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the Blog
The chaos and the doubt
By Guillaume Filion, filed under
law of large numbers,
Bayesian statistics,
coherence,
probability.
• 17 August 2012 •
Probability is said to be born of the correspondence between Pierre de Fermat and Blaise Pascal, some time in the middle of the 17th century. Somewhat surprisingly, many texts retrace the history of the concept up until the 20th century; yet it has gone through major transformations since then. Probability always describes what we don't know about the world, but the focus has shifted from the world to what we don't know.
Henri Poincaré investigates in Science et Méthode (1908) why chance would ever happen in a deterministic world. Like most of his contemporaries, Poincaré believed in absolute determinism, there is no phenomenon without a cause, even though our limited minds may fail to understand or see it. He distinguishes two flavors of randomness, of which he gives examples.
If a cone stands on its point we know that it will fall but we do not know which way (...) A very small cause, which escapes us, determines a considerable effect that we can not but see, and then we say that this effect is due to chance.
And a little bit later he continues.
How do we represent a container filled with gas? Countless molecules...