertain entirely to chance, and in unveiling the hidden but constant causes on which that regularity depends. It is on the regularity of the main outcomes of events taken in large numbers that various institutions depend, such as annuities, tontines, and insurance policies. Questions about those subjects, as well as about inoculation with vaccine and decisions of electoral assemblies, present no further difficulty in the light of my theory. I limit myself here to resolving the most general of them, but the importance of these concerns in civil life, the moral considerations that complicate them, and the voluminous data that they presuppose require a separate work.

If an event can be produced by a number n of different causes, the probabilities of the existence of these causes, given the event (prises de l'événement), are to each other as the probabilities of the event, given the causes: and the probability of each cause is equal to the probability of the event, given that cause, divided by the sum of all the probabilities of the event, given each of the causes.

If everything in chemistry is explained in a satisfactory manner without the help of phlogiston, it is by that reason alone infinitely probable that the principle does not exist; that it is a hypothetical body, a gratuitous supposition; indeed, it is in the principles of good logic, not to multiply bodies without necessity.

If scientific reasoning were limited to the logical processes of arithmetic, we should not get very far in our understanding of the physical world. One might as well attempt to grasp the game of poker entirely by the use of the mathematics of probability.

In all speculations on the origin, or agents that have produced the changes on this globe, it is probable that we ought to keep within the boundaries of the probable effects resulting from the regular operations of the great laws of nature which our experience and observation have brought within the sphere of our knowledge. When we overleap those limits, and suppose a total change in nature's laws, we embark on the sea of uncertainty, where one conjecture is perhaps as probable as another; for none of them can have any support, or derive any authority from the practical facts wherewith our experience has brought us acquainted.

In the most modern theories of physics probability seems to have replaced aether as 'the nominative of the verb "to undulate'''.

It is impossible for a Die, with such determin'd force and direction, not to fall on such determin'd side, only I don't know the force and direction which makes it fall on such determin'd side, and therefore I call it Chance, which is nothing but the want of art.... .

It is interesting to note how many fundamental terms which the social sciences are trying to adopt from physics have as a matter of historical fact originated in the social field. Take, for instance, the notion of cause. The Greek aitia or the Latin causa was originally a purely legal term. It was taken over into physics, developed there, and in the 18th century brought back as a foreign-born kind for the adoration of the social sciences. The same is true of the concept of law of nature. Originally a strict anthropomorphic conception, it was gradually depersonalized or dehumanized in the natural sciences and then taken over by the social sciences in an effort to eliminate final causes or purposes from the study of human affairs. It is therefore not anomalous to find similar transformations in the history of such fundamental concepts of statistics as average and probability. The concept of average was developed in the Rhodian laws as to the distribution of losses in maritime risks. After astronomers began to use it in correcting their observations, it spread to other physical sciences; and the prestige which it thus acquired has given it vogue in the social field. The term probability, as its etymology indicates, originates in practical and legal considerations of probing and proving.

It is remarkable that a science which began with the consideration of games of chance should have become the most important object of human knowledge.

Moral certainty is never more than probability.

People are entirely too disbelieving of coincidence. They are far too ready to dismiss it and to build arcane structures of extremely rickety substance in order to avoid it. I, on the other hand, see coincidence everywhere as an inevitable consequence of the laws of probability, according to which having no unusual coincidence is far more unusual than any coincidence could possibly be.

Philosophers have said that if the same circumstances don't always produce the same results, predictions are impossible and science will collapse. Here is a circumstance—identical photons are always coming down in the same direction to the piece of glass—that produces different results. We cannot predict whether a given photon will arrive at A or B. All we can predict is that out of 100 photons that come down, an average of 4 will be reflected by the front surface. Does this mean that physics, a science of great exactitude, has been reduced to calculating only the probability of an event, and not predicting exactly what will happen? Yes. That's a retreat, but that's the way it is: Nature permits us to calculate only probabilities. Yet science has not collapsed.

The incomplete knowledge of a system must be an essential part of every formulation in quantum theory. Quantum theoretical laws must be of a statistical kind. To give an example: we know that the radium atom emits alpha-radiation. Quantum theory can give us an indication of the probability that the alpha-particle will leave the nucleus in unit time, but it cannot predict at what precise point in time the emission will occur, for this is uncertain in principle.

The laws of probability, so true in general, so fallacious in particular.

The present state of the system of nature is evidently a consequence of what it was in the preceding moment, and if we conceive of an intelligence that at a given instant comprehends all the relations of the entities of this universe, it could state the respective position, motions, and general affects of all these entities at any time in the past or future. Physical astronomy, the branch of knowledge that does the greatest honor to the human mind, gives us an idea, albeit imperfect, of what such an intelligence would be. The simplicity of the law by which the celestial bodies move, and the relations of their masses and distances, permit analysis to follow their motions up to a certain point; and in order to determine the state of the system of these great bodies in past or future centuries, it suffices for the mathematician that their position and their velocity be given by observation for any moment in time. Man owes that advantage to the power of the instrument he employs, and to the small number of relations that it embraces in its calculations. But ignorance of the different causes involved in the production of events, as well as their complexity, taken together with the imperfection of analysis, prevents our reaching the same certainty about the vast majority of phenomena. Thus there are things that are uncertain for us, things more or less probable, and we seek to compensate for the impossibility of knowing them by determining their different degrees of likelihood. So it was that we owe to the weakness of the human mind one of the most delicate and ingenious of mathematical theories, the science of chance or probability.

The theory of probabilities is at bottom nothing but common sense reduced to calculus; it enables us to appreciate with exactness that which accurate minds feel with a sort of instinct for which of times they are unable to account.

The theory of probabilities is basically only common sense reduced to a calculus. It makes one estimate accurately what right-minded people feel by a sort of instinct, often without being able to give a reason for it.

The theory of probability is the only mathematical tool available to help map the unknown and the uncontrollable. It is fortunate that this tool, while tricky, is extraordinarily powerful and convenient.

The true logic of this world is the calculus of probabilities.

The word 'chance' then expresses only our ignorance of the causes of the phenomena that we observe to occur and to succeed one another in no apparent order. Probability is relative in part to this ignorance, and in part to our knowledge.

To throw in a fair game at Hazards only three-spots, when something great is at stake, or some business is the hazard, is a natural occurrence and deserves to be so deemed; and even when they come up the same way for a second time if the throw be repeated. If the third and fourth plays are the same, surely there is occasion for suspicion on the part of a prudent man.

We have seven or eight geological facts, related by Moses on the one part, and on the other, deduced solely from the most exact and best verified geological observations, and yet agreeing perfectly with each other, not only in substance, but in the order of their succession... That two accounts derived from sources totally distinct from and independent on each other should agree not only in the substance but in the order of succession of two events only, is already highly improbable, if these facts be not true, both substantially and as to the order of their succession. Let this improbability, as to the substance of the facts, be represented only by 1/10. Then the improbability of their agreement as to seven events is 1^.7/10^.7 that is, as one to ten million, and would be much higher if the order also had entered into the computation.

We may not be able to get certainty, but we can get probability, and half a loaf is better than no bread.

We must make the following remark: a proof, that after a certain time t₁, the spheres must necessarily be mixed uniformly, whatever may be the initial distribution of states, cannot be given. This is in fact a consequence of probability theory, for any non-uniform distribution of states, no matter how improbable it may be, is still not absolutely impossible. Indeed it is clear that any individual uniform distribution, which might arise after a certain time from some particular initial state, is just as improbable as an individual non-uniform distribution; just as in the game of Lotto, any individual set of five numbers is as improbable as the set 1, 2, 3, 4, 5. It is only because there are many more uniform distributions than non-uniform ones that the distribution of states will become uniform in the course of time. One therefore cannot prove that, whatever may be the positions and velocities of the spheres at the beginning, the distributions must become uniform after a long time; rather one can only prove that infinitely many more initial states will lead to a uniform one after a definite length of time than to a non-uniform one. Loschmidt's theorem tells us only about initial states which actually lead to a very non-uniform distribution of states after a certain time t₁; but it does not prove that there are not infinitely many more initial conditions that will lead to a uniform distribution after the same time. On the contrary, it follows from the theorem itself that, since there are infinitely many more uniform distributions, the number of states which lead to uniform distributions after a certain time t₁, is much greater than the number that leads to non-uniform ones, and the latter are the ones that must be chosen, according to Loschmidt, in order to obtain a non-uniform distribution at t₁.

What the use of P [the significance level] implies, therefore, is that a hypothesis that may be true may be rejected because it has not predicted observable results that have not occurred.

When an observation is made on any atomic system that has been prepared in a given way and is thus in a given state, the result will not in general be determinate, i.e. if the experiment is repeated several times under identical conditions several different results may be obtained. If the experiment is repeated a large number of times it will be found that each particular result will be obtained a definite fraction of the total number of times, so that one can say there is a definite probability of its being obtained any time that the experiment is performed. This probability the theory enables one to calculate. (1930)

Without any doubt, the regularity which astronomy shows us in the movements of the comets takes place in all phenomena. The trajectory of a simple molecule of air or vapour is regulated in a manner as certain as that of the planetary orbits; the only difference between them is that which is contributed by our ignorance. Probability is relative in part to this ignorance, and in part to our knowledge.