Probability Quotes (72 quotes)

...it is probable that the scheme of physics will be enlarged so as to embrace the behaviour of living organisms under the influence of life and mind. Biology and psychology are not alien sciences; their operations are not solely mechanical, nor can they be formulated by physics as it is today; but they belong to a physical universe, and their mode of action ought to be capable of being formulated in terms of an enlarged physics in the future, in which the ether will take a predominant place. On the other hand it may be thought that those entities cannot be brought to book so easily, and that they will always elude our ken. If so, there will be a dualism in the universe, which posterity will find staggering, but that will not alter the facts.

*Une même expression, dont les géomètres avaient considéré les propriétés abstraites, … représente'aussi le mouvement de la lumière dans l’atmosphère, quelle détermine les lois de la diffusion de la chaleur dans la matière solide, et quelle entre dans toutes les questions principales de la théorie des probabilités.*

The same expression whose abstract properties geometers had considered … represents as well the motion of light in the atmosphere, as it determines the laws of diffusion of heat in solid matter, and enters into all the chief problems of the theory of probability.

*[Attributing the origin of life to spontaneous generation.]*However improbable we regard this event, it will almost certainly happen at least once…. The time… is of the order of two billion years.… Given so much time, the “impossible” becomes possible, the possible probable, and the probable virtually certain. One only has to wait: time itself performs the miracles.

A distinguished writer [Siméon Denis Poisson] has thus stated the fundamental definitions of the science:

“The probability of an event is the reason we have to believe that it has taken place, or that it will take place.”

“The measure of the probability of an event is the ratio of the number of cases favourable to that event, to the total number of cases favourable or contrary, and all equally possible” (equally like to happen).

From these definitions it follows that the word

“The probability of an event is the reason we have to believe that it has taken place, or that it will take place.”

“The measure of the probability of an event is the ratio of the number of cases favourable to that event, to the total number of cases favourable or contrary, and all equally possible” (equally like to happen).

From these definitions it follows that the word

*probability*, in its mathematical acceptation, has reference to the state of our knowledge of the circumstances under which an event may happen or fail. With the degree of information which we possess concerning the circumstances of an event, the reason we have to think that it will occur, or, to use a single term, our expectation of it, will vary. Probability is expectation founded upon partial knowledge. A perfect acquaintance with all the circumstances affecting the occurrence of an event would change expectation into certainty, and leave neither room nor demand for a theory of probabilities.
All knowledge degenerates into probability.

All knowledge resolves itself into probability. ... In every judgment, which we can form concerning probability, as well as concerning knowledge, we ought always to correct the first judgment deriv'd from the nature of the object, by another judgment, deriv'd from the nature of the understanding.

Among all the occurrences possible in the universe the

*a priori*probability of any particular one of them verges upon zero. Yet the universe exists; particular events must take place in it, the probability of which (before the event) was infinitesimal. At the present time we have no legitimate grounds for either asserting or denying that life got off to but a single start on earth, and that, as a consequence, before it appeared its chances of occurring were next to nil. ... Destiny is written concurrently with the event, not prior to it.
But it is necessary to insist more strongly than usual that what I am putting before you is a model—the Bohr model atom—because later I shall take you to a profounder level of representation in which the electron instead of being confined to a particular locality is distributed in a sort of probability haze all over the atom.

Can any thoughtful person admit for a moment that, in a society so constituted that these overwhelming contrasts of luxury and privation are looked upon as necessities, and are treated by the Legislature as matters with which it has practically nothing do, there is the smallest probability that we can deal successfully with such tremendous social problems as those which involve the marriage tie and the family relation as a means of promoting the physical and moral advancement of the race? What a mockery to still further whiten the sepulchre of society, in which is hidden ‘all manner of corruption,’ with schemes for the moral and physical advancement of the race!

Entropy theory, on the other hand, is not concerned with the probability of succession in a series of items but with the overall distribution of

*kinds*of items in a given arrangement.
Fate laughs at probabilities.

From the point of view of the pure morphologist the recapitulation theory is an instrument of research enabling him to reconstruct probable lines of descent; from the standpoint of the student of development and heredity the fact of recapitulation is a difficult problem whose solution would perhaps give the key to a true understanding of the real nature of heredity.

Further, the same Arguments which explode the Notion of Luck, may, on the other side, be useful in some Cases to establish a due comparison between Chance and Design: We may imagine Chance and Design to be, as it were, in Competition with each other, for the production of some sorts of Events, and many calculate what Probability there is, that those Events should be rather be owing to the one than to the other.

Here I shall present, without using Analysis [mathematics], the principles and general results of the

*Théorie*, applying them to the most important questions of life, which are indeed, for the most part, only problems in probability. One may even say, strictly speaking, that almost all our knowledge is only probable; and in the small number of things that we are able to know with certainty, in the mathematical sciences themselves, the principal means of arriving at the truth—induction and analogy—are based on probabilities, so that the whole system of human knowledge is tied up with the theory set out in this essay.
However, the small probability of a similar encounter [of the earth with a comet], can become very great in adding up over a huge sequence of centuries. It is easy to picture to oneself the effects of this impact upon the Earth. The axis and the motion of rotation changed; the seas abandoning their old position to throw themselves toward the new equator; a large part of men and animals drowned in this universal deluge, or destroyed by the violent tremor imparted to the terrestrial globe.

Human personality resembles a coral reef: a large hard/dead structure built and inhabited by tiny soft/live animals. The hard/dead part of our personality consists of habits, memories, and compulsions and will probably be explained someday by some sort of extended computer metaphor. The soft/live part of personality consists of moment-to-moment direct experience of being. This aspect of personality is familiar but somewhat ineffable and has eluded all attempts at physical explanation.

I am convinced that it is impossible to expound the methods of induction in a sound manner, without resting them upon the theory of probability. Perfect knowledge alone can give certainty, and in nature perfect knowledge would be infinite knowledge, which is clearly beyond our capacities. We have, therefore, to content ourselves with partial knowledge—knowledge mingled with ignorance, producing doubt.

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.

I don't like it, and I'm sorry I ever had anything to do with it.

*[About the probability interpretation of quantum mechanics.]*
I may finally call attention to the probability that the association of paternal and maternal chromosomes in pairs and their subsequent separation during the reducing division as indicated above may constitute the physical basis of the Mendelian law of heredity.

I think that we shall have to get accustomed to the idea that we must not look upon science as a 'body of knowledge,' but rather as a system of hypotheses; that is to say, as a system of guesses or anticipations which in principle cannot be justified, but with which we work as long as they stand up to tests, and of which we are never justified in saying that we know they are 'true' or 'more or less certain' or even 'probable.'

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.
If everything in chemistry is explained in a satisfactory manner without the help of phlogiston, it is by that reason alone infinitely probable that the principle does not exist; that it is a hypothetical body, a gratuitous supposition; indeed, it is in the principles of good logic, not to multiply bodies without necessity.

If scientific reasoning were limited to the logical processes of arithmetic, we should not get very far in our understanding of the physical world. One might as well attempt to grasp the game of poker entirely by the use of the mathematics of probability.

In a sense, of course, probability theory in the form of the simple laws of chance is the key to the analysis of warfare;… My own experience of actual operational research work, has however, shown that its is generally possible to avoid using anything more sophisticated. … In fact the wise operational research worker attempts to concentrate his efforts in finding results which are so obvious as not to need elaborate statistical methods to demonstrate their truth. In this sense advanced probability theory is something one has to know about in order to avoid having to use it.

In all speculations on the origin, or agents that have produced the changes on this globe, it is probable that we ought to keep within the boundaries of the probable effects resulting from the regular operations of the great laws of nature which our experience and observation have brought within the sphere of our knowledge. When we overleap those limits, and suppose a total change in nature's laws, we embark on the sea of uncertainty, where one conjecture is perhaps as probable as another; for none of them can have any support, or derive any authority from the practical facts wherewith our experience has brought us acquainted.

In flying, the probability of survival is inversely proportional to the angle of arrival.

In recent years several new particles have been discovered which are currently assumed to be “elementary,” that is, essentially structureless. The probability that all such particles should be really elementary becomes less and less as their number increases. It is by no means certain that nucleons, mesons, electrons, neutrinos are all elementary particles.

In the beginning there were only probabilities. The universe could only come into existence if someone observed it. It does not matter that the observers turned up several billion years later. The universe exists because we are aware of it.

In the most modern theories of physics probability seems to have replaced aether as “the nominative of the verb ‘to undulate’.”

In the whole of geophysics there is probably hardly another law of such clarity and reliability as this—that there are two preferential levels for the world’s surface which occur in alternation side by side and are represented by the continents and the ocean floors, respectively. It is therefore very surprising that scarcely anyone has tried to explain this law.

Is evolution a theory, a system or a hypothesis? It is much more: it is a general condition to which all theories, all hypotheses, all systems must bow and which they must satisfy henceforth if they are to be thinkable and true. Evolution is a light illuminating all facts, a curve that all lines must follow. ... The consciousness of each of us is evolution looking at itself and reflecting upon itself....Man is not the center of the universe as once we thought in our simplicity, but something much more wonderful—the arrow pointing the way to the final unification of the world in terms of life. Man alone constitutes the last-born, the freshest, the most complicated, the most subtle of all the successive layers of life. ... The universe has always been in motion and at this moment continues to be in motion. But will it still be in motion tomorrow? ... What makes the world in which we live specifically modern is our discovery in it and around it of evolution. ... Thus in all probability, between our modern earth and the ultimate earth, there stretches an immense period, characterized not by a slowing-down but a speeding up and by the definitive florescence of the forces of evolution along the line of the human shoot.

It is a happy world after all. The air, the earth, the water teem with delighted existence. In a spring noon, or a summer evening, on whichever side I turn my eyes, myriads of happy beings crowd upon my view. “The insect youth are on the wing.” Swarms of new-born flies are trying their pinions in the air. Their sportive motions, their wanton mazes, their gratuitous activity testify their joy and the exultation they feel in their lately discovered faculties … The whole winged insect tribe, it is probable, are equally intent upon their proper employments, and under every variety of constitution, gratified, and perhaps equally gratified, by the offices which the author of their nature has assigned to them.

It is impossible for a Die, with such determin'd force and direction, not to fall on such determin'd side, only I don't know the force and direction which makes it fall on such determin'd side, and therefore I call it Chance, which is nothing but the want of art.... .

It is interesting to note how many fundamental terms which the social sciences are trying to adopt from physics have as a matter of historical fact originated in the social field. Take, for instance, the notion of cause. The Greek

*aitia*or the Latin*causa*was originally a purely legal term. It was taken over into physics, developed there, and in the 18th century brought back as a foreign-born kind for the adoration of the social sciences. The same is true of the concept of law of nature. Originally a strict anthropomorphic conception, it was gradually depersonalized or dehumanized in the natural sciences and then taken over by the social sciences in an effort to eliminate final causes or purposes from the study of human affairs. It is therefore not anomalous to find similar transformations in the history of such fundamental concepts of statistics as average and probability. The concept of average was developed in the Rhodian laws as to the distribution of losses in maritime risks. After astronomers began to use it in correcting their observations, it spread to other physical sciences; and the prestige which it thus acquired has given it vogue in the social field. The term probability, as its etymology indicates, originates in practical and legal considerations of probing and proving.
It is probable that serum acts on bacteria by changing the relations of molecular attraction between the bacteria and the surrounding fluid.

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.

It was Darwin’s chief contribution, not only to Biology but to the whole of natural science, to have brought to light a process by which contingencies

*a priori*improbable are given, in the process of time, an increasing probability, until it is their non-occurrence, rather than their occurrence, which becomes highly improbable.
Life is a school of probability.

Medicine is a science of uncertainty and an art of probability.

Moral certainty is never more than probability.

Nature prefers the more probable states to the less probable because in nature processes take place in the direction of greater probability. Heat goes from a body at higher temperature to a body at lower temperature because the state of equal temperature distribution is more probable than a state of unequal temperature distribution.

People are entirely too disbelieving of coincidence. They are far too ready to dismiss it and to build arcane structures of extremely rickety substance in order to avoid it. I, on the other hand, see coincidence everywhere as an inevitable consequence of the laws of probability, according to which having no unusual coincidence is far more unusual than any coincidence could possibly be.

Philosophers have said that if the same circumstances don't always produce the same results, predictions are impossible and science will collapse. Here is a circumstance—identical photons are always coming down in the same direction to the piece of glass—that produces different results. We cannot predict whether a given photon will arrive at A or B. All we can predict is that out of 100 photons that come down, an average of 4 will be reflected by the front surface. Does this mean that physics, a science of great exactitude, has been reduced to calculating only the

*probability*of an event, and not predicting exactly what will happen? Yes. That's a retreat, but that's the way it is: Nature permits us to calculate only probabilities. Yet science has not collapsed.
Quantum mechanics is very impressive … but I am convinced that God does not play dice.

Religion considers the Universe deterministic and science considers it probabilistic—an important distinction.

Scientists do not believe in fundamental and absolute certainties. For the scientist, certainty is never an end, but a search; not the ordering of certainty, but its exploration. For the scientist, certainty represents the highest degree of probability.

So-called extraordinary events always split into two extremes naturalists who have not witnessed them: those who believe blindly and those who do not believe at all. The latter have always in mind the story of the golden goose; if the facts lie slightly beyond the limits of their knowledge, they relegate them immediately to fables. The former have a secret taste for marvels because they seem to expand Nature; they use their imagination with pleasure to find explanations. To remain doubtful is given to naturalists who keep a middle path between the two extremes. They calmly examine facts; they refer to logic for help; they discuss probabilities; they do not scoff at anything, not even errors, because they serve at least the history of the human mind; finally, they report rather than judge; they rarely decide unless they have good evidence.

Sodium thymonucleate fibres give two distinct types of X-ray diagram … [structures A and B]. The X-ray diagram of structure B (see photograph) shows in striking manner the features characteristic of helical structures, first worked out in this laboratory by Stokes (unpublished) and by Crick, Cochran and Vand2. Stokes and Wilkins were the first to propose such structures for nucleic acid as a result of direct studies of nucleic acid fibres, although a helical structure had been previously suggested by Furberg (thesis, London, 1949) on the basis of X-ray studies of nucleosides and nucleotides.

While the X-ray evidence cannot, at present, be taken as direct proof that the structure is helical, other considerations discussed below make the existence of a helical structure highly probable.

While the X-ray evidence cannot, at present, be taken as direct proof that the structure is helical, other considerations discussed below make the existence of a helical structure highly probable.

The incomplete knowledge of a system must be an essential part of every formulation in quantum theory. Quantum theoretical laws must be of a statistical kind. To give an example: we know that the radium atom emits alpha-radiation. Quantum theory can give us an indication of the probability that the alpha-particle will leave the nucleus in unit time, but it cannot predict at what precise point in time the emission will occur, for this is uncertain in principle.

The knowledge of Natural-History, being Observation of Matters of Fact, is more certain than most others, and in my slender Opinion, less subject to Mistakes than Reasonings, Hypotheses, and Deductions are; ... These are things we are sure of, so far as our Senses are not fallible; and which, in probability, have been ever since the Creation, and will remain to the End of the World, in the same Condition we now find them.

The laws of probability, so true in general, so fallacious in particular.

The picture of scientific method drafted by modern philosophy is very different from traditional conceptions. Gone is the ideal of a universe whose course follows strict rules, a predetermined cosmos that unwinds itself like an unwinding clock. Gone is the ideal of the scientist who knows the absolute truth. The happenings of nature are like rolling dice rather than like revolving stars; they are controlled by probability laws, not by causality, and the scientist resembles a gambler more than a prophet. He can tell you only his best posits—he never knows beforehand whether they will come true. He is a better gambler, though, than the man at the green table, because his statistical methods are superior. And his goal is staked higher—the goal of foretelling the rolling dice of the cosmos. If he is asked why he follows his methods, with what title he makes his predictions, he cannot answer that he has an irrefutable knowledge of the future; he can only lay his best bets. But he can prove that they are best bets, that making them is the best he can do—and if a man does his best, what else can you ask of him?

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 here developed is that mega-evolution normally occurs among small populations that become preadaptive and evolve continuously (without saltation, but at exceptionally rapid rates) to radically different ecological positions. The typical pattern involved is probably this: A large population is fragmented into numerous small isolated lines of descent. Within these, inadaptive differentiation and random fixation of mutations occur. Among many such inadaptive lines one or a few are preadaptive, i.e., some of their characters tend to fit them for available ecological stations quite different from those occupied by their immediate ancestors. Such groups are subjected to strong selection pressure and evolve rapidly in the further direction of adaptation to the new status. The very few lines that successfully achieve this perfected adaptation then become abundant and expand widely, at the same time becoming differentiated and specialized on lower levels within the broad new ecological zone.

The theory of probabilities is at bottom nothing but common sense reduced to calculus; it enables us to appreciate with exactness that which accurate minds feel with a sort of instinct for which of times they are unable to account.

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 theory of probabilities is basically only common sense reduced to a calculus. It makes one estimate accurately what right-minded people feel by a sort of instinct, often without being able to give a reason for it.

The theory of probability is the only mathematical tool available to help map the unknown and the uncontrollable. It is fortunate that this tool, while tricky, is extraordinarily powerful and convenient.

The true logic of this world is the calculus of probabilities.

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.

These duplicates in those parts of the body, without which a man might have very well subsisted, though not so well as with them, are a plain demonstration of an all-wise Contriver, as those more numerous copyings which are found among the vessels of the same body are evident demonstrations that they could not be the work of chance. This argument receives additional strength if we apply it to every animal and insect within our knowledge, as well as to those numberless living creatures that are objects too minute for a human eye: and if we consider how the several species in this whole world of life resemble one another in very many particulars, so far as is convenient for their respective states of existence, it is much more probable that a hundred millions of dice should be casually thrown a hundred millions of times in the same number than that the body of any single animal should be produced by the fortuitous concourse of matter.

To throw in a fair game at Hazards only three-spots, when something great is at stake, or some business is the hazard, is a natural occurrence and deserves to be so deemed; and even when they come up the same way for a second time if the throw be repeated. If the third and fourth plays are the same, surely there is occasion for suspicion on the part of a prudent man.

We have seven or eight geological facts, related by Moses on the one part, and on the other, deduced solely from the most exact and best verified geological observations, and yet agreeing perfectly with each other, not only in

*substance*, but in the order of their succession... That two accounts derived from sources totally distinct from and independent on each other should agree not only in the substance but in the order of succession of two events only, is already highly improbable, if these facts be not true, both substantially and as to the order of their succession. Let this improbability, as to the substance of the facts, be represented only by 1/10. Then the improbability of their agreement as to seven events is 1^{.7}/10^{.7}that is, as one to ten million, and would be much higher if the*order*also had entered into the computation.
We know the laws of trial and error, of large numbers and probabilities. We know that these laws are part of the mathematical and mechanical fabric of the universe, and that they are also at play in biological processes. But, in the name of the experimental method and out of our poor knowledge, are we really entitled to claim that everything happens by chance, to the exclusion of all other possibilities?

We may not be able to get certainty, but we can get probability, and half a loaf is better than no bread.

We must make the following remark: a proof, that after a certain time

*t*_{1}, the spheres must necessarily be mixed uniformly, whatever may be the initial distribution of states, cannot be given. This is in fact a consequence of probability theory, for any non-uniform distribution of states, no matter how improbable it may be, is still not absolutely impossible. Indeed it is clear that any individual uniform distribution, which might arise after a certain time from some particular initial state, is just as improbable as an individual non-uniform distribution; just as in the game of Lotto, any individual set of five numbers is as improbable as the set 1, 2, 3, 4, 5. It is only because there are many more uniform distributions than non-uniform ones that the distribution of states will become uniform in the course of time. One therefore cannot prove that, whatever may be the positions and velocities of the spheres at the beginning, the distributions must become uniform after a long time; rather one can only prove that infinitely many more initial states will lead to a uniform one after a definite length of time than to a non-uniform one. Loschmidt's theorem tells us only about initial states which actually lead to a very non-uniform distribution of states after a certain time*t*_{1}; but it does not prove that there are not infinitely many more initial conditions that will lead to a uniform distribution after the same time. On the contrary, it follows from the theorem itself that, since there are infinitely many more uniform distributions, the number of states which lead to uniform distributions after a certain time*t*_{1}, is much greater than the number that leads to non-uniform ones, and the latter are the ones that must be chosen, according to Loschmidt, in order to obtain a non-uniform distribution at*t*_{1}.
What the use of P [the significance level] implies, therefore, is that a hypothesis that may be true may be rejected because it has not predicted observable results that have not occurred.

When an observation is made on any atomic system that has been prepared in a given way and is thus in a given state, the result will not in general be determinate,

*i.e.*if the experiment is repeated several times under identical conditions several different results may be obtained. If the experiment is repeated a large number of times it will be found that each particular result will be obtained a definite fraction of the total number of times, so that one can say there is a definite*probability*of its being obtained any time that the experiment is performed. This probability the theory enables one to calculate. (1930)
With moth cytochrome C there are 30 differences and 74 identities. With bread yeast and humans, there are about 45 amino acids that are different and about 59 that are identical. Think how close together man and this other organism, bread yeast, are. What is the probability that in 59 positions the same choice out of 20 possibilities would have been made by accident? It is impossibly small. There is, there must be, a developmental explanation of this. The developmental explanation is that bread yeast and man have a common ancestor, perhaps two billion years ago. And so we see that not only are all men brothers, but men and yeast cells, too, are at least close cousins, to say nothing about men and gorillas or rhesus monkeys. It is the duty of scientists to dispel ignorance of such relationships.

Without any doubt, the regularity which astronomy shows us in the movements of the comets takes place in all phenomena. The trajectory of a simple molecule of air or vapour is regulated in a manner as certain as that of the planetary orbits; the only difference between them is that which is contributed by our ignorance. Probability is relative in part to this ignorance, and in part to our knowledge.

[My favourite fellow of the Royal Society is the Reverend Thomas Bayes, an obscure 18th-century Kent clergyman and a brilliant mathematician who] devised a complex equation known as the Bayes theorem, which can be used to work out probability distributions. It had no practical application in his lifetime, but today, thanks to computers, is routinely used in the modelling of climate change, astrophysics and stock-market analysis.