The Logic of Chance

John Venn

• Publisher: Dover Publications
• Year: 2013
• eBook ISBN: 9780486161044
• Topic: Mathematics
• Subtopic: Logic in Mathematics
• Index: Mathematics

No mathematical background is necessary to appreciate this classic of probability theory, which remains unsurpassed in its clarity, readability, and sheer charm. Its author, British logician John Venn (1834-1923), popularized the famous Venn Diagrams that are commonly used for teaching elementary mathematics. In The Logic of Chance, he employs the same directness that makes his diagrams so effective.
The three-part treatment commences with an overview of the physical foundations of the science of probability, including surveys of the arrangement and formation of the series of probability; the origin or process of causation of the series; how to discover and prove the series; and the conception of randomness. The second part examines the logical superstructure on the basis of physical foundations, encompassing the measurement of belief; the rules of inference in probability; the rule of succession; induction; chance, causation, and design; material and formal logic; modality; and fallacies. The final section explores various applications of the theory of probability, including such intriguing aspects as insurance and gambling, the credibility of extraordinary stories, and approximating the truth by means of the theory of averages.

CHAPTER I.

ON CERTAIN KINDS OF GROUPS OR SERIES AS THE FOUNDATION OF PROBABILITY.

§ 1. IT is sometimes not easy to give a clear definition of a science at the outset, so as to set its scope and province before the reader in a few words. In the case of those sciences which are more immediately and directly concerned with what are termed objects, rather than with what are termed processes, this difficulty is not indeed so serious. If the reader is already familiar with the objects, a simple reference to them will give him a tolerably accurate idea of the direction and nature of his studies. Even if he be not familiar with them, they will still be often to some extent connected and associated in his mind by a name, and the mere utterance of the name may thus convey a fair amount of preliminary information. This is more or less the case with many of the natural sciences; we can often tell the reader beforehand exactly what he is going to study. But when a science is concerned, not so much with objects directly, as with processes and laws, or when it takes for the subject of its enquiry some comparatively obscure feature drawn from phenomena which have little or nothing else in common, the difficulty of giving preliminary information becomes greater. Recognized classes of objects have then to be disregarded and even broken up, and an entirely novel arrangement of the objects to be made. In such cases it is the study of the science that first gives the science its unity, for till it is studied the objects with which it is concerned were probably never thought of together. Here a definition cannot be given at the outset, and the process of obtaining it may become by comparison somewhat laborious.

The science of Probability, at least on the view taken of it in the following pages, is of this latter description. The reader who is at present unacquainted with the science cannot be at once informed of its scope by a reference to objects with which he is already familiar. He will have to be taken in hand, as it were, and some little time and trouble will have to be expended in directing his attention to our subject-matter before he can be expected to know it. To do this will be our first task.

§ 2. In studying Nature, in any form, we are continually coming into possession of information which we sum up in general propositions. Now in very many cases these general propositions are neither more nor less certain and accurate than the details which they embrace and of which they are composed. We are assuming at present that the truth of these generalizations is not disputed; as a matter of fact they may rest on weak evidence, or they may be uncertain from their being widely extended by induction ; what is meant is, that when we resolve them into their component parts we have precisely the same assurance of the truth of the details as we have of that of the whole. When I know, for instance, that all cows ruminate, I feel just as certain that any particular cow or cows ruminate as that the whole class does. I may be right or wrong in my original statement, and I may have obtained it by any conceivable mode in which truths can be obtained; but whatever the value of the general proposition may be, that of the particulars is neither greater nor less. The process of inferring the particular from the general is not accompanied by the slightest diminution of certainty. If one of these ‘immediate inferences’ is justified at all, it will be equally right in every case.

But it is by no means necessary that this characteristic should exist in all cases. There is a class of immediate inferences, almost unrecognized indeed in logic, but constantly drawn in practice, of which the characteristic is, that as they increase in particularity they diminish in certainty. Let me assume that I am told that some cows ruminate; I cannot infer logically from this that any particular cow does so, though I should feel some way removed from absolute disbelief, or even indifference to assent, upon the subject; but if I saw a herd of cows I should feel more sure that some of them were ruminant than I did of the single cow, and my assurance would increase with the numbers of the herd about which I had to form an opinion. Here then we have a class of things as to the individuals of which we feel quite in uncertainty, whilst as we embrace larger numbers in our assertions we attach greater weight to our inferences. It is with such classes of things and such inferences that the science of Probability is concerned.

§ 3. In the foregoing remarks, which are intended to be purely preliminary, we have not been able altogether to avoid some reference to a subjective element, viz. the degree of our certainty or belief about the things which we are supposed to contemplate. The reader may be aware that by some writers this element is regarded as the subject-matter of the science. Hence it will have to be discussed in a future chapter. As however I do not agree with the opinion of the writers just mentioned, at least as regards treating this element as one of primary importance, no further allusion will be made to it here, but we will pass on at once to a more minute investigation of that distinctive characteristic of certain classes of things which was introduced to notice in the last section.

In these classes of things, which are those with which Probability is concerned, the fundamental conception which the reader has to fix in his mind as clearly as possible, is, I take it, that of a series. But it is a series of a peculiar kind, one of which no better compendious description can be given than that which is contained in the statement that it combines individual irregularity with aggregate regularity. This is a statement which will probably need some explanation. Let us recur to an example of the kind already alluded to, selecting one which shall be in accordance with experience. Some children will not live to thirty. Now if this proposition is to be regarded as a purely indefinite or, as it would be termed in logic, ‘particular’ proposition, no doubt the notion of a series does not obviously present itself in connection with it. It contains a statement about a certain unknown proportion of the whole, and that is all. But it is not with these purely indefinite propositions that we shall be concerned. Let us suppose the statement, on the contrary, to be of a numerical character, and to refer to a given proportion of the whole, and we shall then find it difficult to exclude the notion of a series. We shall find it, I think, impossible to do so as soon as we set before us the aim of obtaining accurate, or even moderately correct inferences. What, for instance, is the meaning of the statement that two new-born children in three fail to attain the age of sixty-three ? It certainly does not declare that in any given batch of, say, thirty, we shall find just twenty that fail: whatever might be the strict meaning of the words, this is not the import of the statement. It rather contemplates our examination of a large number, of a long succession of instances, and states that in such a succession we shall find a numerical proportion, not indeed fixed and accurate at first, but which tends in the long run to become so. In every kind of example with which we shall be concerned we shall find this reference to a large number or succession of objects, or, as we shall term it, series of them.

A few additional examples may serve to make this plain.

Let us suppose that we toss up a penny a great many times; the results of the successive throws may be conceived to form a series. The separate throws of this series seem to occur in utter disorder; it is this disorder which causes our uncertainty about them. Sometimes head comes, sometimes tail comes; sometimes there is a repetition of the same face, sometimes not. So long as we confine our observation to a few throws at a time, the series seems to be simply chaotic. But when we consider the result of a long succession we find a marked distinction; a kind of order begins gradually to emerge, and at last assumes a distinct and striking aspect. We find in this case that the heads and tails occur in about equal numbers, that similar repetitions of different faces do so also, and so on. In a word, notwithstanding the individual disorder, an aggregate order begins to prevail. So again if we are examining the length of human life, the different lives which fall under our notice compose a series presenting the same features. The length of a single life is familiarly uncertain, but the average duration of a batch of lives is becoming in an almost equal degree familiarly certain. The larger the number we take out of any mixed crowd, the clearer become the symptoms of order, the more nearly will the average length of each selected class be the same. These few cases will serve as simple examples of a property of things which can be traced almost everywhere, to a greater or less extent, throughout the whole field of our experience. Fires, shipwrecks, yields of harvest, births, marriages, suicides; it scarcely seems to matter what feature we single out for observation⁴. The irregularity of the single instances diminishes when we take a large number, and at last seems for all practical purposes to disappear.

In speaking of the effect of the average in thus diminishing the irregularities which present themselves in the details, the attention of the student must be prominently directed to the point, that it is not the absolute but the relative irregularities which thus tend to diminish without limit. This idea will be familiar enough to the mathematician, but to others it may require some reflection in order to grasp it clearly. The absolute divergences and irregularities, so far from diminishing, show a disposition to increase, and this (it may be) without limit, though their relative importance shows a corresponding disposition to diminish without limit. Thus in the case of tossing a penny, if we take a few throws, say ten, it is decidedly unlikely that there should be a difference of six between the numbers of heads and tails; that is, that there should be as many as eight heads and therefore as few as two tails, or vice versâ. But take a thousand throws, and it becomes in turn exceedingly likely that there should be as much as, or more than, a difference of six between the respective numbers. On the other hand the proportion of heads to tails in the case of the thousand throws will be very much nearer to unity, in most cases, than when we only took ten. In other words, the longer a game of chance continues the larger are the spells and runs of luck in themselves, but the less their relative proportions to the whole amounts involved.

§ 4. In speaking as above of events or things as to the details of which we know little or nothing, it is not of course implied that our ignorance about them is complete and universal, or, what comes to the same thing, that irregularity may be observed in all their qualities. All that is meant is that there are some qualities or marks in them, the existence of which we are not able to predicate with certainty in the individuals. With regard to all their other qualities there may be the utmost uniformity, and consequently the most complete certainty. The irregularity in the length of human life is notorious, but no one doubts the existence of such organs as a heart and brains in any person whom he happens to meet. And even in the qualities in which the irregularity is observed, there are often, indeed generally, positive limits within which it will be found to be confined. No person, for instance, can calculate what may be the length of any particular life, but we feel perfectly certain that it will not stretch out to 150 years. The irregularity of the individual instances is only shown in certain respects, as e.g. the length of the life, and even in these respects it has its limits. The same remark will apply to most of the other examples with which we shall be concerned. The disorder in fact is not universal and unlimited, it only prevails in certain directions and up to certain points.

§ 5. In speaking as above of a series, it will hardly be necessary to point out that we do not imply that the objects themselves which compose the series must occur successively in time; the series may be formed simply by their coming in succession under our notice, which as a matter of fact they may do in any order whatever. A register of mortality, for instance, may be made up of deaths which took place simultaneously or successively; or, we might if we pleased arrange the deaths in an order quite distinct from either of these. This is entirely a matter of indifference; in all these cases the series, for any purposes which we need take into account, may be regarded as being of precisely the same description. The objects, be it remembered, are given to us in nature; the order under which we view them is our own private arrangement. This is mentioned here simply by way of caution, the meaning of this assertion will become more plain in the sequel.

I am aware that the word ‘series’ in the application with which it is used here is liable to some misconstruction, but I cannot find any better word, or indeed any as suitable in all respects. As remarked above, the events need not necessarily have occurred in a regular sequence of time, though they often will have done so. In many cases (for instance, the throws of a penny or a die) they really do occur in succession; in other cases (for instance, the heights of men, or the duration of their lives), whatever may have been the order of their actual occurrence, they are commonly brought under our notice in succession by being arranged in statistical tables. In all cases alike our processes of inference involve the necessity of examining one after another of the members which compose the group, or at least of being prepared to do this, if we are to be in a position to justify our inferences. The force of these considerations will come out in the course of the investigation in Chapter VI.

The late Leslie Ellis⁵ has expressed what seems to me a substantially similar view in terms of genus and species, instead of speaking of a series. He says, “ When individual cases are considered, we have no conviction that the ratios of frequency of occurrence depend on the circumstances common to all the trials. On the contrary, we recognize in the determining circumstances of their occurrence an extraneous element, an element, that is, extraneous to the idea of the genus and species. Contingency and limitation come in (so to speak) together; and both alike disappear when we consider the genus in its entirety, or (which is the same thing) in what may be called an ideal and practically impossible realization of all which it potentially contains. If this be granted, it seems to follow that the fundamental principle of the Theory of Probabilities may be regarded as included in the following statement,—The conception of a genus implies that of numerical relations among the species subordinated to it.” As remarked above, this appears a substantially similar doctrine to that explained in this chapter, but I do not think that the terms genus and species are by any means so well fitted to bring out the conception of a tendency or limit as when we speak of a series, and I therefore much prefer the latter expression.

§ 6. The reader will now have in his mind the conception of a series or group of things or events, about the individuals of which we know but little, at least in certain respects, whilst we find a continually increasing uniformity as we take larger numbers under our notice. This is definite enough to point out tolerably clearly the kind of things with which we have to deal, but it is not sufficiently definite for purposes of accurate thought. We must therefore attempt a somewhat closer analysis.

There are certain phrases so commonly adopted as to have become part of the technical vocabulary of the subject, such as an ‘event’ and the ‘way in which it can happen.’ Thus the act of throwing a penny would be called an event, and the fact of its giving head or tail would be called the way in which the event happened. If we were discussing tables of mortality, the former term would denote the mere fact of death, the latter the age at which it occurred, or the way in which it was brought about, or whatever else in it might be the particular circumstance under discussion. This phraseology is very convenient, and will often be made use of in this work, but without explanation it may lead to confusion. For in many cases the way in which the event happens is of such great relative importance, that according as it happens in one way or another the event would have a different name ; in other words, it would not in the two cases be nominally the same event. The phrase therefore will have to be considerably stretched before it will conveniently cover all the cases to which we may have to apply it. If for instance we were contemplating a series of human beings, male and female, it would sound odd to call their humanity an event, and their sex the way in which the event happened.

If we recur however to any of the classes of objects already referred to, we may see our path towards obtaining a more accurate conception of what we want. It will easily be seen that in every one of them there is a mixture of similarity and dissimilarity; there is a series of events which have a certain number of features or attributes in common,—without this they would not be classed together. But there is also a distinction existing amongst them; a certain number of other attributes are to be found in some and are not to be found in others. In other words, the individuals which form the series are compound, each being made up of a collection of things or attributes; some of these things exist in all the members of the series, others are found in some only. So far there is nothing peculiar to the science of Probability; that in which the distinctive characteristic consists is this;—that the occasional attributes, as distinguished from the permanent, are found on an extended examination to tend to exist in a certain definite proportion of the whole number of cases. We cannot tell in any given instance whether they will be found or not, but as we go on examining more cases we find a growing uniformity. We find that the proportion of instances in which they are found to instances in which they are wanting, is gradually subject to less and less comparative variation, and approaches continually towards some apparently fixed value.

The above is the most comprehensive form of description; as a matter of fact the groups will in many cases take a far simpler form; they may appear, e.g. simply as a succession of things of the same kind, say human beings, with or without an occasional attribute, say that of being left-handed. We are using the word attribute, of course, in its widest sense, intending it to include every distinctive feature that can be observed in a thing, from essential qualities down to the merest accidents of time and place.

§ 7. On examining our series, therefore, we shall find that it may best be conceived, not necessarily as a succession of events happening in different ways, but as a succession of groups of things. These groups, on being analysed, are found in every case to be resolvable into collections of substances and attributes. That which gives its unity to the succession of groups is the fact of some of these substances or attributes being common to the whole succession ; that which gives their distinction to the groups in the succession is the fact of some of them containing only a portion of these substances and attributes, the other portion or portions being occasionally absent. So understood, our phraseology may be made to embrace every class of things of which Probability can take account.

§ 8. It will be easily seen that the ordinary expression (viz. the ‘event,’ and the ‘way in which it happens’) may be included in the above. When the occasional attributes are unimportant the permanent ones are sufficient to fix and appropriate the name, the presence or absence of the others being simply denoted by some modification of the name or the addition of some predicate. We may therefore in all such cases speak of the collection of attributes as ‘the event,’—the same event essentially, that is—only saying that it (so as to preserve its nominal identity) happens in different ways in the different cases. When the occasional attributes however are important, or compose the majority, this way of speaking becomes less appropriate; language is somewhat strained by our implying that two extremely different assemblages are in reality the same event, with a difference only in its mode of happening. The phrase is however a very convenient one, and with this caution against its being misunderstood, it will frequently be made use of here.

§ 9. A series of the above-mentioned kind is, I a...

Table of contents

• Title Page
• Copyright Page
• PREFACE TO FIRST EDITION.
• PREFACE TO SECOND EDITION.
• PREFACE TO THIRD EDITION
• Table of Contents
• CHAPTER I. - ON CERTAIN KINDS OF GROUPS OR SERIES AS THE FOUNDATION OF PROBABILITY.
• CHAPTER II. - FURTHER DISCUSSlON UPON THE NATURE OF THE SERIES MENTIONED IN THE LAST CHAPTER.
• CHAPTER III. - ON THE CAUSAL PROCESS BY WHICH THE GROUPS OR SERIES OF PROBABILITY ARE BROUGHT ABOUT.
• CHAPTER IV. - ON THE MODES OF ESTABLISHING AND DETERMINING THE EXISTENCE AND NUMERICAL PROPORTIONS OF THE CHARACTERISTIC PROPERTIES OF OUR SERIES OR GROUPS.
• CHAPTER V. - THE CONCEPTION RANDOMNESS AND ITS SCIENTIFIC TREATMENT.
• CHAPTER VI. - THE SUBJECTIVE SIDE OF PROBABILITY. MEASUREMENT OF BELIEF.
• CHAPTER VII. - THE RULES OF INFERENCE IN PROBABILITY.
• CHAPTER VIII. - THE RULE OF SUCCESSION.
• CHAPTER IX. - INDUCTION AND ITS CONNECTION WITH PROBABILITY.
• CHAPTER X. - CHANCE AS OPPOSED TO CAUSATION AND DESIGN.
• CHAPTER XI. - ON CERTAIN CONSEQUENCES OF THE OBJECTIVE TREATMENT OF A SCIENCE OF INFERENCE .
• CHAPTER XII. - CONSEQUENCES OF THE FOREGOING DISTINCTIONS.
• CHAPTER XIII. - ON THE CONCEPTION AND TREATMENT OF MODALITY.
• CHAPTER XIV. - FALLACIES.
• CHAPTER XV. - INSURANCE AND GAMBLING.
• CHAPTER XVI. - THE APPLICATION OF PROBABILITY TO TESTIMONY.
• CHAPTER XVII. - ON THE CREDIBILITY OF EXTRAORDINARY STORIES.
• CHAPTER XVIII. - ON THE NATURE AND USE OF AN AVERAGE, AND ON THE DIFFERENT KINDS OF AVERAGE.
• CHAPTER XIX. - THE THEORY OF THE AVERAGE AS A MEANS OF APPROXIMATION TO THE TRUTH.
• INDEX.