LII. 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 Read Dec 23, 1763. 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 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 ar 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 ircumstances, it has happened a certain number of times, and failed a certai 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 prob- ability, 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 or which he had argued might not perhaps be looked upon by all as reasonable nd 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 o 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 experiments we have to support 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
LII. 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, Read Dec. 23, 1763. 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 Society, 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 ecessary 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 ignorant; so it is, in all probability, the ource 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 time 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 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. Ir. 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 he 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 ery case of 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. c. He has omitted the demonstration of his rules, but these have been supplied by Mr. Simpson at the conclusion of his treatise on The Nature and Laws of Chance. tSee his Doctrine of Chances, p. 252, &e
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. ∗See Mr. De Moivre’s Doctrine of Chances, p. 243, &c. He has omitted the demonstration of his rules, but these have been supplied by Mr. Simpson at the conclusion of his treatise on The Nature and Laws of Chance. †See his Doctrine of Chances, p. 252, &c. 2
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 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 ssay 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 carrie <pect that you should minutely examine every part of what I now send o/y at your time is so muc ch taken up that i cannot reasona 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 Ir. 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 so much 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 everycase 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 Newington Green, Nov.10,1763
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 so much 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. Newington Green, Nov. 10, 1763. 3
PROBLEM Given the number of times ion which an unknown event has happende and failed: Required the chance that the probability of its happening in a single trial lie somewhere between any two degrees of probability that can be named SECTION I DEFINITION 1. Several events are inconsistent, when if one of them hap- pens, none of the rest can 2. Two events are contrary when one, or other of them must; and both together cannot happer 3. An event is said to fail, when it cannot happen; or, which comes to the same thing, when its contrary has happened 4. An event is said to be determined when it has either happened or failed 5. The probability of any event is the ratio between the value at which expectation depending on the happening of the event ought to be computed, and the chance of the thing expected upon it's happening 6. By chance I mean the same as probability. 7. Events are independent when the happening of any one of them do neither increase nor abate the probability of the rest PROP 1 When several events are inconsistent the probability of the happening of one or other of them is the sum of the probabilities of each of them. Suppose there be three such events, and which ever of them happens I am receive N, and that the probability of the lst, 2d, and 3d are respectively N,N,N. Then(by definition of probability) the value of my expectation from the lst will be a. from the 2d 6. and from the 3d c. herefore the value of my expectations from all three is in this case an expectations from all three will be a+b+c. But the sum of my expectations from all three is in this case an expectation of receiving N upon the happening of one or other of them Wherefore(by definition 5)the probability of one or other of them is 4*+c or N+N+N. The sum of the probabilities of each of them Corollary. If it be certain that one or other of the events must happen, then a+b+c=n. For in this case all the expectations together amounting to a certain expectation of receiving n, their values together must be equal to N. And from hence it is plain that the probability of an event added to the probability of an event is f that of it's failure will be N-ps. Wherefore if the PROP 2 If a person has an expectation depending on the happening of an event, the probability of the event is to the probability of its failure as his loss if it fails to his gain if it happens
P R O B L E M. Given the number of times ion which an unknown event has happende and failed: Required the chance that the probability of its happening in a single trial lies somewhere between any two degrees of probability that can be named. S E C T I O N I. DEFINITION 1. Several events are inconsistent, when if one of them happens, none of the rest can. 2. Two events are contrary when one, or other of them must; and both together cannot happen. 3. An event is said to fail, when it cannot happen; or, which comes to the same thing, when its contrary has happened. 4. An event is said to be determined when it has either happened or failed. 5. The probability of any event is the ratio between the value at which an expectation depending on the happening of the event ought to be computed, and the chance of the thing expected upon it’s happening. 6. By chance I mean the same as probability. 7. Events are independent when the happening of any one of them does neither increase nor abate the probability of the rest. P R O P. 1. When several events are inconsistent the probability of the happening of one or other of them is the sum of the probabilities of each of them. Suppose there be three such events, and which ever of them happens I am to receive N, and that the probability of the 1st, 2d, and 3d are respectively a N , b N , c N . Then (by definition of probability) the value of my expectation from the 1st will be a, from the 2d b, and from the 3d c. Wherefore the value of my expectations from all three is in this case an expectations from all three will be a + b + c. But the sum of my expectations from all three is in this case an expectation of receiving N upon the happening of one or other of them. Wherefore (by definition 5) the probability of one or other of them is a+b+c N or a N + b N + c N . The sum of the probabilities of each of them. Corollary. If it be certain that one or other of the events must happen, then a + b + c = N. For in this case all the expectations together amounting to a certain expectation of receiving N, their values together must be equal to N. And from hence it is plain that the probability of an event added to the probability of its failure (or its contrary) is the ratio of equality. For these are two inconsistent events, one of which necessarily happens. Wherefore if the probability of an event is P N that of it’s failure will be N−P N . P R O P. 2. If a person has an expectation depending on the happening of an event, the probability of the event is to the probability of its failure as his loss if it fails to his gain if it happens. 4
Suppose a person has an expectation of receiving n, depending on an event the probability of which is N. Then(by definition 5)the value of his expectation P, and therefore if the event fail, he loses that which in value is P; and if it happens he receives N, but his expectation ceases. His gain therefore is N-P. Likewise since the probability of the event is N, that of its failure(by corollary prop. 1)is >N. But An is ton as P is to N-P, i.e. the probability of the event is to the probability of it's failure, as his loss if it fails to his gain if it happens PROP 3 The probability that two subsequent events will both happen is a ratio com- pounded of the probability of the Ist, and the probability of the 2d on suppo- sition the lst happens Suppose that, if both events happen, I am to receive n, that the probabilit both will happen is N, that the 1st will is n (and consequently that the 1st will not is -N) and that the 2d will happen upon supposition the lst does is Then(by definition 5)P will be the value of my expectation, which will become b is the lst happens. Consequently if the lst happens, my gain is b-P, and if it fails my loss is P. Wherefore, by the foregoing proposition, n is to n, i.e. a is to N-a as P is to b-P. Wherefore(componendo inverse)a is to N as P is to b. But the ratio of p to N is compounded of the ratio of p to b, and that of b to n. Wherefore the same ratio of p to N is compounded of the ratio of to N and that of b to n, i.e. the probability that the two subsequent events will both happen is compounded of the probability of the lst and the probability of N, and the probability of both together be n, then the probability of the 2d on supposition the lst happens is PROP 4 If there be two subesequent events be determined every day, and each day the probability of the 2d is s and the probability of both f, and I am to receive N if both of the events happen the lst day on which the 2d does: I say, according to these conditions, the probability of my obtaining n is f. For if not, let the probability of my obtaining n bef and let y be to r as n-b to N. The since x is the probability of my obtaining n(by definition 1)a is the value of my expectation. And again, because according to the foregoing conditions the lst day I have an expectation of obtaining n depdening on the happening of both events together, the probability of which is f, the value of this expectation is P. Likewise, if this coincident should not happen I have an expectation of being reinstated in my former circumstances, i. e. of receiving that which in value is a depending on the failure of the 2d event the probability of which(by cor prop 1)is NN or 3, because y is to r as N-b to N. Wherefore since r is the thing expected and the probability of obtaining it, the value of this expectation is
Suppose a person has an expectation of receiving N, depending on an event the probability of which is P N . Then (by definition 5) the value of his expectation is P, and therefore if the event fail, he loses that which in value is P; and if it happens he receives N, but his expectation ceases. His gain therefore is N − P. Likewise since the probability of the event is P N , that of its failure (by corollary prop. 1) is N−P N . But N−P N is to P N as P is to N − P, i.e. the probability of the event is to the probability of it’s failure, as his loss if it fails to his gain if it happens. P R O P. 3. The probability that two subsequent events will both happen is a ratio compounded of the probability of the 1st, and the probability of the 2d on supposition the 1st happens. Suppose that, if both events happen, I am to receive N, that the probability both will happen is P N , that the 1st will is a N (and consequently that the 1st will not is N−a N ) and that the 2d will happen upon supposition the 1st does is b N . Then (by definition 5) P will be the value of my expectation, which will become b is the 1st happens. Consequently if the 1st happens, my gain is b − P, and if it fails my loss is P. Wherefore, by the foregoing proposition, a N is to N−a N , i.e. a is to N − a as P is to b − P. Wherefore (componendo inverse) a is to N as P is to b. But the ratio of P to N is compounded of the ratio of P to b, and that of b to N. Wherefore the same ratio of P to N is compounded of the ratio of a to N and that of b to N, i.e. the probability that the two subsequent events will both happen is compounded of the probability of the 1st and the probability of the 2d on supposition the 1st happens. Corollary. Hence if of two subsequent events the probability of the 1st be a N , and the probability of both together be P N , then the probability of the 2d on supposition the 1st happens is P a . P R O P. 4. If there be two subesequent events be determined every day, and each day the probability of the 2d is b N and the probability of both P N , and I am to receive N if both of the events happen the 1st day on which the 2d does; I say, according to these conditions, the probability of my obtaining N is P b . For if not, let the probability of my obtaining N be x N and let y be to x as N − b to N. The since x N is the probability of my obtaining N (by definition 1) x is the value of my expectation. And again, because according to the foregoing conditions the 1st day I have an expectation of obtaining N depdening on the happening of both events together, the probability of which is P N , the value of this expectation is P. Likewise, if this coincident should not happen I have an expectation of being reinstated in my former circumstances, i.e. of receiving that which in value is x depending on the failure of the 2d event the probability of which (by cor. prop. 1) is N−b N or y x, because y is to x as N − b to N. Wherefore since x is the thing expected and y x the probability of obtaining it, the value of this expectation is 5
y. But these two last expectation is y. But these two last expectations together are evidently the same with my original expectation, the value of which is a and therefor P+y=r. But y is to z as n-b is to n. wherefore a is to P as N is to b, and *(the probability of my obtaining N)is 5 Cor. Suppose after the expectation given me in the foregoing proposition and before it is at all known whether the lst event has happened or not, I should find that the 2d event is determined on which my expectation depended, and have no reason to esteem the value of my expectation either greater or less, it would be reasonable for me to give something to be reinstated in my former circumstances, and this over and over again as i should be informed that the 2d event had happened, which is evidently absurd. And the like absurdity plain follows if you say I ought to set a greater value on my expectation than before for then it would be reasonable for me to refuse something if offered me upon ondition I would relinquish it, and be reinstated in my former circumstances and this likewise over and over again as often as(nothing being known concern ing the Ist event)it should appear that the 2d had happened. Notwithstanding therefore that the 2d event has happened, my expectation ought to be esteemed the same as before i. e. I, and consequently the probability of my obtaining N is(by definition 5)still f or F. But after this discovery the probability of my obtaining N is the probability that the lst of two subsequent events has happen=ed upon the supposition that the 2d has, whose probabilities were as before specified. But the probability that an event has happened is the same as as the probability i have to guess right if i guess it has happened. Wherefore the following proposition is evident PROP 5 If there be two subsequent events, the probability of the 2d n and the probability of both together f, and it being lst discovered that the 2d ev has slso happened, the probability I am right is t What is here said may perhaps be a little illustrated by considering that all that can be lost by the happening of the 2d event is the chance I should have of being reinstated in my formed circumstances, if the event on which my expectation depended had been determined in the manner expressed in the propostion. But this chance is always as much agains is for me. If the Ist event happens, it is against me, and equal to the chance for the 2d vent's failing. If the lst event does not happen, it is for me, and equal also to the chance fo the 2d event's failing. The loss of it, therefore, can be no disadvantage t What is proved by Mr. Bayes in this and the preceding proposition is the same with the answer to the following question. What is the probability that a certain event, when it s one of the events is given, nothing can be due for the expectation of it; and, consequently, the value of an expectation depending on the happening of both events must be the sam with the value of an expectation depending on the happening of one of them. In other with the probability of this other. Call r then the probability of this other, and if f be the probability of the given event, and f the probability of both, because f=X
y. But these two last expectation is y. But these two last expectations together are evidently the same with my original expectastion, the value of which is x, and therefor P + y = x. But y is to x as N − b is to N. Wherefore x is to P as N is to b, and x N (the probability of my obtaining N) is P b . Cor. Suppose after the expectation given me in the foregoing proposition, and before it is at all known whether the 1st event has happened or not, I should find that the 2d event is determined on which my expectation depended, and have no reason to esteem the value of my expectation either greater or less, it would be reasonable for me to give something to be reinstated in my former circumstances, and this over and over again as I should be informed that the 2d event had happened, which is evidently absurd. And the like absurdity plainly follows if you say I ought to set a greater value on my expectation than before, for then it would be reasonable for me to refuse something if offered me upon condition I would relinquish it, and be reinstated in my former circumstances; and this likewise over and over again as often as (nothing being known concerning the 1st event) it should appear that the 2d had happened. Notwithstanding therefore that the 2d event has happened, my expectation ought to be esteemed the same as before i. e. x, and consequently the probability of my obtaining N is (by definition 5) still x N or P b ∗. But after this discovery the probability of my obtaining N is the probability that the 1st of two subsequent events has happen=ed upon the supposition that the 2d has, whose probabilities were as before specified. But the probability that an event has happened is the same as as the probability I have to guess right if I guess it has happened. Wherefore the following proposition is evident. P R O P. 5. If there be two subsequent events, the probability of the 2d b N and the probability of both together P N , and it being 1st discovered that the 2d event has slso happened, the probability I am right is P b †. ∗What is here said may perhaps be a little illustrated by considering that all that can be lost by the happening of the 2d event is the chance I should have of being reinstated in my formed circumstances, if the event on which my expectation depended had been determined in the manner expressed in the propostion. But this chance is always as much against me as it is for me. If the 1st event happens, it is against me, and equalto the chance for the 2d event’s failing. If the 1st event does not happen, it is for me, and equalalso to the chance for the 2d event’s failing. The loss of it, therefore, can be no disadvantage. †What is proved by Mr. Bayes in this and the preceding proposition is the same with the answer to the following question. What is the probability that a certain event, when it happens, will be accompanied with another to be determined at the same time? In this case, as one of the events is given, nothing can be due for the expectation of it; and, consequently, the value of an expectation depending on the happening of both events must be the same with the value of an expectation depending on the happening of one of them. In other words; the probability that, when one of two events happens, the other will, is the same with the probability of this other. Call x then the probability of this other, and if b N be the probability of the given event, and p N the probability of both, because p N = b N × x, x = p b = the probability mentioned in these propositions. 6
PROP. 6 The probability that several independent events shall happen is a ratio com- pounded of the probabilities of each For from the nature of independent events, the probability that any one happens is not altered by the happening or gailing of any one of the rest, and consequently the probability that the 2d event happens on supposition the lst does is the same with its original probability; but the probability that any two events happen is a ratio compounded of the lst event, and the probability of the ed on the supposition on the lst happens by prop. 3. Wherefore the probability that any two independent events both happen is a ratio compounded of the lst and the probability of the 2d. And in the like manner considering the lst and events together as one event: the probability that three independent events all happen is a ratio compounded of the probability that the two lst both happen ity of the 3d. And thus you may proceed if there be ever so many such events; from which the proposition is manifest Cor. 1. If there be several independent events, the probability that the lst happens the 2d fails, the 3d fails and the 4th happens, &c is a ratio compounded of the probability of the lst, and the probability of the failure of 2d, and the probability of the failure of the 3d, and the probability of the 4th, &c. For the failure of an event may always be considered as the happening of its contrary Cor. 2. If there be several independent events, and the probability of eac one be a, and that of its failing be b, the probability that the lst happens and the 2d fails, and the 3d fails and the 4th happens, &c. will be abba, &zc. For accor ding to the algebraic way of notation, if a denote any ratio and b another abba denotes the ratio compounded of the ratios a, b, b, a. This corollary is therefore only a particular case of the foregoing Definition. If in consequence of certain data there arises a probability that a certain event should happen, its happening or failing, in consequence of these data, I call it's happening or failing in the lst trial. And if the same data be again repeated, the happening or failing of the event in consequence of them call its happening or failing in the 2d trial; and so again as often as the same data are repeated. And hence it is manifest that the happening or failing of the same event in so many differe- trials, is in reality the happening or failing of so many distinct independent events exactly similar to each other PROP. 7 If the probability of an event be a, and that of its failure be b in each single trial, the probability of its happening p times, and failing g times in p+q trials is Eapbq ife be the coefficient of the term in which occurs aPbq when the binomial a+66+q is expanded For the happening or failing of an event if different trials ind pendent events. Wherefore(by cor. 2. prop. 6. the probability that the event happens the lst trial, fails the 2d and 3d, and happens the 4th, fails the 5th. &c. (thus happening and failing till the number of times it happens be p and the
P R O P. 6. The probability that several independent events shall happen is a ratio compounded of the probabilities of each. For from the nature of independent events, the probability that any one happens is not altered by the happening or gailing of any one of the rest, and consequently the probability that the 2d event happens on supposition the 1st does is the same with its original probability; but the probability that any two events happen is a ratio compounded of the 1st event, and the probability of the 2d on the supposition on the 1st happens by prop. 3. Wherefore the probability that any two independent events both happen is a ratio compounded of the 1st and the probability of the 2d. And in the like manner considering the 1st and 2d events together as one event; the probability that three independent events all happen is a ratio compounded of the probability that the two 1st both happen and the probability of the 3d. And thus you may proceed if there be ever so many such events; from which the proposition is manifest. Cor. 1. If there be several independent events, the probability that the 1st happens the 2d fails, the 3d fails and the 4th happens, &c. is a ratio compounded of the probability of the 1st, and the probability of the failure of 2d, and the probability of the failure of the 3d, and the probability of the 4th, &c. For the failure of an event may always be considered as the happening of its contrary. Cor. 2. If there be several independent events, and the probability of each one be a, and that of its failing be b, the probability that the 1st happens and the 2d fails, and the 3d fails and the 4th happens, &c. will be abba, &c. For, according to the algebraic way of notation, if a denote any ratio and b another abba denotes the ratio compounded of the ratios a, b, b, a. This corollary is therefore only a particular case of the foregoing. Definition. If in consequence of certain data there arises a probability that a certain event should happen, its happening or failing, in consequence of these data, I call it’s happening or failing in the 1st trial. And if the same data be again repeated, the happening or failing of the event in consequence of them I call its happening or failing in the 2d trial; and so again as often as the same data are repeated. And hence it is manifest that the happening or failing of the same event in so many differe- trials, is in reality the happening or failing of so many distinct independent events exactly similar to each other. P R O P. 7. If the probability of an event be a, and that of its failure be b in each single trial, the probability of its happening p times, and failing q times in p+q trials is E apbq if E be the coefficient of the term in which occurs apbq when the binomial a + b| b+q is expanded. For the happening or failing of an event if different trials are so many independent events. Wherefore (by cor. 2. prop. 6.) the probability that the event happens the 1st trial, fails the 2d and 3d, and happens the 4th, fails the 5th. &c. (thus happening and failing till the number of times it happens be p and the 7
number it fails be g) is abbab &c. till the number of a' s be p and the number of b's be g, that is:'tis aPb9. In like manner if you consider the event as happening p times and failing q times in any other particular order, the probability for it ab: but the number of different orders according to which an event may happen or fails so as in all to happen p times and fail g, in p+q trials is equal to the number of permutations that aaaa bbb admit of when the number of a's is p and the number of b s is g. And this number is equal to e, the coefficient of the term in which occurs aPba when a+bp+q is expanded. The event therefore may happen p times and fail g in p+q trials e different ways and no more, and its happening and failing these several different ways are so many inconsistent events, the probability for each of which is aPb, and therefore by prop. 1. the probability that some way or other it happens p times and fails q times in p+q trials is e aPbq SECTION I lere postulate. 1. Suppose the square table or plane abcd to be so made and yelled, that if either of the balls o or W be thrown upon it, there shall be the same probability that it rests upon any one equal part of the plane as another, and that it must necessarily rest somewhere upon it that the ball w shall be lst thrown, and through the where it rests a line os shall be drawn parallel to AD, and meeting CD and AB in s and o; and that afterwards the ball O shall be thrown p+g or n times, and that its resting between AD and os after a single throw be called the happening of the event M in a single trial. These things supposed. Lem. 1. The probability that the point o will fall between any two points the line AB is the ratio of the distance between the two points to the whole line aB Let any two points be named, as f and b in the line AB, and through them parallel to Ad draw fF, bl meeting CD in F and L. Then if the rectangles Cf, b, LA are commensurable to each other, they may each be divided into the same equal parts, which being done, and the ball w thrown, the probability it will rest somewhere upon any number of these equal parts will be the sum of the probabilities it has to rest upon each one of them, because its resting upon any different parts of the plance AC are so many inconsistent events; and this sum, the same, is the probability it should rest upon any one equal part multiple es because the probability it should rest upon any one equal part as another is oy the number of parts. Consequently, the probability there is that the ball W should rest somewhere upon Fb is the probability it has to rest upon one equal part multiplied by the number of equal parts in Fb; and the probability it rests somewhere upon Cf or LA, i.e. that it dont rest upon Fb(because it must rest somewhere upon AC) is the probability it rests upon one equal part multiplied by the number of equal parts in Cf, La taken together. Wherefore the probability it rests upon Fb is to the probability it dont as the number of equal parts in Fb is to the number of equal parts in Cf, La together, or as Fb to Cf, LA together, or as fb to Bf, Ab together. And(compend inverse) the
number it fails be q) is abbab &c. till the number of a’s be p and the number of b’s be q, that is; ’tis apbq. In like manner if you consider the event as happening p times and failing q times in any other particular order, the probability for it is apbq; but the number of different orders according to which an event may happen or fails so as in all to happen p times and fail q, in p + q trials is equal to the number of permutations that aaaa bbb admit of when the number of a’s is p and the number of b’s is q. And this number is equal to E, the coefficient of the term in which occurs apbq when a + b| p+q is expanded. The event therefore may happen p times and fail q in p + q trials E different ways and no more, and its happening and failing these several different ways are so many inconsistent events, the probability for each of which is apbq, and therefore by prop. 1. the probability that some way or other it happens p times and fails q times in p + q trials is E apbq. S E C T I O N II. Postulate. 1. Suppose the square table or plane ABCD to be so made and levelled, that if either of the balls o or W be thrown upon it, there shall be the same probability that it rests upon any one equal part of the plane as another, and that it must necessarily rest somewhere upon it. 2. I suppose that the ball W shall be 1st thrown, and through the point where it rests a line os shall be drawn parallel to AD, and meeting CD and AB in s and o; and that afterwards the ball O shall be thrown p + q or n times, and that its resting between AD and os after a single throw be called the happening of the event M in a single trial. These things supposed, Lem. 1. The probability that the point o will fall between any two points in the line AB is the ratio of the distance between the two points to the whole line AB. Let any two points be named, as f and b in the line AB, and through them parallel to AD draw fF, bL meeting CD in F and L. Then if the rectangles Cf, Fb, LA are commensurable to each other, they may each be divided into the same equal parts, which being done, and the ball W thrown, the probability it will rest somewhere upon any number of these equal parts will be the sum of the probabilities it has to rest upon each one of them, because its resting upon any different parts of the plance AC are so many inconsistent events; and this sum, because— the probability it should rest upon any one equal part as another is the same, is the probability it should rest upon any one equal part multiplied by the number of parts. Consequently, the probability there is that the ball W should rest somewhere upon Fb is the probability it has to rest upon one equal part multiplied by the number of equal parts in Fb; and the probability it rests somewhere upon Cf or LA, i.e. that it dont rest upon Fb (because it must rest somewhere upon AC) is the probability it rests upon one equal part multiplied by the number of equal parts in Cf, LA taken together. Wherefore, the probability it rests upon Fb is to the probability it dont as the number of equal parts in Fb is to the number of equal parts in Cf, LA together, or as Fb to Cf, LA together, or as f b to Bf, Ab together. And (compendo inverse) the 8
probability it rests upon Fb added to the probability it dont, as fb to A B, or as the ratio of fb to Ab to the ratio of AB to AB. But the probability of any event added to the probability of its failure is the ratio of equality; wherefore he probability if rest upon Fb is to the ratio of equality as the ratio of fb to AB to the ratio of AB to AB, or the ratio of equality; and therefore the probability it rest upon Fb is the ratio of fb to AB. But er hypothesi according as the ball W falls upon Fb or nor the point o will lie between f and b or not, and therefore the probability the point o will lie between f and b is the ratio of fb to AB Again; if the rectangles Cf, Fb, LA are not commensurable, yet the last mentioned probability can be neither greater nor less than the ratio of fb to AB: for, if it be less, let it be the ratio of fc to AB, and upon the line fb take the points p and t, so that pt shall be greater than half cb, and taking p and t the nearest points of division to f and c that lie upon fb). Then because Bp, pt, tA are commensurable, so are the rectangles Cp, Dt, and that upon pt compleating the square AB. Wherefore, by what has been said, the probability that the point o will lie between p and t is the ratio of pt to AB. But if it lies between p and t it must lie between f and b. Wherefore, the probability it should lie between f and b cannot be less than the ratio of fc to AB(since pt is greater than fc) And after the same manner you may prove that the forementioned probability cannot be greater than the ratio of fb to AB, it must therefore be the same Lem. 2. The ball W having been thrown, and the line os drawn, the proba bility of the event M in a single trial is the ratio of Ao to AB For, in the same manner as in the foregoing lemma, the probability that the ball o being thrown shall rest somewhere upon Do or between AD and so is the ratio of Ao to AB. But the resting of the ball o between AD and so after a single thrwo is the happening of the event M in a single trial. Wherefore the lemma PROP 8 If upon BA you erect the figure BghikmA whose property is this, that(the base ba being divided into any two parts, as Ab, and Bb and at the point of division b a perpendicular being erected and terminated by the figure in m; and y, I, r representing respectively the ratio of bm, Ab, and Bb to AB, and e being the coefficient of the term which occurs in aPbi when the binomial a+ bp+q is xpanded )y= ErPri. I say that before the ball W is thrown, the probability and withall that the event M should happen p times and fail q in p+q trial the point o should fall between f and b, any two o=points named in the line perpendiculars fg, bm raised upon the line AB, to Ca the square upon Ap e t the ratio of f ghikmb, the part of the figure Bghikm A intercepted between the DEMONSTRATION or if not; lst let it be the ratio of d a figure greater than fghikmb to CA, nd through the points e, d, c draw perpendiculars to fb meeting the curve AmigB in h, i, k; the point d being so placed that di shall be the longest of the perpendiculars terminated by the line fb, and the curve Amig B; and the points
probability it rests upon Fb added to the probability it dont, as f b to A B, or as the ratio of f b to AB to the ratio of AB to AB. But the probability of any event added to the probability of its failure is the ratio of equality; wherefore, the probability if rest upon Fb is to the ratio of equality as the ratio of f b to AB to the ratio of AB to AB, or the ratio of equality; and therefore the probability it rest upon Fb is the ratio of f b to AB. But ex hypothesi according as the ball W falls upon Fb or nor the point o will lie between f and b or not, and therefore the probability the point o will lie between f and b is the ratio of f b to AB. Again; if the rectangles Cf, Fb, LA are not commensurable, yet the last mentioned probability can be neither greater nor less than the ratio of f b to AB; for, if it be less, let it be the ratio of f c to AB, and upon the line f b take the points p and t, so that pt shall be greater than half cb, and taking p and t the nearest points of division to f and c that lie upon f b). Then because Bp, pt, tA are commensurable, so are the rectangles Cp, Dt, and that upon pt compleating the square AB. Wherefore, by what has been said, the probability that the point o will lie between p and t is the ratio of pt to AB. But if it lies between p and t it must lie between f and b. Wherefore, the probability it should lie between f and b cannot be less than the ratio of f c to AB (since pt is greater than f c). And after the same manner you may prove that the forementioned probability cannot be greater than the ratio of f b to AB, it must therefore be the same. Lem. 2. The ball W having been thrown, and the line os drawn, the probability of the event M in a single trial is the ratio of Ao to AB. For, in the same manner as in the foregoing lemma, the probability that the ball o being thrown shall rest somewhere upon Do or between AD and so is the ratio of Ao to AB. But the resting of the ball o between AD and so after a single thrwo is the happening of the event M in a single trial. Wherefore the lemma is manifest. P R O P. 8. If upon BA you erect the figure BghikmA whose property is this, that (the base BA being divided into any two parts, as Ab, and Bb and at the point of division b a perpendicular being erected and terminated by the figure in m; and y, x, r representing respectively the ratio of bm, Ab, and Bb to AB, and E being the coefficient of the term which occurs in apbq when the binomial a + b| p+q is expanded) y = Exprq. I say that before the ball W is thrown, the probability the point o should fall between f and b, any two o=points named in the line AB, and withall that the event M should happen p times and fail q in p + q trials, is the ratio of fghikmb, the part of the figure BghikmA intercepted between the perpendiculars fg, bm raised upon the line AB, to CA the square upon AB. D E M O N S T R A T I O N. For if not; 1st let it be the ratio of D a figure greater than fghikmb to CA, and through the points e, d, c draw perpendiculars to f b meeting the curve AmigB in h, i, k; the point d being so placed that di shall be the longest of the perpendiculars terminated by the line f b, and the curve AmigB; and the points 9
e, d, c being so many and so placed that the rectangles bk ci, ei, fb taken together shall differ less from fghikmb than d does: all which may be easily done by the help of the equation of the curve, and the difference between D and the figure fghikmb given. Then since di is the longest of the perpendicular ordinates that insist upon fb, the rest will gradually decrease as they are farther and farther from it on each side, as appears from the construction of the figure and consequently eb is greater than gf or any other ordinate that insists upon eJ Now if Ao were equal to Ae, then by lem. 2. the probability of the event Min a single trial would be the ratio of Ae to AB, and consequently by cor Prop. 1 the probability of it's failure would be the ratio of Be to AB. Wherefore, if r and r be the two forementioned ratios respectively, by Prop. 7. the probability of the event M happening p times and failing q in p+ g trials would be e rPr. But a nd r being respectively the ratios of Ae to AB and Be to AB, if y is the ratio of eb to AB, then, by construction of the figure aib, y= ExPrq. Wherefore, if Ao were equal to Ae the probability of the event M happening p times and failing q times in p+g trials would be y, or the ratio of eb to AB. And if Ao were equal to Af, or were any mean between Ae and Af, the last mentioned probability for the same reasons would be the ratio of fg or some other of the ordinates insisting upon ef, to AB. But eh is the greatest of all the ordinates that insist upon ef Wherefore, upon supposition the point should lie any where between f and e, the probability that the event M happens p times and fails g in p+g trials cant be greater than the ratio of eh to AB. There then being these two subsquent events. the lst that the point o will lie between e and f, the 2d that the event M will happen p times and fail g in p+g trials, and the probability of the lst (by lemma lst)is the ratio of ef to AB, and upon supposition the lst happen by what has now been proved, the probability of the 2d cannot be greater tha the ratio of eh to AB it evidently follows(from Prop. 3. that the probability both together will happen cannot be greater than the ratio compounded of ef to AB and that of eh to AB, which compound ratio is the ratio of fh to CA. Wherefore, the probability that the point o will lie between f and e, and the event M will happen p times and fqil g, is not greater than the raio of fh to CA. And in like, manner the probability the point o will lie between e and and the event M happen and fail as before, cannot be greater than the raio of ei to CA. And again, the probability the point o will lie between c and b, and the event M happen and fail as before, cannot be greater than the ratio of bk to CA. Add now all these several probabilities together, and their sum(b Prop. 1)will be the probability that the point will lie somewhere between f nd b, and the event M happen p times and fail q in p+q trials. Add likewise he correspondent ratios together, and their sum will be the ratio of the sum of the antecedents to their consequent, i. e. the ratio of fb, ei, ci, bk together CA; which ratio is less than that of d to CA, because D is greater than fh, ci,bk together. And therefore, the probability that the point o will lie between f and b, and withal that the event M will happen p times and fail g in p+q times, is less than the ratio of d to CA; but it was supposed the same which is absurd. And in like manner, by inscribing rectangles within the figure, as eg
e, d, c being so many and so placed that the rectangles bk, ci, ei, f b taken together shall differ less from fghikmb than D does; all which may be easily done by the help of the equation of the curve, and the difference between D and the figure fghikmb given. Then since di is the longest of the perpendicular ordinates that insist upon f b, the rest will gradually decrease as they are farther and farther from it on each side, as appears from the construction of the figure, and consequently eb is greater than gf or any other ordinate that insists upon ef. Now if Ao were equal to Ae, then by lem. 2. the probability of the event M in a single trial would be the ratio of Ae to AB, and consequently by cor. Prop. 1. the probability of it’s failure would be the ratio of Be to AB. Wherefore, if x and r be the two forementioned ratios respectively, by Prop. 7. the probability of the event M happening p times and failing q in p + q trials would be E xprq. But x and r being respectively the ratios of Ae to AB and Be to AB, if y is the ratio of eb to AB, then, by construction of the figure AiB, y = Exprq. Wherefore, if Ao were equal to Ae the probability of the event M happening p times and failing q times in p+q trials would be y, or the ratio of eb to AB. And if Ao were equal to Af, or were any mean between Ae and Af, the last mentioned probability for the same reasons would be the ratio of fg or some other of the ordinates insisting upon ef, to AB. But eh is the greatest of all the ordinates that insist upon ef. Wherefore, upon supposition the point should lie any where between f and e, the probability that the event M happens p times and fails q in p+q trials can’t be greater than the ratio of eh to AB. There then being these two subsquent events. the 1st that the point o will lie between e and f, the 2d that the event M will happen p times and fail q in p + q trials, and the probability of the 1st (by lemma 1st) is the ratio of ef to AB, and upon supposition the 1st happens, by what has now been proved, the probability of the 2d cannot be greater than the ratio of eh to AB it evidently follows (from Prop. 3.) that the probability both together will happen cannot be greater than the ratio compounded of that of ef to AB and that of eh to AB, which compound ratio is the ratio of fh to CA. Wherefore, the probability that the point o will lie between f and e, and the event M will happen p times and fqil q, is not greater than the raio of fh to CA. And in like, manner the probability the point o will lie between e and d, and the event M happen and fail as before, cannot be greater than the raio of ei to CA. And again, the probability the point o will lie between c and b, and the event M happen and fail as before, cannot be greater than the ratio of bk to CA. Add now all these several probabilities together, and their sum (by Prop. 1.) will be the probability that the point will lie somewhere between f and b, and the event M happen p times and fail q in p + q trials. Add likewise the correspondent ratios together, and their sum will be the ratio of the sum of the antecedents to their consequent, i. e. the ratio of f b, ei, ci, bk together to CA; which ratio is less than that of D to CA, because D is greater than fh, ei, ci, bk together. And therefore, the probability that the point o will lie between f and b, and withal that the event M will happen p times and fail q in p + q times, is less than the ratio of D to CA; but it was supposed the same which is absurd. And in like manner, by inscribing rectangles within the figure, as eg, 10
