A Philosophical Essay on Probabilities

Pierre Simon Laplace

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First annotation on Dec 28th, 2025. Last on Dec 29th, 2025.

Introduction

I present here without the aid of analysis the principles and general results of this theory, applying them to the most important questions of life, which are indeed for the most part only problems of probability. Strictly speaking it may even be said that nearly all our knowledge is problematical; and in the small number of things which we are able to know with certainty, even in the mathematical sciences themselves, the principal means for ascertaining truth—induction and analogy—are based on probabilities; so that the entire system of human knowledge is connected with the theory set forth in this essay. Doubtless it will be seen here with interest that in considering, even in the eternal principles of reason, justice, and humanity, only the favorable chances which are constantly attached to them, there is a great advantage in following these principles and serious inconvenience in departing from them: their chances, like those favorable to lotteries, always end by prevailing in the midst of the vacillations of hazard.
Present events are connected with preceding ones by a tie based upon the evident principle that a thing cannot occur without a cause which produces it. This axiom, known by the name of the principle of sufficient reason, extends even to actions which are considered indifferent; the freest will is unable without a determinative motive to give them birth; if we assume two positions with exactly similar circumstances and find that the will is active in the one and inactive in the other, we say that its choice is an effect without a cause. It is then, says Leibnitz, the blind chance of the Epicureans. The contrary opinion is an illusion of the mind, which, losing sight of the evasive reasons of the choice of the will in indifferent things, believes that choice is determined of itself and without motives.
The learned world awaited with impatience this return which was to confirm one of the greatest discoveries that have been made in the sciences, and fulfil the prediction of Seneca when he said, in speaking of the revolutions of those stars which fall from an enormous height: "The day will come when, by study pursued through several ages, the things now concealed will appear with evidence; and posterity will be astonished that truths so clear had escaped us." Clairaut then undertook to submit to analysis the perturbations which the comet had experienced by the action of the two great planets, Jupiter and Saturn; after immense calculations he fixed its next passage at the perihelion toward the beginning of April, 1759, which was actually verified by observation. The regularity which astronomy shows us in the movements of the comets doubtless exists also in all phenomena.
THE GENERAL PRINCIPLES OF THE CALCULUS OF PROBABILITIES. First Principle.—The first of these principles is the definition itself of probability, which, as has been seen, is the ratio of the number of favorable cases to that of all the cases possible. Second Principle.—But that supposes the various cases equally possible. If they are not so, we will determine first their respective possibilities, whose exact appreciation is one of the most delicate points of the theory of chance. Then the probability will be the sum of the possibilities of each favorable case. Let us illustrate this principle by an example.
We can count at this game only three different cases, namely, heads at the first throw, which dispenses with throwing a second time; tails at the first throw and heads at the second; finally, tails at the first and at the second throw. This would reduce the probability to ⅔ if we should consider with d'Alembert these three cases as equally possible. But it is apparent that the probability of throwing heads at the first throw is ½, while that of the two other cases is ¼, the first case being a simple event which corresponds to two events combined: heads at the first and at the second throw, and heads at the first throw, tails at the second. If we then, conforming to the second principle, add the possibility ½ of heads at the first throw to the possibility ¼ of tails at the first throw and heads at the second, we shall have ¾ for the probability sought, which agrees with what is found in the supposition when we play the two throws. This supposition does not change at all the chance of that one who bets on this event; it simply serves to reduce the various cases to the cases equally possible.
This principle gives the reason why we attribute regular events to a particular cause. Some philosophers have thought that these events are less possible than others and that at the play of heads and tails, for example, the combination in which heads occurs twenty successive times is less easy in its nature than those where heads and tails are mixed in an irregular manner. But this opinion supposes that past events have an influence on the possibility of future events, which is not at all admissible. The regular combinations occur more rarely only because they are less numerous. If we seek a cause wherever we perceive symmetry, it is not that we regard a symmetrical event as less possible than the others, but, since this event ought to be the effect of a regular cause or that of chance, the first of these suppositions is more probable than the second.
The probability of events serves to determine the hope or the fear of persons interested in their existence. The word hope has various acceptations; it expresses generally the advantage of that one who expects a certain benefit in suppositions which are only probable. This advantage in the theory of chance is a product of the sum hoped for by the probability of obtaining it; it is the partial sum which ought to result when we do not wish to run the risks of the event in supposing that the division is made proportional to the probabilities. This division is the only equitable one when all strange circumstances are eliminated; because an equal degree of probability gives an equal right to the sum hoped for. We will call this advantage mathematical hope.
Tenth Principle.—The relative value of an infinitely small sum is equal to its absolute value divided by the total benefit of the person interested. This supposes that every one has a certain benefit whose value can never be estimated as zero. Indeed even that one who possesses nothing always gives to the product of his labor and to his hopes a value at least equal to that which is absolutely necessary to sustain him.
If we apply analysis to the principle just propounded, we obtain the following rule: Let us designate by unity the part of the fortune of an individual, independent of his expectations. If we determine the different values that this fortune may have by virtue of these expectations and their probabilities, the product of these values raised respectively to the powers indicated by their probabilities will be the physical fortune which would procure for the individual the same moral advantage which he receives from the part of his fortune taken as unity and from his expectations; by subtracting unity from the product, the difference will be the increase of the physical fortune due to expectations: we will call this increase moral hope. It is easy to see that it coincides with mathematical hope when the fortune taken as unity becomes infinite in reference to the variations which it receives from the expectations. But when these variations are an appreciable part of this unity the two hopes may differ very materially among themselves.
This rule conduces to results conformable to the indications of common sense which can by this means be appreciated with some exactitude. Thus in the preceding question it is found that if the fortune of Paul is two hundred francs, he ought not reasonably to stake more than nine francs. The same rule leads us again to distribute the danger over several parts of a benefit expected rather than to expose the entire benefit to this danger. It results similarly that at the fairest game the loss is always greater than the gain. Let us suppose, for example, that a player having a fortune of one hundred francs risks fifty at the play of heads and tails; his fortune after his stake at the play will be reduced to eighty-seven francs, that is to say, this last sum would procure for the player the same moral advantage as the state of his fortune after the stake. The play is then disadvantageous even in the case where the stake is equal to the product of the sum hoped for, by its probability. We can judge by this of the immorality of games in which the sum hoped for is below this product. They subsist only by false reasonings and by the cupidity which they excite and which, leading the people to sacrifice their necessaries to chimerical hopes whose improbability they are not in condition to appreciate, are the source of an infinity of evils.