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

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

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

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

The theory of probabilities is at bottom only common sense reduced to calculation; it makes us appreciate with exactitude what reasonable minds feel by a sort of instinct, often without being able to account for it. … It is remarkable that [this] science, which originated in the consideration of games of chance, should have become the most important object of human knowledge.

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