Professional Documents
Culture Documents
JULIUS WAHOENHEIM 7
TREATISE
ON
PROBABILITY:
FORMING
BY
EDINBURGH:
ADAM AND CHARLES BLACK, NORTH BRIDGE,
BOOKSELLERS TO HER MAJESTY FOR SCOTLAND.
1839.
EDINBURGH:
BALFOIR JACK, Printers, Niddry Street.
CONTENTS.
INTRODUCTION Page 1.
SECTION I.
SECTION II.
G00735
IV CONTENTS.
SECTION III.
SECTION IV.
SECTION V.
this theory. 47, 48. Examples of the formulae. 49. Case in which
SECTION VI.
SECTION VII.
arbitrary values are given to the constants. 85,86. Values of the con
SECTION VIII.
Form of the of
ARTICLES 87-89. expression for the probability
the most probable event in a large number of trials. 90. Stirling s
of the binomial towards the beginning arid end of the series when
the exponent is large. 94. Probability of the number of occur
SECTION IX.
ent expressions for the limits. 144. Use of the formulae in deter
mining the relative values of tables. 145 148. Expressions for the
SECTION X.
ERRATA.
40, note, for Essai sur les Probabilites, read Theorie Analytique
Page
des Probabilitcs.
read adapt.
43, line 7 from foot, for adopt
with. In the note, read Traite Ele-
49, line 13, read beginning
mentaire.
(n+ar)-+^-J,
_ 188 line 8, for e~\ read -**.
210, line 2 from foot, for 1833, 1834, and 1835, read 1834,
1835, and 1836.
211, last line, for Abhandhmgen, read Nachrichten.
PREFACE.
gral is
given at the end, by which, and by a simple
arithmetical operation, we are enabled to solve a mul
titude of questions of the most interesting and other
wise In the investigation of the most
difficult kind.
LONDON,
February 12, 1639.
PROBABILITY.
placed in an urn along with fifty black balls, and that a per
ing any other ; and, consequently, since there are two white
balls for each black ball, and therefore two chances of draw
ing one of the first colour for each chance of drawing one
of the second, we conclude the event which consists in the
ways replaced in the urn after each trial, in order that the
circumstances may be the same in all the trials) it has been
observed that a white ball has been drawn twice as often
as a black ball, we presume that the urn contains twice as
of con
ing the proverbial uncertainty of life, the differences
stitutions, and the various accidents to which mankind are
persons sit down to play on the condition that the one who
first gains three games shall be the winner of the stakes.
geometers, which is
preserved in their respective works, and
throws some light on the history of mathematics in that age. 1
1
OBuvres de JBlaise Pascal, tome iv. Paris, 1819; Opera Petride
Fermat, Toloste, 1679.
b PROBABILITY.
of
supposed to have been written by Motte, then Secretary
the Royal Society.
James Bernoulli appears to have been the first who per
ceived that the theory of probability may be applied to much
more important purposes than to regulate the stakes and ex
pectations of gamesters, and that the phenomena,
both of the
moral and physical world, anomalous and irregular as they
a
large numbers, constancy of succession which renders their
is
necessary to take into account ; for it is obvious, that the
value of a sum of money to an individual, depends not mere
ly on its absolute amount, but also on his previous wealth.
On this principle Bernoulli has founded a theory of moral
presently allude.
Another of the moral subjects to which the theory of pro
bability has been applied, and connected with the preceding,
is the appreciation of the evidence of testimony. In mat
ters of this kind, it is
easy to see that the calculus must be
founded almost entirely upon hypothetical data. The vera
norance, it is
perhaps equally impossible to deduce an aver
age value from the comparison of a great number of state
ments which have been ascertained to be true or false. Nu
merical results can therefore only be obtained by having re
SECTION I.
1
black ball is
-y ^.
In like manner, as there are 9 differ
trary events, that is to say, such that the one or the other
of them must necessarily happen, and both cannot happen
a proposition which is
sufficiently obvious.
5. It follows from the above definition, that the probabi
abed
T T T T &c<
7. When an event is
compounded of two or more simple
events independent of each other, the probability of the
c c cc
E," &c., will not all happen, or that some of them will hap
pen and others fail, are easily determined in the same man
ner ; it will be sufficient to indicate their several expres
sions. Suppose there are only three simple events, of which
r
the probabilities are respectively p, p and p" and let
, ;
the probability that E will happen, and that E and E" will
both fail ; pp p" is the probability they will all three happen ;
1
pp p" is the probability they will not all three happen, or
that one of them at least will fail ; qq q" is the probability
they will all fail; and qq q" is the probability they will
1
not all three fail, or that one at least of them will happen.
we have also p =J
hence the probability of the compound
;
is therefore (5) 1
J
gs
=f ; and the odds against throwing
aces at any given trial are 35 to 1 .
22 PROBABILITY.
bility that the substraction of the one from the other will
bined with any one of them in the lower line, there are 100
different combinations or equally possible cases for each par
lity that any one of the figures in the upper line is not less
than the corresponding figure in the under line is
-f^ ; and
/
we have j9=//=// =c.=yg5 for the probability of each
of the seven simple events or partial substractions, whence,
=:(-55) =0152243,
1? 2 , 3 , ...... n,
any one of the urns. The probability that the ball will be
&**.# j** -
rr*^/-^
a
..-.
24 PROBABILITY.
We may now
777
conceive the urns
7
A 1? A 2 A 3 ...A n to
, be re
placed by others, each containing the same number, y, of
balls, and of which the first contains a l white balls, the se
p= (
a i+ 2 +3 ...... +o);
bability that he will put his hand into the urn A is ^ ; and if
he draw from this urn the probability that a white ball will
be drawn is , there being 2 cases favourable to that event,
and 3 cases in all. The probability of both events is there
fore \ X f = In like manner, the probability of the ball
bilityof drawing a white ball would have been T9j, for there
are 3 5 + + =
7 15 balls in all, of which 2+34-4=9
are white. But T9^ n
J-J| a fraction which differs sensibly
;
SECTION II.
p=.
-
a
-> q
-- 1>
-
)
the probabilities of the four possible
whence it
appears that the probabilities of the different ar
rangements in two trials are respectively the terms of the
BWW, ..........................
WBB, ...........................
ing the combination of two black balls with one white, in any
order of arrangement, as the same compound event, its pro
2
bability is
3pq . The compound event resulting from three
trials must then happen
in one of four different ways,
namely,
3 white balls; 2 white, combined withl black, in any order;
2 black, combined with one white, in any order ; or, lastly,
is
q Hence (7) the probability of E happening m times,
n
.
1 . 2 .3 mxl .2 .3 n
This value of U is symmetrical in respect of m and n, and
may be otherwise written in either of the two following
forms,
h(h\)(h 2) h m-f-1
1.2.3 m
jr _k(hl)(h 2) h n+l
1.2.3 n
which shew that the probability P, or the product Upm q"
is the
(m-j-l)th term of the development of the bino
mial (p+q)* arranged according to the
increasing powers
of^?, or the (w-fl)th term of the same development ar
ranged according to the increasing powers of q. Hence
we conclude that when p and q remain constant, the pro
babilities of all the different compound events which can
be formed by the combination of the simple events E and
F in h trials, are expressed by the different terms of the
formula (p-)-q) h expanded by the binomial theorem.
The whole number of possible cases is evidently A-f-1,
for in h
experiments, E may occur h times, h 1 times,
CHANCES KNOWN A PRIORI, AND CONSTANT. 31
_- 1.2.3
h-n+ 1
n f *
determinate succession is
proposed, for example, that of
h 1 times the event E in succession, and F in the next trial,
The
~
third term
[.2
^ V*~V expresses the probability
32 EVENTS DEPENDING UPON REPETITION.
1 2 o it
p3 ,
&c. and such that one or other of them necessarily hap
the factor
TT,- 1-2.3 .................. h
~1 .2.3...mxl .2.3...nxl.2.3...rx
U
__
being the coefficient of the term which has for
&c.
5
multiplied by pq .
If, therefore, in the formula,
M 1.2. 3 h m fJ n
"~
,
T)
1 2 ^ w? y 1 2 ^ ii *
X J_ X
""1X1.2.3 6 \6/ "324
which is the probability required, and the same as that of
throwing one ace, and not more than one, at a single throw
with 4 dice.
The probability of the contrary event, that is to say, the
ing ace three times, and another number once ; the third
that of throwing ace twice, and a different face twice ; the
fourth that of throwing ace once, and a different face three
by which it
may be produced (9) and is
consequently
U;^W
f
}
W V^YW V V- 1
Since p +<?= 1, the sum of all the terms of the series pro
duced by the expansion of (p+q) h is equal to unit, and
therefore the sum of any number of the terms is equal to
unit diminished by the sum of the remaining terms. This
consideration frequently gives the means of abridging the
calculations. preceding example, instead of
Thus, in the
ity that it will turn up three times ; therefore the four last
CHANCES KNOWN A PRIORI, AND CONSTANT. 37
terms include all the different ways in which the ten trials
give not more than three heads ; and their sum consequently
expresses the probability that not more than 3 heads will
be thrown. Now the last four (or first four) terms of the
T
expan:ion of (
1
-f-
1
) are
1Q 9 10 9 8
i in
1.2 1.2.3
and their sum is 176, which multiplied by (i) 10= To35^
gives yVy^j for the probability that not more than 3 heads
will turn up ; whence the probability of the contrary event
or that more than 3 heads will be thrown, is 1
JQ"^
n34 = M
8
i ; and the odds in favour of throwing heads more
than three times in 10 trials are 53 to 11.
19- A
engage in play; the probability of A s
and B
a
winning game is
p, and the probability of B s winning a
game is
q ; A s winning m
required the probability P, of
games before B
wins n games, the play being supposed to
terminate when either of those events has occurred.
It is evident that the question must be decided at the
1.2. 3 ......... m + x
1 .2 .3
But A cannot win m games out of m-\-x exactly unless he
wins the last game, for otherwise he must have won m games
38 EVENTS DEPENDING ON REPETITION 7
.
m-\-x 1 in any order, and then that he wins also the next
1 . 2 .3 ......... m+x 1
_j x
.2.3...x pm q 5
1 . 2.3...m 1X1
and the probability of his winning the following game is p,
whence the probability of both events is (7)
1.2.3 ...... m x 1
1.2.3 ...... m 1X1 .2.3 ......
which, therefore, expresses the probability of As winning
m games out of m + x exactly.
If we suppose a?=0, this formula becomes m which is
jo ,
comes --123
m(m+\)(m4-2)
P *"^ ^G Probability that A wins
v ^
?=/>" -j
l+mq+ f
m(m -f- 1 ).~.m .
-f- n
1 .2 n 1
,.-}.
The probability Q, that the match will be decided in fa
n(n+l) m + n-2
1.2 m\ P
2 i
As an example, let us suppose p -, q-=. -, m=4, and
o o
n=2. The probability of As winning the match, or the
value of P, becomes
number
as the required to be won by B in order that B may
40 EVENTS DEPENDING ON REPETITION.
only one, will gain four games before his adversary shall
have gained two.
1
Demoivre, Miscellanea Analytica, p. 196 ; Laplace, Essai sur les
Because x-}-x 2 n
1
-
_x n + l
1.2
(1.) Multiply the first term of the first series by that term
of the second series of which the argument is x 1 the coeffi-
;
and n-{- 1 terms to the left in the second series, until a term
is reached in the first series, the exponent of x in which is
h(h + 1
)(h + 2) ......
1.2 1.2.3 ...... s2n 2
_&c.
The series now found for N may be changed into another,
_ (
s n )(s n + 1
) ...... (s n -f // 2)
CHANCES KNOWN A PRIORI, AND CONSTANT. 43
_&c.
to be continued till the last factor of one of the terms be
comes or negative. If we also make
+ h2=f(n+ !)=/
s 2n 4.h3=f2(n + )=/" 1
s3n+h4=f3(n+ !)=/"
&c.
and write the factors in each of the terms in the reverse
order, the above value of N will become
+ &C.
As an example of the application of this formula, let
21.
itbe required to assign the probability of throwing the point
16 with 4 common dice. (Simpson, p. 53.)
A die having no face marked 0, it is necessary, in order
to adopt the formula to this case, to suppose the number of
f =f-2(n+})=3
f"=f 3(n+l )=3,
and A 1 . 2 . 3> Substituting these values in the formula,
we find
336)
9.8.7Xg(=
16 with 4 dice, is
TO^T-*
*=-1.2.3.4.S.6.7.8.9 (=923 8)
13.12.11 .10.9.8.7.6.5.
1.2.3 .4.5.6.7.8.9 (=-7150
-
)
*(*+!)(* + 2) ...... (n + u)
1-2 3 ...... w+1
is expressed by this other formula
(p + 2) ......
or, which is the same thing, that the sum of the series ob
tained by giving x successively every value from x=l-{-u
to &= 1
-f u -{-
v in the formula
46 EVENTS DEPENDING OX REPETITION-
(x + l)x(x\) ...... xu
1 .2.3 .......... w + 2
in which #=1 -j-w-}-i\
Comparing the N (20) with
different terms of the series for
ing by N
the sum of all the results, we shall have
y, ,(
1.2.3.4 ... h
l)(/-2)...(/-A+2)
1.2.3.4 ... h
// //
l)(/ -2)-(/ -^+2) A(A-l)
1.2.3.4 ... h 1.2
&c.
3003
fifi >.{.>
And this is also the probability that in throw-
OU"xOO I/O
ing 10 common dice the sum of the points does not exceed
16. (Simpson, p. 60.)
24. In the preceding questions the number of trials, de-
CHANCES KNOWN A PRIORI, AND CONSTANT. 47
the last term being the only one not included among those
which contain a chance of throwing ace, it is evident that
it is
only necessary to find the last term alone in order to
have the probability of not throwing ace in h trials, which by
the question is 1 u. The last term of the development
is
(f ; therefore we must have the equation qh ~l u;
whence h log q=\og (1 u,) and ^=log (1 u) -i-log q.
A _log log
y^
log b log c
logb log 5
whence, by computing from the logarithmic tables, h=;3 8.
terms is
equal to one-half of the whole series, and the terms
of the first half of the series are the same as those of the
SECTION III.
a(a 1) ab ba b(bl)
c(c 1) c(c 1) c(c 1) c(c 1)
J??
"? "?" "?*
WWW q ) (a
~2A
(7) the probability of is
^~\
C(C i)(C
,
4)
Thepro-
CHANCES KNOWN A PRIORI, AND VARYING. 53
WWB
^
/
c(c-\)(c
-
which b are white)
2)
. On
; therefore the probability of
we find
c(c l)(c 2)
_
-- _ ab(a
^ 1)
J.
the latter -
- 3ab(b
^
c(c\)(c
1)^
2)
.
54 EVENTS DEPENDING ON REPETITION.
1 .2.3 h
where, as in (12), U .
_ _ K
X 4 1)K 2) ......... ( 4
X &c.
where, as in (15),
1.2.3 ............ h
rj,_
1 .2.3 ...... m*l .2.3 ...... wxl .2-3 ....... X&c. /
29. The following examples will shew the use of the pre
ceding formulae.
Suppose a bag to contain 1 6 balls, of which 8 are white
and 8 black, what is the probability that in drawing 8 balls
from the bag the whole of them will be white ?
hence
8. 7. 6. 5. 4. 3. 2. 1_ 1
;
""16.15.14.13.12.11.10. 9~~12870
and since m=h, U=l, the probability sought, is therefore
T270-
Let there be a heap of 20 cards, wherein are 7 diamonds,
6 hearts, 4 spades, and 3 clubs required the probability ;
ther diamonds nor hearts, the spades and clubs may be con
sidered as forming one parcel, containing 7 cards. We have
then in the formula (28) a l =7, 2 =6,
a 3 =7, c=20; m=3,
/* 2, r=3, 7/ =8 ; therefore
1.2.3.4.5.6.7.8
U
=l. 2. 3X1. 2 X 1. 2. 3-
and the probability required becomes,
7.6. 5x6 . 5x7 . 6 . 5 1225
X 18 16 14
20 . 19 . 17 . . 15 . .
13~3978*
The odds against the event are therefore 2753 to 1225, or
nearly 9 to 4.
Let 4 cards be drawn from a pack of 52 ; what is the
13.13.13.13_
X 52. _ 21.97 1
n<
51 .50. 20825"" 49"" 9
the stakes. They also agree that A shall draw first. B second,
C third, A fourth, and so on ; and the balls drawn are not
replaced in the urn. It is proposed to find their respective
probabilities of winning.
CHANCES KNOWN A PRIORI, AND VARYING. 57
probabilities of the play ending with the 1st, 2d, 3d, 4th, &c.
a
trial, is then .
is
compounded of the probability of a black ball being drawn
at the first trial, and a white at the second ; and the proba
a
bility of both events (26) is
-
..
I,(b
,
!)(&
r-r?
2) (br + 2)a .
substituting tor #. b. and
c(c l)(c 2) (c a?+l
c in this formula the numbers proposed by Huygens, we
obtain in respect of the 1st, 4th, and 7th trials, or the pro
bability in favour of A,
8-7.6 4 8.7. 6.5.4.3 4 _ 77
12
+ 12. 11 .10* 9
"
"12.11 .10. 9- 8. 7 "6" ""165
;
and in respect of the 3d, 6th, and 9th trials, or the proba
bility in favour of C,
8 . 7 8.7.6 .5.4
4_
8.7.6 .5.4.3.2.1
"*"
12.11*10"*" 12. 11. 10.9.8 7 12.11.10.9.8.7.6.5
4 __ 35
*T~~ 165*
SECTION IV.
lost in the long run will not exceed a certain given fraction
loss will not amount to any given sum ; whereas the other,
who cannot continue the play in case of loss, runs the risk
of being ruined. It is thus evident, that in a multitude of
Y=c log.
--a +fJ log. -*+r log.
*
+ &c. }
{?
Let also X denote the absolute value of Y ; then, by the
X
formula, we have Y=c log. . On comparing these two
values of Y, we get
log.
^log. ^ -K "og. +r log. + &c. ;
X g a
-i f &c.
if the event
happens, A is to receive from B 50 crowns ; if
it fails, he is to pay B 50 crowns ; what is the relative va
lue of As fortune, after undertaking the bet, and before the
event is decided? In this case, we have a=:100, a 50,
50,7=0; also/?=J, <?=J, r=0; and the formula (35)
becomes
x (100 50)
X
d\og. =pqds
^ a a
But the second side of this equation is
evidently negative ;
vessel, and also in the case of one half being embarked in one
vessel and the other half in another. Supposing the mer
chandise embarked in one ship, the absolute fortune of the
merchant will be increased to L.I 2,000 in the event of the
X
whence X= 10751. Deducting his other capital, L.4000,
there remains L.675 1 for the value of the moral expectation
in respect of the venture.
Let us next suppose the merchandise embarked in equal
9 1
which, as it
may happen in two ways,
(ll)is2Xy^X
1 8
==
TOO
3C * ^ Ot ^ ma^ ^e ^ St ^e P r k akility f wm ch is
To
* To
= Too*
^ ^ie ^ rst ^ ^ese events happen, the
X=(12 ; 000)
T ^ x (8000)^ X (4000)T K
KT1CAL AM> MORAL KXTECTATION.
lose if it does not ; and by the theorem for the mat hen
quh
i
pi | /
li lil Id ill. mli "i.il / MM) lli, ld".n illim ,,| flu ,
"
( i, i id. di /. id i,/
|
,
)-f-y log//,
i
equi
.di i.Mn /
,
/ "-|--v
nine i ,,
\ /> (,, j
s
)
,/ . md i will In- II,, mm || M m, i
ih. in
l
VA j
, i., i, i.,!,v, fortuni i in. ir.i-.rd
by ii
..id If he -.-IN .
in"" In- .1 loner. In pruefice tbe
|
pre
mium m;i\ In- I. nil M leHM than (/v-f..r, but greater
Hun V dlh.il ; ulnlr lli, m MM.I pfiyH HIOI C llliUl tllC IHll-
being O| ftfttr
i " A / ; ululr il d, i.d ..--. (I.,- rink on value
j
hiniMelf, it.M
risk (which is
^ X L.UU)00=L.500) by L.300.
The third question, the amount of capital the underwriter
ought to |
determined precisely in the same way.
Let b be his capital. After accepting the risk of the sum >
tor the premium t\ his capital will become h-\-e in the case
termined is
b=(b+8W)$*(b 9200)
25
, whence b= 14243.
Unless, therefore, the capital of the insurer amounts to
1
See the Commcntarii Acad. AfropofitaMB, torn. v. ; Laplace,
are respectively
-^ -p
,
^ ,
consequently (31)
n 2n
The general term of this series being (z-J-2 )
/ z \ 2n
22( 1+ J
, the equation may be put under the form
SECTION V.
sum is
necessarily equal to unity ; and when the probabili
ties of the different hypotheses, and of the occurrence of the
ing been drawn, the other two possible cases, namely, that
they are all white or all black, are excluded
by the observa
tion. Now, p lt p2 pv be the probabilities respectively of
let ,
drawn, (12) is
4pf gr^fj. The second hypothesis gives
pt\, q3 ^ whence 4p23 q a =^- The third hypothesis
3
gives >
3 =J, 23=|> whence 4/? 3 3=^. The probabilities
DEDUCED FROM EXPERIENCE. 77
5x
1 46
T4 ^+-*^+l
X 46 T 4 x-5- -^
46"184
1
+A
27 68
4_JL X 1?
T X JL-
IX +T ;
4 46 46 46~~184
happened, are all equally probable, and such that the opera
tion of any one of them excludes that of the others, so that
the event E is produced by one of them alone, and not by the
so that if the cause, for instance, C were the true one, the t
3,
......... wn . From the principle laid down in
whence, making P i -f P 2 , +P s
...... -f- P n = 2P,., and observ
ing that w 1 -j-z3- 2 -j-
r
3 ......-f-wa =1 (since it is assumed
that there are no other causes than those specified from
which the event could arise), we have
whence it
appears that the probability of each hypothesis re
specting the cause of the observed event is found by divid
bility of E is
pi and let ; U be the probability of E in respect
of all the causes, then by (9)? n will be equal to the sum of
the probabilities p^p 2 p 3 ......pn, relative to the different
Cp C 2 C 3 , , ...... Cn .
80 PROBABILITY OF FUTURE EVENTS
word cause is
ordinarily used. In the theory of probabi
lities the causes of events are considered only in reference
to the number of chances they afford for the occurrence of
sarily, produce.
47. The following example may serve to illustrate the
method of applying the preceding formulae. An urn
contains n balls, which are known to be either white or
black. A ball is drawn at random and found to be white ;
event E is -
, whence P =-
f ; and therefore, making i succes-
n n
DEDUCED FROM EXPERIENCE. 81
Wf
_P _ 2?
~2P,~W!~
which is the probability of the assumption that the event
2
white balls. If we suppose i n we have sr B =r - for the
probability that all the balls are white ; and if we also sup
1st, Let us suppose that the ball has been replaced in the
urn. In this case the probability of the event E , on the hy
; therefore S?
consequently
.
a _n(
3
and therefore
2.3
2d, Suppose the ball which has been extracted is not re
----;
ing a white ball at the next trial is
ft I
that is,/^^^-
n 1
;
2i(t 1)
2 ^ 2 "~ 1 ^ Now
and consequently 11=27^=
_ \\ n (n+l}
~v
2z(z
i\
1
)=
(
v
H l) w x w
( - +l)
- ,
l ^
r *u-
and, therefore, in this case
o
n_
2 2
y (*-l )*(*+!)_
A
-(rc_l)ra(ra+l) 3 -3
When n is a very large number, the ratio of 2n -j- 1 to
3, the value of n in the former case, does not sensibly
differ from f and therefore in both cases ri f
, Hence it
follows, that if an event, depending on unknown causes, can
Aj, Ag A ,
3
An , in such a manner that the ratio of
the number of white balls to the number of black balls
spectively P 1? P 2 P 3 , , ...... Pn .
Now, let us suppose there
are a 1 urns in the group A T, 2 in the group A2 ,
and so on,
and let s = the whole number of urns, so that s^^a l + 2
X P
>,P ;
and consequently (45), w,r=- =5-,
the symbol ofsum-
XP
, therefore, shews that the probability of any one of
2X f
i i
the cause C.is the true one, and divided by the sum (2A,P,) of
all the similar products formed relatively to each ofthe causes
from which the event can be supposed to arise.
51. The formulae now obtained can only be used when
the number of hypotheses is finite ; but in the applications
of the theory most frequently happens that an infinite
it
SXi^y^
X dx, where X is a function of x. Suppose a ball
1
placed in the urn after each drawing, and that the result
has been a white ball m times and a black ball n times, the
p ar
m
(l *)"
" m
SP f Q
l
x
The value of the integral in the denominator of this frac
tion is obtained by the usual method of integrating by parts.
Since
therefore
//>+&:=
m-f/z+l
t
-
m + n +i
-
;
When #=0, all the terms of this series vanish, and when
x~\ they all vanish excepting the last therefore between ;
the limits #.=0 and ar=l, the value of the integral is the
last term of the series when x in that term = 1 ; that is to
say,
/ ~(i+l)(f
For the sake of brevity, let the symbol [#] be adopted to
DEDUCED FROM EXPERIENCE* 87
...?wi=[m], we get
^ But the
_ _
1
xm + 1
(l
n
x) dx will evidently be obtained by substi
ofy^
n
(1 x) dx. This substitution gives
m+n + 2
1
This convenient notation lias been adopted by Mr. De Morgan.
PROBABILITY OF FUTURE EVENTS
m-)--t-2
. As the numbers m and n
,
which are the apri or i
balls as m to n.
m xl
,
. 2 . 3...,,,
=
We have therefore ^ u/
~WM "
+*
m m
x) + dx, and
n==U n n
found, we get ft x +
JQ (\
O] \_n~\
J
# m (l n
x) dx found above. This substitution gives
whence we conclude
[^
and making
QX
=0, we get 7??(1 cc)
= nx, whence x =
. The most probable supposition, therefore, respect
ing the contents of the urn is, that the two sorts of balls are
in thesame proportions as have been shewn by the previous
drawings. We shall have further occasion for these for
mulae when we come to consider the cases in which m and
n are large numbers.
90 BENEFITS DEPENDING ON THE
SECTION VI.
bility /? 2 that he will live over two years, and of the proba
manner J 4 =/) i q^ r i
* lf
and so on ; so that the probabili
ties jo 2 , j 3 , /> 4 /?* are successively derived from j^, q lt
r 15 s lt &c. which are supposed to be the data of observation.
If a large number n of individuals, all born in the same
1
For further details on this subject, see MORTALITY, vol. xv. p. 550.
92 BENEFITS DEPENDING ON THE
jr ; the sum
2 including all values of a? from x 1 to x-=. the number for
viously =. a"2v p x
sc
=aA .
z from n -j- 1 to the number for which p vanishes. The first gives
the value of the temporary annuity on the given life for n
years, and the second the value of the deferred annuity, that
is to say, of the annuity to commence n years hence if the
aged y-\- n years. If the person now aged y years lives over
n years, the value of an annuity on the remainder of his
PROBABLE DURATION OP HUMAN LIFE. 93
n
of receiving it is
pn ; therefore its value is v p n k n Hence .
rent ages.
given life surviving one year. Its value is therefore vp\ ; and
we have consequently A =vp l -}-vp l
A 1? orA=?y 1 (l-}-A 1 ).
This formula, which gives the value of an annuity at any
P2 = p2 X q2 X rQ X ss, c.
PS =
p x X qx X r x x f# &c.
and the value of an annuity of L.I on the joint lives is
2t-*P a from #=1 to x= the number which renders any one
.,
lity that he
will not be alive at the end of that time is
1 px . The probability that all the lives will be extinct
at the end of the #th year is therefore
and the probability that they will not all be extinct, or that
at least one of them will be in being, is
i-0-/>.)0-?.)(i-^)0-*.) &*
which becomes by multiplication
p xq*p*r*
+P* q* rx +p x qx sx ...... +qx rx -.s
x +&C.
P* q* r x sx &c<
4-&c.
Multiplying each of the terms by v*, and taking the sums of
the respective products from #=1, and observing that
x the value of the annuity on the joint lives of
^.v px q x is
A and B, *Zv x
pxqxrx that on the joint lives of A, B, and
by threes, and so on. When there are only two lives, the
surance
paid at the end of the year in which any one of the lives shall
fail),
or on the survivor of any number of joint lives, are cal
V"=v (I )A".
61. Assurances on lives are usually paid not in single pay
n 1
years by A <*"
>, the value of all the premiums is
PROBABLE DURATION OF HUMAN LIFE. 97
M-fwA<
n > m >
and we have consequently
=rw(l -f)A< ;
=yv n
n V n1 whence
becomes
x _ x xx ; denoting by
Pi Pi
AB the value of an annuity on the joint lives of A and B.
is
easily computed from tables of annuities on joint lives.
If A and B are both of the same age, the two last terms
destroy each other, and W is
equal to ^ the value of L.I, to
be paid on the failure of the joint lives, as it evidently ought
to be, since there is in this case the same chance of A dy
ing before B as of B dying before A.
The formula gives the value of L.I in a single payment ;
not pursue the subject farther, but refer the reader to the
article ANNUITIES, and to the standard works of Baily 1 and
2
Milne, in which it is treated in detail.
SECTION VII.
that the event testified really took place ; and 2d, that it
,
and the probability (zr 2 ) of the second
vp-\-wq
The sum of these two probabilities is unit, a condition
which ought evidently to be fulfilled, since no other hypo
thesis can be made, and consequently one or other of the
timony has been given, that the event attested took place,
and that it did not.
Since -0-,=
vp
vp
-
+ wq
, we have -or. p = p(v -- vp
-
vp -f- wq
wq)
= p\v(\p)
L-2 -- vp
L-L
wq
wq}
L> *~-i--*/
= p(vqwq)
vp wq
;
.
but v w=v 1 + v=i
A.MM 1. vTION TO THE
J,
the effect of the testimony is to render the probability of
lief.
J vp-^wq ,
ing 1 v and 1
/>
for w and q respectively, become*
not merely on his good faith, but also on the probability that
he is not himself deceived with respect to the event he as
serts. The chances of a witness being deceived through
self,but intends to speak the truth. In this case also the proba
its
being made we have to consider, that since the witness
has been deceived, he must have supposed some other index
than A^ to have been drawn ; and since he intends to de
ceive, he must assert some other index to be drawn than
that which he supposes to be drawn. Setting aside, there
fore, the index which he supposes to have been drawn, there
-___-
- -
of his giving false testimony (1 v), the probability of the
u(l-v)
n1 nl (nl)
2
potheses is 2P Z,
where i is successively each of the num
bers 1, 2, 3,-..n, excepting m.
We have now to find wm , the probability of the first
hypo
thesis. Since the hypotheses, in the present question, are not
all equally probable a priori^ we must have recourse to the
formula (49)ar t
=X P -r-2X,. lp
z J l.,
and consequently in the present
case we have
> Pm
AmJ
_ -
~X m P m + SX P; f
proper reduction,
a m {(n l)ut>+uV}
108 APPLICATION TO THE
(n I
)uv -f. u v
\) (u v + uv ) + (n 2)u v
by reduction
vour, we have
v p
Now, if v=-|, then (1 v)-?-v=:l, and w,=/?; whence
it
appears that the probability of an event is not increased
by the testimony of any number of witnesses, when the vera
city of each is only ^; but when v is greater than |, the event
/I v\* 1 p 1 v 1
we must have (
v
)
= 1. Now = -,and
\ J p v 9
Zf = 10 12 therefore 12
=l whence x log ^=r
P
,
(-Vxl0
\y/
;
y
1 12
log -p or x log 9= 12 and therefore x = =12-6
ar,,
and the probability that it has not happened 1
a-,. Sup
pose a second witness now to appear, and testify that the
event has not happened, and let the probability of the truth
of his testimony be denoted by sr 2 ; then 1
sr, being the
probability before his testimony was given that what he as
serts is true, and v 2 being the measure of his veracity, we
WT1 \
tnere results
X P)
for the measure of the probability that the event has not
pression becomes w 2
1
p, which is the a priori probabi
lity that the event did not happen. It is obvious that this
must be the inasmuch as two contradictory testimonies
case,
of equal weight neutralize each other. In general, the pro
ball marked Am was drawn, after this event has been nar
rated by Tx , the last witness of the series.
ample A f
. Let the probability of the attestation, on the hy
But since y x is the same for all the hypotheses that the in
+ (s 0/
We have now to find yx and y x in terms of x. Let v, v lt
v2 , &c. be the respective probabilities of T, T I} T 2 , &c.
y*~n*
_1 C(nv, \)(nv, l)...(^-t !)(>, l)i
(n\)*
In order to determine the arbitrary constant C, it is to be ob
served, that, since T/!, y^-y^ as well as v v v 2 ...vx apply to
the narrators T T 2 ...T,
t, respectively, if we suppose
x=o
the resulting value of the integral will be the probiibility
that A m was announced by the eyewitness T, on the hy
pothesis that Am
was actually drawn. Let this probability
be Pm ; then the equation becomes P m =C-f-l-r-ra whence
C=(nP m 1
) -T-
n. If, therefore, we make.
to 1. (Poisson, p. 112.)
76. The question of determining the probability that the
verdict of a jury is correct, is
precisely analogous to that of
a\ and w r
2 be the probabilities after the verdict of the two
respectively p and 1
p as before, we have
-"
>
~ -
From the above value of ir,,
we obtain & l p =
,
~
1)
; a fraction which is positive or negative
*00 p)
according as u is greater or less than J. Hence it appears
that the guilt of the accused is only rendered more probable
by the verdict guilty being pronounced, when the probabi
take place ; first, if the accused be guilty, and the juror give
a correct verdict, the probability of which concurrence is
may be given, namely, when both jurors are right, and when
both are wrong.
The probability of acquittal by the second juror, after a
verdict of guilty by the first, is 1 c 2 rr (1 U 2 )^i -f-
.j_(l
w 2 )(l yr\) ; therefore the probability of a verdict
(1 C)c fl
= (l U)u 2 p + U(l M 8 )(l-_p).
The sum of these two expressions gives for the probability
of a discordant verdict, u(\ ^2) + (l u)u 2 .
will be given by m
of the jurors, and an erroneous one by
1 .2.3 h
m n
is Uu w , where U =
n> , ,
.
1 .2.3...wxl .2.3...T*
81. The probability that the accused will be pronounced
guilty by m jurors, and acquitted by n> on the supposition
that the value of u isthe same for each juror, is thus found.
There are two ways in which this event may take place ;
120 APPLICATION TO THE
accused is
guilty ; 2d, he is innocent. The probability Pj
of the observed event (the condemnation by m, and acquit
m n
tal by n jurors) on the first hypothesis is Uu w ; and the
um w np u n wmq
~~ ~~
u m wnp -f un w m q
757
1 *
~~
wn + i
u +w*
But this is the probability of a verdict being correct which
has been pronounced unanimously by i
jurors ; whence it
and therefore
m
f l
Jc
(lx} n dx
which, on effecting the integrations by the formula in (51)
becomes after reduction
"
I 1-2 ~--
~T-2-3
(h+l)h(hl) ...... (h n + 2) I
1-2-3 ................ n j
the six years from 1825 to 1830 inclusive, the system of cri
minal legislation in France underwent no change ; the jury
consisted of 12, and a simple majority was only required to
concur, though when it
happened that the majority was the
least possible, the Court had power to overrule the verdict.
On comparing, according to the rules of the theory, the ver
dicts given in the cases tried before the criminal courts
during those six years, it was found that for the whole of
SECTION VIII.
whence it
appears, that the most probable combination is
2 2
that which corresponds to 6/? <? , or in which each of the
h(h-l)(h-2) (h-^h+l)
~~
(a)
1.2.3
130 SOLUTION OF QUESTIONS
1.2.3 ......... h
1.2.3 ......
and the term immediately preceding is
1 .2.3 ......... h
1.2.3 ...... (m+l)xl.2.3 ......
Dividing the first "of these by the second, we get for the
ing is
greater or less than 1 according as n is less or
(h +
)</,
1 and make
n=(h -f- )q ; 1 x then the greatest term
of the developement will be that in which the exponent of
is 71.
q
Since n=i(h -f. 1
)<?-#, we have q(n -j- x) -~(h -f 1) whence ,
n+x = x
p= 1 7- m-f-1
?" , ,
q
and therefore i
_
= -m n+x .
A-fl p
Now x is by hypothesis less than 1, therefore if m and n
are large numbers, we have, very nearly, q :pzzn : m; or,
,
which has for
hp hg hr
its
argument p , q ,
r ,
&c.
90. Having determined the form of the greatest term of
132 SOLUTION OF QUESTIONS.
1
Stirling s investigation of the theorem, or rather of its equivalent,
to find the sum of the logarithms of a series of numbers in arithme
tical progression, is given in his Methodus Differentialis, p. 135.
INVOLVING LARGE NUMBERS. 133
by (12) we have
When
~
1 .2.3 ......... 6 _ m n
-2.3 ...... n P *
and A are large numbers, the value of this
w, n,
P =V(h+2nmn),
or P =<v/(l-j-27r^).
This formula shews that the absolute probability of that
last
creased.
lity that the event will happen in this way exactly. On cal
Let m : n : :
p :
q, whence m=hp and nhq, and let P* de
note the probability that in h trials the event E will occur
__
lities
q. By (13) we have
1 2 3 ......... h
P ~
1.2.3 ...... (m a?) x 1.2. 3 ...... (n
which by (90) becomes
_
~~
.^
w ie nce,
}
substituting m-^-h for p, and n-^-
INVOLVING LARGE NUMBERS. 135
P, = ^/Y
Now log (m m +* and
#) *;=:( m-\-x J)log(/w a?) ;
(x + 2^2 + &C J 5
-*=( m+x
therefore, on passing to numbers,
.fl
2m * 2m ,
or snce =
2m
In like manner, by changing m into /z, and a? into
we get
\lTrmnJ
e 1m
(
2n = - -
)
*r
It
/ ( - -h
\27rmnJ
\
)
e
_ ***
2mn.
exactly 960 ?
Here p, the chance of throwing ace, is J, q=$ 9 and
7i=6000; whence m=hp= 1000, and n=hg=50QQ. We
have first to find P , the chance of the most probable result,
INVOLVING LARGE NUMBERS. 1 37
is as follows: Assume
t
2
=hx 2 +2mn. We have x=l 000 960=40.
log 40= 1.60206
2
3.20412
log h log 6000=3.77815
2
log 7** =6.98227
log 2mn= log 10,000,000=7
2
log =9.98227
*
2
log (* x-43429)^9.62005
t* x .43429=* 2 log e~ .41692
addlogP =8.14050
log P x =:7.72358
therefore P =.0053,
;E
which is the chance of 960 aces ex
e- l = = r
- ; so that if we assume m=100, the
10th term before or after the greatest would still exceed the
3d part of the greatest. But when x becomes greater than
138 SOLUTION OF QUESTIONS
twice, the result will be the sum of the terms of the binomial
h
(p+q) comprised between, and including, the two terms
of which the first has for a factor jo* , and the last p
m ~l
,
h \ _*f! / h
27rmn
/* 1 1 du
bw = /udx +
,
u +- ^5-3 k- &c. 4- constant.
t/ 2 2 b ax
1 . .
2
96. The integral^" dt is
computed as follows. Develop
tz
ing the exponential e~ in a series of the ascending powers of
2
t , and integrating the successive terms between the limits
r tr**dt=r^<r
and on integrating by parts
we have
142 SOLUTION OF QUESTIONS
r
C
oo
e^dt is well known 1
to have for its expression
/oo
therefore
r
so that the integral may be computed from either of the
e tz
dt=^-r is ascribed by Gauss (Theoria
/OD >
assume
equation.
97. Some very important conclusions follow immediately
from the formula in (95). The quantity R denotes the pro
occur not seldomer than Tip / times, and not oftener than
hpJf-l times, or that the number of its occurrences will be
included between the limits hpizl, or at least be equal to
one of those limits. Hence R also denotes the probability
(hp-==.l) ; or, which is the same thing, that the ratio of the
and consequently ;
0^2?^,, or P x =(> e). Substi
tuting this value of P^ in the equation R e-f-P^., we get R=J
(0 _j-0) ; so that if we take from the table the values of
and corresponding to /and /+ 1, half their sum will give R.
But as the interval between and in the table is always
small, half their sum will not differ sensibly from the value
of corresponding to /+^> whence this value of is
gle trial is p, will lie within the limits hp-==.l both inclusive.
ing 82 years (from 1629 to 171 1) it was found that the aver
age number of children annually born in London, was about
14,000, and the ratio of the number of males to that of fe
not be greater than 7363, nor less than 7037. The odds
in favour of the event are therefore 9943 to 57, or about
175 to 1.
-
/
l*
we obtain, in consequence ofm-\-n=k,
n
j
(+
Let m =0m, n ~Gn, and consequently h =.6h ; then taking
, for 7 /" , ^h
h .
,., (which mav be done with-
^-w =A
/
or, since m-}-n=h, / ,
150 SOLUTION OF QUESTIONS
r^TiTT
T) (T)
n ~-h between the probability P of
z=n-i-h), the relation
that combination of simple events which has the greatest
number of chances in its favour, when the chances of the
m_^_T /2mn
~Ti~h*l ~h
These limits approach more nearly to each other as h in
creases ; and when A is a large number, the ratios m--h,
n-i-h maybe assumed, without sensible error, as the chances
of E and F in computing the probable result of a future
gan has shewn by a direct analysis that in the case of p and q not
being known a priori, but made
equal to the observed ratios m-S-h,
w-f-A, the presumption of the true value of p lying within the limits
I ^
stated in the text is not, as there inferred, -f-
be included between
p. 555, it
appears that out of 5642 individuals taken at the
age 30, the number surviving at the age 50, according to
the Carlisle Table, is 4397. Taking those numbers as an
example, we have /*=5642, ^=4397, ^=1245; and as
=.50693, and^Y?^
~ =r X fi
.011124 ; therefore if we
that is, between two limits of which the least is .5, or one-
greater than that of tail is .62 170 -f .189 15 =.81 085 ; and
the odds are therefore 81 to 19, or rather more than 4 to 1
that the piece was not perfectly symmetrical.
105. The formulas which have been demonstrated in the
corresponding benefit is
(hp l)a (hq-\.l)p=h(pa ^,3)
the sum staked upon each game by A, and a the sum staked
ceeding 100 is
^=-33333, corresponding to which the
table gives by interpolation r=r -30458 ; substituting which
in the above equation we find A=r2376 8; so that if 2377
games
are played, the odds are 2 to 1 that one of the players shall
ters, and let the probability be required that the play shall
be concluded with or before the ninth game. As the play
cannot end with less than three games, let the binomial
5
(p-\-q) be developed, and the terms
P s + 3/> 2 7 + 3/^ 2 + q *
give the respective probabilities of all the cases which can
arise in three games. The first term is the probability of
A gaining all the three games, the last term is the proba-
160 SOLUTION OF QUESTIONS
gains a
counter before A gains three, the play cannot ter
minate until A
gain back that counter, and three others
besides, so that five games must be played. In fact, it is
ou^ht to be, since the play cannot terminate with the 4th.
be played, p is A s chance of gain
Again, if the 5th game
ing it, and q B s chance of gaining it; multiplying there
result, namely,
27 jy + 81 jy + 81 />y + 27/>y,
of which the first and last terms give the respective chances
of A and B winning at the 9th game, and the sum of the
other two terms the probability that the play will not be
concluded by the 9th.
If we now collect the terms which have been set aside
which is not less than the other. Raise p -\-qto the power
1
Lagrange, in vol. i. of the Memoirs of the Society of Turin, was
the first who shewed that the investigation of the general term of
a recurring series depends on the integration of a linear equation of
finite differences. In vols. vi. and vii. of the Memoires presentes a
f Academic des Sciences of Paris, Laplace proposed a general method
for the summation of recurring series by the integration of such equa
SECTION IX.
bability that the sum of the observed values shall fall within
ways as it is
possible to satisfy the equation z-f-z =o-; and
2p 3 w
11 li
the developement of the product Sp^w .
Sp^v" . ,
the coefficient of w ff *
in the developement of the product
6 "" l
Assume (e being the base of the Napierean
iu-=.e
P + &c.
a series in which all the terms are of the same form. Mul
ff
*~ we1
tiplying both sides of the equation by e , get
r ~ ) ^-
art. 269), e<
|
= cos (<r <r)^+V lsin((/-o-)fj
Xe-*t V
I=
i"^=P^+P [cos (r
/
_-0*+\/^T sin (r *) } <#+
&c -
Let p.
and v be two integer numbers between ha and h$,
and let Gt denote the probability that s will be comprised
168 RESULTS OF DISCORDANT OBSERVATIONS,
finite, p,
and v infinitely great, Let the following substi
i/ AC
\t> YZ v L
am
o; n *~
o^ ,
integral fcf) n
xdx taken from a? a to xb is
always equal to
unity ; for since every observation gives a value of A be
tween a and b, the sum of all the probabilities in respect
of each observation must be unity or certainty. From this
zx.dx = B x = Rn sin rn
fan x cos cos rn ;
f<p n
sin zx.dx ;
J e
*J-\$ n 5
r^r, ............ +r w
we get XsYe*^"" 1
; and the expression for Q becomes
0= - >+C
w y/ co
/Ycos(y-^) sin 8 z .
+ */ 1 /Y sin (y-tyz) sin 8 2; . .
r
positive or negative, n ,
and consequently y is
positive or
to #= -j-
oo vanishes. The expression for Q, is therefore
transformed into
00
fa
Y cos (y TJSZ) sin 8z. .
z
118. The formula newfound cannot in general be integrat
ed by any of the known methods, but in the present case the
integral is
always than ff$ nx$ nx dxdx or less than
less >
2
(f(f) n xdx) , and consequently R,, is less than f<J> n xdx, that
is, less than unity. Since, then, it has been shewn that
R n is equal to unity when z=Q, and less than unity for all
or its
equal #-f-e differs sensibly from 0, and even for very small
values of z becomes insensible when h is a large number.
cos zx=
t t a TC
&c., for the values they have now been assumed to repre
/ 3
whence, making ^)0-i-v (^ c ) v=yd -+-c</(hc),
u=(hk
and_rejecting as before terms of the order 1 -r-h, we have
2 r _* c ,, . 6
sn
A/ (he)
1 20. As no restriction has yet been made with respect to
the value of ^, excepting that it is a mean between /*eand j/e,
sin
77^7 V(hc)
AND LIMITS OF PROBABLE ERROR. !
175
l u
of the trigonometrical formula cos u\e ^~^-\-\e~ ^~\
But ^-fwfl^/ZT
= "
( % ; assunie
manner
^ J^de = dv, the
f^ %?-**fe~** limits in
e cos
2 /v _>2 2
Q= e d^ or, Q=l
for the probability that s, the sum of the observed values of
wise written
a quantity which is
necessarily positive, and can never be
zero so long as x can have different values.
But (116) <p n xdx is the infinitely small probability that the
value of A in the nth observation will lie between x and
jr
-f-
dx ; therefore the element of the area of the curve
178 RESULTS OF DISCORDANT OBSERVATIONS,
the integral f<p n xdx between the limits r/,:re is the expres
sion of the chance that the value of A given in the nth trial
will lie between a.rtze ; whence for those \im\ts f<p n i xdx=y i
.
yat t
. On writing for i all the different numbers 1, 2, 3 ...... X,
and observing that the X partial integrals thus formed make
up the whole integral Jx<p n xdx from to x=b, and that xa
sum is k H we have, in respect of the nth trial,
therefore their ,
2
In like manner, for k n -=zfx n xdx (from a to >),
we have
2 2 a 2
A =7ii +yBfl +y 3 j
...... -f /A. ;
equal and constant, then y<= 1 ^-X, and the above values of h
and k become
f
hypothesis, therefore, k and k may be computed a priori,
and consequently the limits determined within which there
is a given probability that the average of h observations
2
will fall, thelimits
being /fcnp2r v /(c-r- A,) where c=J( A ).
180 RESULTS OF DISCORDANT OBSERVATIONS,
priori.
Of all the hypotheses which may be made respecting the
law of facility, the simplest is that which supposes the
a)
2
a), whence k^=^(b -j- a) . Inlike manner k =fx*qixdx
-
/xdxa=.i(6 -|-a4-a
j
b
2 2
) ; whence c=\(k f
k~)
<px:$(n x) :
a, whence <px=i(a #)/3-r-, and conse-
cpientlyftpxdz^px
2
/3# -7-2#, which, from #=0 to x -f-#>
former case.
131. Although the function Qx which represents the law
of facility of the different values of A is in general unknown,
its form may be assigned if we assume that it is
subject
AND LIMITS OF PROBABLE ERROR. 183
A
=
A7
= A =, &c. Hence it follows
VCv-r" 71
")
6 will not be changed by chang
facility, inasmuch as it is
supposed that errors beyond a cer
tain limit are impossible ;but on account of the rapid dimi
nution of the ordinate at a short distance from MN, the
chance of an error exceeding a small value of A, as MB,
becomes insensible. Hence the limits of the integrals in
k andc.
, Substituting A
and observing that as the for x,
d Ae~ y^=e i
Y An~dA 2
e * A VA,
.
1y
therefore, integrating and transposing,
C
J
Now, from A = ootoA= + 00, the term of this equa
tion which is not under the sign of integration vanishes, and
1
ey^-d\=\/(TT-^-y) (from (96), on substituting t for
2 * A V.A =
7A
2
), therefore/A *?
(1 -f-
^y)^/(^ -f- 7); and
consequently k =l 1y.
AND LIMITS OF PROBABLE ERROR. 187
2
In (119) we assumed c=^(k k ) ; therefore in the pre
sent case c=kwhence c=l-f-4y, or y=l-r-4c.
9
- r
2 f 50
Q /
e
e~ cos (hkz bz) sin bz .
The two
_/>*
cos (2t6)d6
TrC*/(tlC)J
/*
/o
? cos
cisely 28 or hk +
2t^/(hc) or it is the infinitely small pro
t
=A 2
,
and the corresponding value of K (since in this case,
2
K=(l-5-A) sfXfaxdx) becomes K=(l -f-A) 2/A <
n A6?A.
where V r
is a function containing only uneven powers of
t 9
and of the order 1-t-Vh.
In the equation (137) suppose X=#=A n , and let /"and
c" be the corresponding values of T and C, then since on
this supposition K=k, the equation becomes 2X n =
/"U", (2)
where V r/
, like V 7
and V, contains only uneven powers of
i" and is of the order l-s-\/h.
140. The two equations (1) and (2) may be regarded
AND LIMITS OF PROBABLE ERROR. 191
c= U ) 2 -<"U".
i 2(X "~T .+<
Let wz=(l-f-A)2X n then , m is the average or arithmetical
mean of the observed values, and X n m the reputed error
of the observation. The last equation will then become c=:
(1 +7r)(l V \")<r**<r**dedt .
therefore
2 2
stant during the trials, c=4/A
$Ae?A, therefore /*==/A
$Ac?A; that is to say, the mean of the squares of the actual
errors may be taken for the sum of the products of the
2 2 2
XB 2X,,m-j-w and (l-^h)^2\ nm=2m(l-^-k)^\ n =:2m ;
,
therefore /m=(l-7-A)SX n 2
w that is to say, the mean of
2
,
these formulae
or the weight is
equal to the square of the number of ob
servations divided by twice the sum of the squares of the
errors. Substituting this in the expression of the limits,
we have l^r^-Jw, and T=l*/w ; that is to say, for a given
k+2t J(c-t-h ).
/> Now, on the hypothesis that positive and
2
bility, we have =0, and qdt=(l-s-Jvr)(l V)*r-< <& is the
infinitely small chance of the average error being 2 A/(c -4- ft)
we obtain
. .
precision :
weight . .
nl-r-2/z
probable error . =.674489 V/* 1 C
mean error . =.39 8942 Jp.
X x =e ,
X" x"=e", &c. so that e, e , e", &c. are the
du du du
squares maybe rejected. Make =a, -7-,
= ,
7-^7
= ,
Taylor s theorem,
E=ae+aV-f a e"-f &c.
W-~ a 2 f2
+a + a" 2
+8tc.
Suppose the errors e, ef e", &c. to be respectively multi
weights, (which is
equivalent to supposing all the observa-
AND LIMITS OF PROBABLE ERROR. 199
*J(nio)),
then the value of M becomes
=1, therefore
*
w= .. *2 I s* " \ rt
200 OF THE METHOD
SECTION X.
T.TH.g.
Let us now denote the differential coefficient, which is a
known quantity, by a ; then, observing that V V =v I, the
X, Y, Z, &c.; on making c
?
^y ~d%
>
v=l^.ax-\-bi/--cz+ &c.,
and a series of observations, whose errors are respectively
v, v &c. gives a system of linear equations equal in
j v",
&c. can be made all zero ; but if, as is usually the case,
there are more equations than unknown quantities, it is
impossible by any means whatever to annihilate the whole
of them, and therefore all that can be accomplished is to
ka + k a + k"a"+ &c. =1
kb+ k b +k"b"
f
-f-
&c. =0 (2)
kc +k + c k"c" + &c =0
&c.
we shall then have x=K + kv+Ki/+k"i/ + &c. where
K is a quantity independent of v, v , v", &c. Hence x is
tions (1), the system which gives the most probable value
of x> or the most advantageous result, is that for which
. is an absolute minimum.
204 OF THE METHOD
4. &c. V
v"+ &c. (3)
=ct;-fcV -fcV -f&c.
On substituting in these equations the values of v, vf t v",
+ ;2:S(ac) + &c.
<2&)
+ V + &C.,
/i
/ /
whence it
appears that a, a , a", &c. are a system of multi-
OF LEAST SQUARES. 205
&c .
&C.
&C.,
on multiplying which respectively by f, g, k, and adding
the products, we get by reason of the equations (6),
0=( k a)a + (& a X + (k"a")a + &C. f
v", &c. and form the equations in (1). From these equa
tions (4) are easily deduced ; and from these, again, by
elimination, are found the values of a?, y, z, &c. the correc
tions of the approximate elements X, Y, Z, &c., in equa
tions of the form (5), which, for the sake of symmetry, may
be thus written :
C.
&C.
&C.
then the most probable values of #,y, 2, &c. are respectively
-= 2 - =2,,^ =2
do.
|)
do, dQ,
f, & C.
therefore if Q be a minimum, , ?, ^, become severally
zero, and the equations (4) give by elimination, x=A,
, &c.
&c.
&c.
and the weight of the determination is
proportional to the
/
reciprocal of.w-f-/+/ -f. &c.
Since X L=# we have
I, also
/
&c.
hence this proposition : If a series of values of an element
208 OP THE METHOD
are found from observations which have not all the same
equations x y-}-2z=3, 3x +
2y 5z=5, 4 x -\-y-\-4z~21 ;
vf = 5 -f 3x -f 2y5
v"=
t/"= .
OP LEAST SQUARES. 209
and the fourth by 3, the sum of the products will give 77.
are respectively
A = 49154=2.^TAT*
and the
470 B=
19899
relative weights w,
W
2617
w
=3-ii
,
551 r
C=
ieP,
^
76242
39798
are respectively
==1 916
W
=-m9--
19899
=M 6 W,737
=~54
,~
= > 13 6 >-
39798
"147 3=
27 >
for intervals each = 01, from r=0 to r=3, with their first
and second differences.
TABLE, CONTINUED. 213
214 TABLE, CONTINUED.
TABLE, CONTINUED. 215
ERRATA.
Traite Elememuire.
^
.SI
609735