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iTHEORY OF OBSERYATIONS

LIBRARY
OF THE

UNIVERSITY OF CALIFORNIA.
Class

wm^

THEORY OF

OB SE RVATION

THEORY OF

OBSERVATIONS
BY

T. N.

THIELE

DIRECTOR OF THE COPENHAGEN OBSERVATOHY

-<>>3i5Kc>-.-.

o! rue

Y
f

'>

UNIVERSITY
Of

PUBLISHED HY

CHARLES & EDWIN LAYTON


56

FARRINGDON STREET

LONDON
1903

t4-

COPENHAGEN.

PRINTED BT BIANCO LUNO

CONTENTS
Numbers

The Law of Causality.

I.

of

Page

formulae

1.

Belief in Causality

2.

The Observations and

3.

Errors of Observations

4.

Theoretical and Empirical Science

II.

5.

On

6.

Laws

their Circumstances

Laws

of Errors.

Rei)etitions

Actual Errors and Laws of Presumptive Errors

of

The Law

Large Numbers of Repetitions


Four Different Forms of Laws of Errors

7.
8.

of

III.

Tabular Arrangements.

Frequency and Probability


Repetitions with Qualitative Differences between the Results
Repetitions with Quantitative Differences between the Results

9.

10.

12.

Curves of Actual Errors of Observations in Discontinued Values

13.

14.

Curves
Curves

11.

IV.

16.

17.
18.

1.

28.

14

Laws

of Errors.

Law

15
16

of Errors

19

Problems

19.

20.

10
11

of Errors

Functional

or Exponential

14

Their Determination by Interpolation

The Typical

10

Actual Errors for Rounded Observations


of Presumptive Errors

V.

Curves of Errors.

of

Typical Curves of Errors


Particular Measures of Curves

1.5.

913. The Binomial Functions


14.
Some of the more general Functional Laws

111731

20
of Errors.

Series

21

Numbers

Laws

VI.

of

of Errors expressed by Symmetrical Functions.

formulae

21.

22.

23.

Page

1516. Coefficients of the Equation of Errors. Suras


1724. Half-luvariants
2527. Mean Values, Mean Deviations, Mean Errors

of

Powers

22
24
27

29

Examples
Relations between Functional

VII.

24.

25.

28-

29.

3031.

30
31

83

very general Series by Half-Invariants

Functions of

26.
27.

28.

29.

30.

31.

32.
33.

Functions of

of

Two

3435. Linear Functions

47.

of Errors of Functions of Observations.

35
36

Linear Functions
or
of

More Observations. Bonds


Unbound Observations

37
38
39

Examples
Non-Linear Functions

41

Examples

41

Laws
3846. Laws
37.

Laws

One Single Observation

3233. Half-Invariants

36.

of Errors and Half-Invariants.

Examples

VIII.

Laws

Their Kelations

Mean Value. Approximation to the Typical Form


of Errors of the Mean Deviation and Higher Half-Invariants
Transition between Laws of Actual and of Presumptive Errors. Rules of

41

of Errors of the

44
Prediction

34.

4850. Determination

of the

Law

of

Presumptive Errors when the Presumptive

Mean Value

is

known beforehand
35.

51.

51

of Observations.

Weights

Probable Errors and other Dangerous Notions

36.

52 - 58.

52

Free Functions.

IX.

Conditions of Freedom

53
55
56

Examples

37.

38.

Possibility of regarding certain

5961. Every Function

Two

40.

41.

42.

Bound Observations

of Observations

6266.

of

Two, which belong

to

67.

Complete Sets of Free Functions


Orthogonal Transformation
Schedule of Liberation

58
.59

59
59
60
62

General Remarks about Computation with Observed or Inexactly Given Values

63

Can Laws

44.

The

of Errors

Adjustment.

be Determined by Means of Observations whicli are not Repeti64

tions ?

6872.

.56

Example

43.

46.

Sum

Mutually Free Systems of Functions

X.

45.

as free

can be divided into a

Example
Every Single Observation likewise

39.

47

50

Examples

Principle of Adjustment
Criticism the Method of the Least Squares
;

Adjustment by Correlates and by Elements

67

68
70

XI.

Numbers of

Adjustment by Correlates.

formulae

47.
48.

7381.
8284.

Page
71

General Solution of the Problem


Summary and Special Criticism

72

Schedule for Adjustment by (Correlates

49.
.'lO.

Modifications of this

73

Method

75

75

Examples

XII.

51.

53.

52.

54.

One Equation

Adjustment by Elements.

Normal Equations
8789.
Special Case of Free Normal Equations
90102. Transformation of the General Case into the Preceeding Special Case
103-108. The Minimum Sum of Squares
85 86.

for each Observation.

80

83
84
85
86

Criticism

55.
.56.

Under- Adjustment and Over- Adjustment


Examples

XIII.

Special Auxiliary Methods.

Lawful and Illegitimate Facilities


109110. Adjustment upon Differences from Preceeding Computations
69. Ill 113. How to obtain Approximate Freedom of the Normal Equations
The Method of Fabricated Observations. Example
60.
The Method of Partial Eliminations
61.
Example
62. 114116. Rules for the General Transformation of the System of Elements

77

80

94
94
96
98

57.

58.

.'

99
100
103
105

Example
63. 117-120. The Method of Normal Places
Example
64.
Graphical Adjustment

106

HO
112

XIV. The Theory of Probability.

121123. Relation of Probability to the Laws of Errors by Half-Invariants

66. 124125. Laws of Errors for the Frequency of Repetitions. Obliquity of these Laws
65.

XV. The Formal Theory

of Probability.

Addition and Multiplication of Probabilities

119
121

68.

Examples
Use of the Polynomial Formula
Examples

126.

127 129.

Linear Equations of Differences.

for Probabilities

by Repetitions

XVI.
70.
71.

72.
73.

123
123

Oppermann's Transformation

124
126

Examples

118

67.

69.

116
of Errors

The Determination of Probabilities a Priori and a Posteriori.

Theory and Experience


Determination a Priori

129

130

130-133. Determination a Posteriori and

Example
134-137. The Paradox

its

Mean

Error

132
134

of

Unanimity.

Bayes's Rule

134

Numbers of

XVII.

Mathematical Expectation and

its

Mean Error.

formulae

74.
75.

76.

Mathematical Expectation
138140. Examples
141143. Mean Errors of Mathematical Expectation of Unbound Events
Examples
144-146. Mean En-or of Total Mathematical Expectation of the Same Trial
147.

77.

Examples
The Complete Expression

Page
137

138
139
140
141

142
of the

Mean

Errors

142

I.

We

THE LAW OF CAUSALITY.

assumption that everything tJiuf exists, and everything


that happens, exists or happens as a necessary consequence of a previous state of things.
1.

If

a state of things

Any

difference

by some

start with the

is

repeated in every detail,

believed; in the

with which

it

belief.

will,

this

in

same consequences.
part the same, must be explainable
to exactly the

difference in the other part of the causes.

must be

if

must lead

between the results of causes that are

This assumption, which

our

it

is

may

It

he

is

closely

may

same way

as

we

believe the fundamental assumptions of religion,

and intimately connected.

be denied in theory,

The law

but not in practice.

of causality forces itself upon

Any

of causality.

If

we

But

we could imagine

all

if

no one

in that very question he bears witness

are consistently to deny the law of causality,

observation, and particularly

who

person

watchful enough, catch himself constantly asking himself,

has happened, and not that.

If

be called the law of causality, cannot be proved, but

we must

to

denies

it,

else,

why

the

law

repudiate

all

prediction based on past experience, as useless and misleading.

for

an instant that the same complete combination of causes

could have a definite number of different consequences, however small that number might

and that among these the occurrence

of the actual consequence was, in the old sense


no
observation
would
ever be of any particular value.
Scientific
word, accidental,
observations cannot be reconciled with polytheism. So long as the idea prevailed that the

be,

of the

depended on whether the power of Njord or that of Skade was the

result of

a journey

stronger,

or that victory or defeat in battle depended

on whether Jove had, or had not,

listened to Juno's complaints, so long were even scientists


obliged to consider

below their

it

dignity to consult observations.

But
holds good,

if

the law of causality

and compared with

We

is

acknowledged

to

others, teaches us the laws by

when

which always

correctly

appraised

which God rules the world.

can judge of the far-reaching consequences

which the law of causality was not valid at


which the effects of the law are more or less veiled.
ditions in

be an assumption

then every observation gives us a revelation which,

it

would have,

all,

by

if

there were con-

considering

tiie

cases

in

In inanimate nature the relation of cause and effect

so clear that the effects are

is

determined by observable causes belonging to the condition immediately preceding, so that


within this domain,

the problem,

observed results

may

be solved by a tabular arrangement of the several

means

It is the prerogative of living

we must

ences received, and

cell

When, however,

of interpolation.

beings to hide and covertly

history.

be the only indication present at the

may

a transmitter of the

still

domain look

therefore within this

whole of the past

difference

moment

causes and their

same simple,

effects,

as

in

transmit the influ-

to

the

influencing

causes

the construction of a

single

for

of the observation that the cell

is

which may date from thousands of years back.

operative cause,

In consequence of this the naturalist, the physiologist,


ceptionally attain the

beings are the object

living

becomes more complicated.

of our observations, the case immediately

throughout the

and the transformation of the

according to the causing circumstances,

tables into laws by

definite,

the physician,

can only

ex-

quite

and complete accordance between the observed

can be attained by the physicist and the astronomer within

their domains.

Within the living world, communities, particularly human ones, form a domain
where the conditions of the observations are even more complex and difficult.
Living
For though

beings hide, but the community deceives.

munity

cause and
tries to
oft'

as

change one

either to
effect,

give

its

yet

law

divine or

every
fixity,

by

are constantly broken

tittle of

any

it is

not in the power of the com-

community lays down


and to make it operate

its

own laws

also.

Every community

as a cause; for instance, by passing

and changed.
in the case of communities, represents observations, has

therefore a very difficult task; although the observations are so numerous,

historical

to

light the truths

An

Observation

is

are able from

believe in

we must

and true revelations; the

and propagate.
it

does not

amount

of sensation

an ob-

to

which are or
that

so

In order that

an

than

law

of

the

believe that, in all observations,

difficulty

understand the answer correctly.


hypothesis

re-

their effects.

other

assumption

and on the other hand by

with each other according to the law of causality,

virtue of the law of causality

or

by independently bringing to

a putting together of several results

some represent causes and others

essentially correct

to conceal,

isolated sensation teaches us nothing, for

are supposed to be connected

By

assist in the work,

which the communities want

moving the wrong opinions which these


servation.

we

answer only a very few questions in cases where the intellectual weapons of

and speculative criticism cannot

2.

it

but nevertheless the laws of the community

threats of punishment;

Statistical Science which,

them alone

bond between

really divine law, or to break the

is,

to ask searchingly

observation
causality,

may
it

be

we

enough and

free

from

must include a

get
to

every
perfect

description of

all

the circumstances in the world, at least at the instant preceding that at

which the phenomenon

is

But

observed.

it

clear that this far surpasses

is

Real observations have a

even in the most important cases.

a short statement of the time and place of observation,

we

much

simpler form.

refer to

what

with the observation we, generally, not only disregard everything which
little

which we
the

or no influence, but
call

By giving
known of the

may

be supposed to

we pay attention only to a small selection of circumstances,


we expect, in virtue of a special hypothesis concerning

essential, because

and

of cause

relation

is

and, of the infinite multiplicity of circumstances connected

state of things at the instant;

have

what can be done,

effect,

that

observed phenomenon

the

be

will

effect

of these

circumstances only.

Nay, we are often

to

compelled

disregard

certain

circumstances

as

unessential,

the phenomenon; and we do

this either
though there is no doubt as to their influencing
because we cannot get a sufficient amount of trustworthy information regarding them, or

because

would

it

be

instance in statistical

impracticable to

trace out

their

connection

with

the

For

eftect.

can

observations on mortality, where the age at the time of death

phenomenon, we generally mention the sex as an essential


circumstance, and often give a general statement as to residence in town or country, or as
to occupation. But there are other things as to which we do not get sufficient information:
as the observed

be regarded

he has been more or


even

And

whether

the dead person has lived in straitened or in comfortable circumstances,

whether

less

exposed to infectious disease, etc.

and we must put up with

this,

one or other of these things was the principal cause of death.


analogous cases are frequently met with both in scientific observations and in everyday

if it

is

certain

that

occurrences.

In order to obtain a perfect observation

it is

necessary, moreover, that our sensations

should give us accurate information regarding both the phenomenon and the attendant
circumstances; but all our senses may be said to give us merely approximate descriptions
of any

phenomenon

recognizes

accuracy

rather

than to

no difference which
is,

for the sake

moreover,

often

of convenience.

falls

greatly

measure
short

it

of a

increased

The man who has

accurately.
certain

by
to

the

Even the

finite

use

of

finest of our senses

magnitude.
arbitrary

This lack

round

of

numbers

measure a race-course, may take into

account the odd metres, but certainly not the millimetres, not to mention the microns.
Even our
3. Owing to all this, every actual observation is affected with errors.
best observations are based

upon hypothesis, and often even on an hypothesis that

is

cer-

influence
tainly wrong, namely, that only the circumstances which are regarded as essential,

the phenomenon; and a regard for practicability, expense, and convenience makes us give

approximate estimates instead of the sharpest possible determinations.

Now and

then the observations are affected also by ijross errors which,


1*

although

not introduced into them on purpose, are yet caused by such carelessness or neglect that

and ought

they could have been,

more

often call the

what the word


of

it,

name

have been, avoided.

to

or less unavoidable errors accidetdal.

meant, and what

originally

still

unknown

For accident

element, involved in

accidental, whether a die turns

connected with the throwing, the

man, not even the

chance)

is not,

often lingers in our ordinary acceptation

to

vents us from fully comprehending the connection between


is

(or

happen without any cause, but only a


some relation of cause and effect, which pre-

a capricious power which suffers events


for the

we

contradistinction to these

When we

them.

say that

it

up "six" or "three", we only mean that the circumstances


that no
fall, and the rolling of the die are so manifold

cleverest juggler

and arithmetician united in the same person, can suc-

ceed in controlling or calculating them.


In
really

observations

many

know more

we

We

or less.

many circumstances about which we

reject as unessential

may

be justified in this; but

such a circumstance

if

is

of

importance as a cause, and we arrange the observations with special regard to


we may sometimes observe that the errors of the observations show a regularity which

sufficient
it,

is

The same may be the case if, in computations dealing


we make a wrong supposition as to the operation of some

not found in "accidental" errors.

with the results of observations,

Such

circumstance.

errors are generally called systematic.

be found that every applied science, which

It will

4.

divided into two parts,


one.

(observational)

very

much on

their

theoretical

theoretical

part

of the science
its

and consequences of the hypotheses.

deals

with what we suppose to be accurate

is

the development of the form, connection,

reasonings

But

must change

it

its

hypotheses as soon as

it is

that they are at variance with experience and observation.

The empirical
them

may be

mathematical) part and an empirical

one to the other can be allowed.

determinations, and the object of

clelr

well developed,

Both are absolutely necessary, and the growth of a science depends


No lasting
influencing one another and advancing simultaneously.

divergence or subordination of

The

(speculative or

is

with

the

side of the science procures

theoretical

propositions,

necessary, the hypotheses of the theory.


vations.
that, as

But

it

must not

shown above,

forget

it is

itself

and

induction

By

though

is

and arranges the observations, compares


entitled by means of them to reject, if

it

it

may have

founded on hypotheses.

can deduce laws from the obsera natural inclination to do so

The very form

and especially the selection of the circumstances which are

to

of the observation,

be considered as essential

and taken into account in making the several observations, must not be determined by rule
of thumb, or arbitrarily, but must always be guided by theory.
Subject to this
science should work

it

must

as a rule be considered

somewhat independently

of one

best,

another,

that the two

each

in

its

sides

own

of the

particular

In what follows the empirical side will be treated exclusively, and

way.

on a general plan, investigating not the particular way in which

it

will be treated

statistical,

chemical, phy-

and astronomical observations are made, but the common

sical,

they are

rules according to

which

submitted to computation.

all

LAWS OF EEROES.

II.

observation is supposed to contain information, partly as to the


which
we are particularly interested, partly as to all the circumstances,
phenomenon
connected with it, which are regarded as essential. In comparing several observations, it
b.

Every

in

makes a very great


or

difference,

whether such essential circumstances have remained unchanged,

whether one or several of them have changed between one observation and another.
of the former case, that of repetitions, is far simpler than that of the latter,

The treatment
and
try

is

to

selves

therefore

more

particularly the subject of our investigations;

master also the more

general case in

difficult

its

nevertheless,

we must

simplest forms, which force them-

upon us in most of the empirical sciences.

By

we understand those

repetitions then

observations,

in

which

all

the essential

circumstances remain unchanged, in which therefore the results or phenomena should agree,
if all

the operative causes had been included

more, we can without


that no essential

been no such

among

our essential circumstances.

hesitation treat as repetitions those observations, in which

Further-

we assume

circumstance has changed, but do not know for certain that there has

change.

Strictly

speaking,

this

would furnish an example of observations

with systematic errors; but provided there has been no change in the care with which the
essential circumstances

have been determined or checked,

simpler treatment applicable to the case of repetitions.


missible,
in

if,

it

is

permissible to employ

for instance, the observer

the records of a

during the repetitions has perceived any uncertainty


and
therefore paid greater attention to the following
circumstance,
^

repetitions.
6.

The

special

features

of the observations,

accuracy, depend on causes which have been

some overlooked uncertainty


no speculation can indicate

left

and

in

particular

out as unessential

late

their degree of

circumstances,

or

on

Consequently
and particularities of observations.
These

case of repetitions can this estimate be undertaken

The phrase

'^

in the statement of the essential circumstances.


to us the accuracy

must be estimated by comparison of the observations with each


work.

the

This would not however be per-

of errors

is

directly

used as a general

name

other,

but only in the

and without some preliminary


for

any mathematical expres-

sion representing the distribution of the varying results of


repetitions.

Lmvs of actual errors are such as correspond to repetitions actually carried out.
But observations yet unmade may also be erroneous, and where we have to speak hypothetically about observations,

we

titions,

or

have

to

do with the prediction of results of future repe-

vent any misunderstanding

we then

call this idea "Zfrns

of repetitions

must

some variations

entail

The two

of presumptive errors".

kinds of laws of errors cannot generally be quite the same thing.

number

In order to pre-

are generally obliged to employ the idea of "laws of errors".

Every variation

in the corresponding

the

in

law of errors; and

we compare two laws of actual errors obtained from repetitions of the same kind in
equal number, we almost always observe great differences in every detail. In passing from

if

actual repetitions to future repetitions, such differences at least are to be expected.


over, whilst

any collection of observations,

on examination give us
can be used

its

law of actual

which can

errors,

it

ments of an angle, the

results of our first

while the following repetitions

still

measure-

If, for instance, in repeated

measurements

more frequently, and

second quadrant, and even commenced

series of repetitions that

not every

is

for predictions as to future observations.

More-

at all be regarded as repetitions, will

all fell

within the

first

quadrant,

at last exclusively, fell within the

to pass into the third, it

would evidently be wrong

to predict that the future repetitions would repeat the law of actual errors for the totality

of these observations.

In similar cases the observations must be rejected as bad

or

mis-

conceived, and no law of presumptive errors can be directly based upon them.
7.

Suppose, however, that on comparing repetitions of some observation we have

several times determined the law of actual errors in precisely the


first

small numbers of repetitions,

then larger and

still

larger

then, on comparing these laws of actual errors with one another,

come more

agreements extend successively to

bound

to

numbers of

alike in proportion as the


all

repetitions

same way, employing

numbers

each law.

for

we remark

grow

that they be-

greater,

by

we cannot have any hesitation


possible number of repetitions,

vary with the number of repetitions, then

dictions concerning future observations,

This, however,

is

made under

wholly legitimate only,

essentially the

when

it

is

If

and that the

those details of the law which are not

the law of actual errors, deduced from the largest

at

necessity
in using
for pre-

same circumstances.

to be expected that, if

we could

obtain repetitions in indefinitely increasing numbers, the law of errors would then approach

namely the laiv of presumptive errors itself, and would not oscillate
between several forms, or become altogether or partly indeterminate. (Note the analogy
with the difference between converging and oscillating infinite series).
We must therefore
single definite form,

distinguish between good and bad observations, and only the good ones, that
satisfy the

errors

and

is

those which

above mentioned condition, the Uno of large numbers, yield laws of presumptive
afford a basis for prediction.

As we cannot

repeat a thing indefinitely often,

we can never be

quite certain that

a given method of observation

may

be called good.

laws of actual errors,

on

shall always rely

of concordant repetitions, as suffi-

law of presumptive

ciently accurate approximations to the

we

Nevertheless,

deduced from very large numbers

errors.

And, moreover, the purely hypothetical assumption of the existence of a law of


behaviour of the laws of
presumptive errors may yield some special criteria for the right

number

actual errors, corresponding to the increasing

We

must here notice

and inapplicable, we

that,

to

it

change

why

by such a test proves bad

sometimes by a theoretical

shall nevertheless often be able,

of errors, to find out the reason

and

of prediction.

series of repetitions

the given method of observation

show that

so that the checks will at least

In the case mentioned in the preceding paragraph, for instance, the

time of observation
A4id
light

if

there to be reckoned

is

we do not

among

attain our object, but should fail in

errors,

After

what may be the cause of


error

is

failure,

and,

sceptic
in

is

The

obvious.

may

at

throwing

be said even at this

for

so,

will generally

time give up

catch

may

doing

phenomenon,

the

whole

himself speculating on

he must acknowledge that the

never to be looked for in the objective nature of the conditions, but in an insuffi-

cient development
large

his

remedy

various

we may

failures

repeated

matter in despair; but even the most thorough

good as

has been improved.

it

many attempts
it

of large numbers, as quite inapplicable to any given refractory

be out of the question.

as

means that may be employed,


that absolute abandonment of the law

we have been made acquainted with the

and the various forms taken by the laws of

not

is

the essential circumstances.

upon some phenomenon by means of good observations,

stage, before

criticism

peculiarities in the irregularities of the laws

and sometimes by watching the

of the method,

others,

when a

and establish the

of the repetitions,

conditions necessary to justify their use for purposes

the methods employed.

of

numbers has the character of a

belief.

harmony with human thought that we, sooner

From
There

this
is

in

point
all

of view

external

then

the

conditions

or later, by the use of due sagacity,

law

of

such a
parti-

cularly with regard to the essential subordinate circumstances of the case, will be able to
give the observations such a form that the laws of actual errors, with respect to repetitions
in increasing

numbers,

will

sidered valid as the law of


8.

show an approach towards a definite form, wliich may be conpresumptive errors and used for predictions.

Four different means of representing the law of errors must be described, and

their respective merits considered,

namely:

Tabular arrangements.
Curves of Errors,
Functional

Laws

of Errors,

Symmetric Functions of the Repetitions.


In

comparing these means

of representing the laws of errors,

we must

take into

consideration which of them

is

the easiest to employ, and neither this nor the


description

forms of the laws of errors demands any higher qualification than an elementary
knowledge of mathematics. But we must take into account also, how far the diflerent forms

of the

are calculated to emphasise the important features of the laws of errors,

may

e.

i.

those which

be transferred from the laws of actual errors to the laws of presumptive errors.

more thorough knowledge of mathematics would be

this single point, certainly, a

than that which

may be

expected from the majority of those students

As the

occupy themselves with observations.


the

presupposes

determination

some propositions from the

III.

in its simplest form.

values

of limiting

to

who

are obliged

to

of the law of presumptive errors

numerous approximations,

infinitely

differential calculus would, strictly speaking, be


necessary.

TABULAR ARRANGEMENTS.

In stating the results of

9.

definition

On

desirable

Identical

results

the several repetitions

all

will of course

we

give the lajv of errors

be noted by stating the

number

of

the observations which give them.

The

table of errors,

when arranged,

will state all the various

results

and the

fre-

quency of each of them.

The

table of errors is certainly

quencies of the several results, that


total

number

of repetitions.

law of large numbers,

are,

It

as

is,

improved,

must be the

number

the

relative

denote this transition in our ideas: probability

sumptive

errors,

proportion of the

on the supposition of
sidering

infinitely

number

numerous

the relative frequency

in it the relative fre-

frequencies which,

of observations

constant values of the law of presumptive errors.

the

when we include

the ratio which each absolute frequency bears to the

is

Long

is

approach the

in

a law of pre-

results to the total

number,

There can be no objection to conas

errors

corresponding probability of the law of presumptive errors,

an approximation to the

and the doubt whether the

relative frequency itself is the best approximation that can be got from the results

given repetitions,
It

mentioned

is

rather of theoretical than practical interest.

makes some

if

the

difference

phenomenon

in
is

several

the

usage gives us a special word to

of coincident

of the law of actual

to

increased,

the relative frequency

repetitions.

according to

other respects

Compare

of the

73.

as well as in the one just

such that the results of the repetitions show qualitative

differences or only differences of magnitude.

10.

In the former case, in which no transition occurs, but where there are such

abrupt differences that none of the results are more closely connected with one another than

with the

rest,

the tabular form will be the only possible one, in which the law of errors can

9
be given.

This case frequently occurs in statistics and in games of chance,

reason the theory of probabilities, which

is

of observation.

am

it,

and made

of opinion, however,

for this

the form of the theory of observations in which

these cases are particularly taken into consideration,


vious authors have begun with

and

it

demands

All

special attention.

pre-

the basis of the other parts of the science

that

it

is

both safer and easier to keep

it

to

the last.
11.

that there

is

If,

however,

there

is

each other than

all

that are near one another.

have the following form

is

retained,

foot too high

care to

table of the results of firing

at

bring
a

together the results

target

may

for

instance

the left

Central

13

Central
foot too

we must take

1 foot to

between them, or that some results are nearer

the rest, there will be ample opportunity to apply mathematical methods;

and when the tabular form

such a diiference between the results of repetitions,

either a continuous transition

low
Total ...

4
20

134

26

180

10

On

the other hand,

values,

we

select

values,

we

shall

a table arranged

according to the magnitude of the


and
followed
a single middle value, preceded
by nearly equal numbers of
well
fitted
a
which
is
to
quantity
very
represent the whole series of
get
in

if,

repetitions.
If,

we

also

we

while

are thus counting the results arranged according to their magnitude,

take note of those two values with which

part of the total

say 16 per

ct.),

deviations.

If

number, and

we may
we

we

respectively (a) leave the first sixth

is

to

consider these two as indicating the limits between great and small

two values along with the middle one above referred

state these

give a serviceable expression for the law of errors, in a

although rough,

we ought

upon the last sixth part (more exactly

(b) enter

Why

not to be despised.

we ought

way which

to,

we

very convenient, and

is

to select just the middle value

and

the two sixth-part values for this purpose, will appear from the following chapters.

CURVES OF ERRORS.

IV.
12.

Curves of actual errors of repeated observations, each of which we must be

able to express by one real number, are generally


line as the axis of abscissae,

quantities,

we mark

ofl'

constructed as follows.

points corresponding

to

straight

the observed numerical

and at each of these points we draw an ordinate, proportional to the number

We

of the repetitions which gave the result indicated by the abscissa.

hand draw the curve


and regular as

of errors

possible.

the ordinate will be

through the ends of the ordinates, making

0,

but do not really appear,

it

free

smooth

as

the form of the curves of errors

If the observation

is

essentially

among

the repetitions,

on the axis of abscissae.

or the point of the curve falls

case occurs very frequently,

almost discontinuous.

with

then

For quantities and their corresponding abscissae which, from the

nature of the case, might have appeared,

this

On

bound

Where

becomes very tortuous,

to discontinuous

numbers,

for

instance to integers, this cannot be helped.


13.

If the

observation

evitable loss of accuracy,

made

limit for each observation, a


to

in

is

either of necessity or arbitrarily, in spite of

round numbers, so that

somewhat

it

different construction

gives a lower
of the

some in-

and a higher

curve of errors ought

be applied, viz. such a one, that the area included between the curve of error, the axis

of abscissae, and the ordinates of the limits,

But

within these limits.


degree of accuracy

in this

involved

in

way
the

free sides

proportional to the frequency of repetitions

use of round

can be made by laying down rectangles


trapezoids with their

is

the curve of errors

between

may depend

numbers.

This

very

construction

the bounding ordinates,

approximately parallel

to the

much on

or

the

of areas

still

better,

tangents of the curve.

If the

11

limiting round numbers are equidistant,

the

mean

heights of the trapezoids or rectangles


In this case a preliminary

are directly proportional to the frequencies of repetition.

struction of curve-points can be


It

a very

is

common

made

as in 12,

custom,

and may often be used as

con-

sufficient.

but one not to be recommended, to draw a broken

between the observed points instead of a curve.

line

There can be no doubt that the curve of

14.
errors, has the

cases

this

critical drawbacic,

form

errors, as a

for

and were not the said uncertainty

advantage of perspicuity,

would perhaps be

sufficient.

Moreover,

it

the law of
so

in

is

in

many

practice

quite possible, and not very difficult, to pass from the curve of actual errors to one which

may

hold good for presumptive errors

though, certainly, this transition cannot be founded

upon any positive theory, but depends on

siiill,

which may be acquired by working at good

examples, but must be practised judiciously.

According

law of large numbers we must expect that, when we draw curves

to the

of actual errors according to relative frequency,

for

numerous

series of repetitions,

first

based upon small numbers, afterwards redrawn every time as we get more and more repetitions,

the

curves,

furnished with

which

at

peaks and

first

valleys,

constantly
will

simpler and more smooth, so that at

we cannot

of observations,
other.

We may

changed their forms and were plentifully

gradually

last,

become more

when we have

each

a very large but

distinguish the successive figures

other,

as also

finite

number

we have drawn from one an-

thus directly construct curves of errors, which

of curves of presumptive errors,

like

may

be approved as pictures

but in order to do so millions of repetitions, rather than

thousands, are certainly required.


If

from curves of actual errors

to the curve of

presumptive

partly by an estimate of
for

errors,

how

for

we must

small numbers

are to

draw conclusions

great irregularities

we may expect
for the

in a curve of actual errors

form

of regular

curves

we must suppose that the curves of presumptive errors will be very


we must get some practice, but this is easy and interesting.

as

as

guess, but at the same time support our guess,

the.given number, partly by developing our feeling

that sort,

we

of

regular.

In both respects

Without
actual errors,

we

large deviations

feeling tied

that

in question,

cause

to the particular

points that

why

greater

determined the curve of

approach them, and especially not allow many

on the same side to come together.

deviations (the reason

those

down

shall nevertheless try to

We

can generally regard

large

mentioned in the chapter on the Theory of Probabilities)


as compared with the absolute frequency of the result

will be
errors,

than the square root of that number (more exactly ]//t

frequency of the result,

as

n the number

of all repetitions).

times as great as this ought not always to be avoided,

^~
,

where

But even deviations two


and

Ave

may

be satisfied,

one third of the deviations of the determining points must be called large.

We

/;

is

the

or three
if

may

only
use

12
the word 'adjustment" (graphical) to express the operation by which a curve of presumptive
errors

determined.

is

The adjustment

(Comp. 64).

have approached too near to some imaginary


curve of actual errors, then the curve

Our second

is

ideal,

is

but

an over- adjustment,

called

we have kept

if

too

the

to

close

said to be tinder-adjusted.

guide, the regularity of the curve of errors, is as an aesthetical notion

somewhat vague kind. The continuity of the curve is an essential condition, but
not sufficient. The regularity here is of a somewhat diflerent kind from that seen

of a
is

we

if

the

of simple,

examples

The curves

acquainted.

circumstances

essential

indefinitely large.

it

in

continuous curves with which students more especially become

we would never

of errors get a peculiar stamp, because

of the

observation

so

absurdly

Nor would we without necessity

retain

form

select the

deviations could become

the

that

of

which

observation

might bring about discontinuity. It follows that to the abscissae which indicate very large
The curve of errors must have
deviations, must correspond rapidly decreasing ordinates.
the axis of abscissae as an asymptote, both to the right and the

All frequency being

left.

positive, where the curve of errors deviates from the axis of abscissae,

keep on the positive side of the


of a bow,

It

latter.

with the axis of abscissae

for

must
the

string.

the

must exclusively

or less get the appearance

In order to train

we recommend

apprehension of this sort of regularity,

more

therefore

it

the

&

of figs. 2

study

for

eye
3,

the

which

represent curves of errors of typical forms, exponential and binomial (comp. the next chapter,
are drawn from
p. 16, seqq.), and a comparison of them with figures which, like Nr. 1,
actual observations without any adjustment.

The

best

way

to acquire practice in

that no student ought to neglect

the law of presumptive

errors

it,

may

may
be

drawing curves of

errors,

be to select a series

considered

as

which

so important

is

for

which

before

us in

of observations,

known, and which

is

tabular form.

We
tions;

commence by drawing

curves of actual errors for the whole series of observa-

then for tolerably large groups of the same, and lastly

random and each containing only a few


besides

the

curve of actual errors,

scale, so that the abscissae are

observations.

On

for

each

small groups

another one of the presumptive errors,

common, and

taken at

drawing we draw

also,

on the same

the ordinates indicate relative frequencies in

proportion to the same unit of length for the total number.

The proportions ought

to be

chosen so that the whole part of the axis of abscissae which deviates sensibly from the
curve, is between 2 and 5 times as long as the largest ordinate of the purve.

Prepared by the study of the differences between the curves, we


to the construction of curves of presumptive errors immediately

of the curve

which correspond

to the observed frequencies.

not consider ourselves obliged to

In

pass

on at

last

from the scattered points


this construction

we must

reproduce the curve of presumptive errors which we may

13

know beforehand; our


of a curve

which

is

way

is

to represent the observations as nearly as possible by

means

as smooth and regular as that curve.

The following
this

task

table of

as an exercise.

500

results, got

by a game of patience,

may

be treated in

14

The equation

next chapter).

of the curve is:

= 2-0228 + 0-0030(a' 11) 0-6885( ll)2+0-01515(j; 11)3 0-001678(^ 11)


Log2/
15.

By

the study of

many

curves of presumptive errors, and especially such as

represent ideal functional laws of errors,


exists a typical

form of curves of

with this form

Familiarity

But we must not expect


it

deviates

which

is

to get the impression

particularly

to get it realised in all cases.

considerably

distinguished by symmetry.

For this reason

it

may become

we

so glaring that

are forced by

scarcely be any doubt that


is

we have not a

to say, different

this conclusion.

If,

not
for

the

extremes,

so

that

the

curve of

series of repetitions

proper,

but a combination

methods of observation have been used and the

results

In such cases we cannot expect that the law of large numbers will

mixed up together.
force,

observations are

the

to

two or several smaller curves of errors beside one another, there can

errors is divided into

that

it

abscissae there are intervals which

are as free from finite ordinates as the space beyond

remain in

have considered

errors,

instance, between the extreme values of repetitions

of several;

errors.

curves, an example taken from real observa-

Deviation from the typical form does not indicate that


good.

of presumptive

errors.

presumptive

But

there

that

which in consequence of its marked want of symmetry


from the typical form.
Fig. 4 shows this last mentioned law of

skew curve of

of a

errors,

fail

useful for the construction of curves

is

to give, alongside of the typical

important

tions

we cannot

and we had

them by tracing out the

we cannot

retain

which distinguish the groups of the

series,

better, therefore, reject

essential circumstances

such observations,

if

but have been overlooked.


16.

When

a curve of presumptive errors

of the ordinate for any given abscissa; so far then

means of the curve of


ness.

is

drawn, we can measure the magnitude

we know

the law of errors perfectly, by

but certainly in the tabular form only, with

errors,

Whether we can advance

further depends on, whether

we

all its

copious-

succeed in interpolating in

the table so found, and particularly on, whether we can, either from the table or direct from
the curve of errors, by measurement obtain a comparatively small

which

By
or by

we

number

of constants, by

to determine the special peculiarities of the curve.

interpolating, by

means

of Newton's formula, the logarithms of the frequencies,

drawing the curves of errors with

the logarithms

of the frequencies

as

ordinates,

succeed, as above mentioned, in giving the curve the form of a parabola of low

often

(and always even) degree.


Still easier is it to

make use

of the circumstance that fairly typical curves of errors

show a single maximum ordinate, and an


curve for a short

maximum

distance

is

inflexion

almost rectilinear.

point and of the points of inflexion,

we

on each side of

By measuring

it,

near

which the

the co-ordinates

of the

shall get data sufficient to enable us to

15

draw a curve of

errors which, as a rule, will deviate very little

from the original.

With

however, holds good only of the curves of presumptive errors.

cannot operate in this way, and the transition from the latter

meantime

to

depend on the

Laws

eye's sense of beauty.

of errors

be represented

may

is

expressing the

This method only

results.

such a way that the frequency of

in

stated as a mathematical function of the number, or numbers,

the results of repetitions

from that of curves of errors

differs

circumstance that the curve which represents the errors has been replaced by
tical

formula; the relationship

methods, to maintain a

is

so close that

is

it

difficult,

principal instrument.

ideally

errors

of

make computations with

of these two

of errors

the

is

mathematical speculation; we start from the properties

Its source is

the typical functional law

the

in

mathema-

between them.

strict distinction

which are considered essential in

its

when we speak

In former works on the theory of observations the functional law

to

we

the actual ones

former seems in the

tlie

FUNCTIONAL LAWS OF ERROES.

V.
17.

to

All this,

From

good observations.

deduced; and then

is

observations in

order

to

it

these the

remains

to

formula for

determine

how

obtain the most favourable or most

probable results.

Such investigations have been carried through with a high degree of refinement;
but

it

must be regretted that

The study

way the real state of things is constantly disregarded.


errors and the functional forms of laws of actual errors

in this

of the curves of actual

have consequently been too much neglected.

The representation

of functional laws of errors, whether laws of actual errors or laws

must

of presumptive errors founded on these,


of repetitions,

study the cases in which the arguments

constant

differences,

argument,
counter

is

is

and

the

considered as the functional

that

we cannot

for infinite

one

is

e.

this table.

the results

function,

law of

of the

which

errors.

We may

repetitions)

the

gives

Here the only

directly employ the usual Newtonian


is

here be content to

proceed by

frequency
difficulty

arguments must be
to interpolate,

rate, increase

0.

We

much

faster

the

we en-

an integral algebraic one, and gives infinite values

must

not the frequency


for

of

formula of interpolation,

arguments, whether positive or negative, whereas here the frequency

out to be inapplicable;

any

(i.

interpolated

as this supposes that the function

infinite

necessarily begin with a table of the results

and be founded on interpolation of

therefore

employ some

but

its reciprocal,

itself, y,

will often

become

infinite for finite

artifice,

of these

and an obvious

This, however, turns

arguments, and

than any integral function of low degree.

will,

at

16

we have

But, as
it

of the frequency,

to the logarithm

when we apply

already said, the interpolation generally succeeds,

Log y

assuming that
-\-

^ cx^

hx

-\-

gx"",

-\-

where the function on the right side begins with the lowest powers of the argument x,
and ends with an even power whose coefficient </ must be negative. Without this latter
condition the computed frequency,

would again become

0,

and

its

infinitely great for

logarithm

oo

like

these frequencies of the interpolation,

few of which

,?;

That the observed frequency is often


does no harm.
Of course we must leave out

-j- co

them by very small

or replace

may become necessary

select

to

As a

finite

rule

frequencies,

possible

to

succeed by this means. In order to represent a given law of actual errors in this way,

we

it

arbitrarily.

must, according to the rule of interpolation, determine the coefficients

number must be

we have

g,

whose

at least as large as that of the various results of repetitions with

which

deal.

to

Here

also

This determination, of course,

is

we may suppose that the law

of presumptive errors

of the actual errors.

pressed by a small

18.
of

And though

number

it

log y

can be ex-

this

supposition,

of x,

must, at any rate, be tried before any other.

these, the simplest case,

Among

simpler than that

is

course, does not imply that

of

this,

a, b, c,

a troublesome business.

of terms containing the lowest powers

so obvious that

is

nevertheless,

is

it

of the second degree

Log

2/

namely that in which Log y

a-\-bx

gives us the typical form for the functional

a function

is

cx^,

law of

errors,

and

for the curve of errors,

or

with other constants

he-^\)

/dO-""n-^)

=--

(2)

where
^

The function has


as unit

the

for

^+T + n2 + rf:3 + --- =

therefore no other constants than those which

frequencies

/(,

and as zero

and unit n

corresponding typical curve of errors has therefore in

The

2-71828.

all

functional form of the typical law of errors

for

the

be interpreted

may

observed

values;

the

essentials a fixed form.

has applications

in

mathematics

which are almost as important as those of the exponential, logarithmic, and trigonometrical
functions.

In the theory of observations

its

importance

been over-estimated by some writers, and though

is

many good

so

great

that,

it

has

observations show presumptive

as well as actual laws of errors that are not typical, yet every student

perfectly familiar with its properties.

though

must make himself

17

Expanding the index we get

so that the general function resolves itself into a product of three factors, the first of
is

which

constant, the second an ordinary exponential function, while the third remains a typical

functional law of errors.

recommended.

Long usage reduces

this

form to

but this

"';

In the majority of its purely mathematical applications

unless (as in the whole theory of observations) the factor

form cannot be

e-''

is

preferable,

in the index is to be preferred

on account of the resulting simplification of most of the derived formulae.

The

differential

D^e^lU)

e~^\n) with regard

coefficients of

-(,j;^

to

are

3n''a;)e~TW
(4)

D^e"

2^1

X>8g-

The law
numbers)

is

(^)

2x^-\-3- bn*x) e~~iu}


3x*

coefficients

+3

5w*

Sa;^

(products of odd

of D'e

2\n)

2Vn/ and

3 5n^) e'^i^)'

numbers

and

binomial

can be got from a comparison

of the two identical series for equation

m)''

(3),

one being the Taylor

the two exponential series with

m^ and

as

can also be induced from the differential equation

n^iy+i^
Inversely,

we obtain
xip
x'-ip

x^f

x\
x^<p

a;Y
(p

the numerical

oti^

n- 12 (a^e -^ bn^

the other the product of e

arguments.

The general expression

obvious.

It

(x'^

numerical

of the

of the coefficients to
series,

= w- "

a;

for the

n^Df

='

/)+'

+ +
(

1)

D^<p

0.

products of the typical law of errors by powers of x

= n^D^f
= n^D^f 3n*D(p
= n^D*(p + Gw^-DY + 3wV
= m1Z)55p 10wZ)Y 15w*-^f
= n'^DY + \bn^''D*<p + '^bn^D'^f + 15nV
= 2Vn/

coefficients

-\-

n^tp

being the same as above

of these

(5)

strated by the identical equation n-^x''+^<p

By means

formulse

every

(4).

This proposition can be demon-

= D{xTip)-{-rx''-^f.

product of any integral rational function by


3

18
exponential functions and functional typical laws of errors can be reduced to the form

K<p
c^f-

^-^Df

where
<p

and thus they can

+ 11 i>V - ^ ^V +

easily be differentiated

IX
my
e~'i\n'l

(6)

and integrated.

Every quadrature of this form

can be reduced to
f\ (x) e

where fi(x) and


can be

solved

f.j{x)

vir)

-|-

f^ (x) J er iV^rrj dx,

are integral rational functions;

numerically by aid

functional law of errors,

jy

e"^'\

of the

thus a very large class of problems

following table

of the

together with the table of

its

typical

or

exponential

integral \rjdz.

19

Here

jy,

dH

'^\,

-r^

each of them, the same for positive and negative values

are,

of z\ the other columns of the table change signs with z.

The

means

interpolations are easily worked out by

of Taylor's theorem

= ^ + S-C + J3-C' + 5S-C- + Ag-C- + ...

..=,

(7)

and

The

shows that the frequency is


>, for which

typical form for the functional law of errors (2)

and that

always positive,
the frequency has

its

it

arranges

maximum

value

ij

itself

symmetrically about the value x

x^m^n the frequency

For

h.

curve of errors are the

is

z/

=A

The corresponding points


points
between the curve of errors and the axis of abscissae, reckoned from the middle to
in

the

will be

nh 0"85562

2-50663, only nh 0-39769

nh

and as the whole area

given in 11, as to the limit

creases

e~~i'^
is

toward

= 0,

if

only

falls

from

ct.)

all

which

is

a;

the other

of the inflexions,

either

between the great and small

In

z>b.

almost

all

the foundation

= m 4^
is

w,

nh l/2;r

consequently
of the

rule,

errors.

of the

applications

practical

theory of observations

Theoretically this superior assymptotical character of the function

expressed in the important theorem that, for

but also

one asymptote to

outside

The area

of inflexion.

shows how rapidly the function of the typical law of errors de-

table

zero.

it

(more exactly 16 per

not quite that sixth part

The above

of

0-60653.

2;

^j^ oo

not only e"i'^

itself

is

differential coefficients; -and that, furthermore, all products of this function

its

by every algebraic integral function and by every exponential function, and

the differential

all

quotients of these products, are equal to zero.

In consequence of this theorem, the integral \e


as

the

sum

of equidistant values

without any correction.

This

of e

If the
1

sum

into

for very large intervals the error

of one unit the

numbers taken out

curve of errors

is

1.

V2n can

be

computed

by the interval of the arguments


is

not

quite correct,

the

an integral being only semiconvergent in

can be easily stated, but as

of our table are not sufficient to

show

far

as

intervals

this error.

to give relative frequency directly, the total area

nhV27r; h consequently ought to be put

Problem

dz

simple method of computation

underlying series for conversion of a


this case;

2'' multiplied

2'^

must be

"^^

Prove that every product of typical laws of errors in the functional

1 /x m\2
he''~2\'~ir) ,with

form

How

do the constants

h,

same independent variable x, is itself a


m, and n change in such a multiplication?
the

typical law of errors.

20
Problem
the

mean

2,

How

small

are

Problem

3.

To

errors exceeding 2, 3, or

4 times

find the values of the definite integrals


Sr

Answer: sn+i

\x''e

2\

dx.

J 00

and

$2,

(2

1) 9r"+'\/27c.

Nearly related to the typical or exponential law of errors in functional form

are the binomial functions,

power

of

on the supposition of the typical law of errors?

error,

19.

the frequencies

which are known from the

of a binomial, regarded as a function of the

coefficients of the terms of the

number x

of the term.

"

21

any integral values of

w, r,

and

Mi)fin-t{r)

which means

we

consider

when

that,

the trinomial

+ b)-\- c)"

to be ((a

it

{a

(11)

Mr)-fin-r(t),

+ c)"

is

developed,

it

is

whether

indifferent

+ (6 + c))".

or (a

For fractional values of the argument

binomial function

x, the

j3{x)

can be taken

in an infinity of different ways, for instance by


.

sin;:a;

This formula results from a direct application of Lagrange's method of interpolation, and

more general formula

leads by (10) to the

^,,_
~

l'2., .n

'^"'^^

sin^ra;

.^,
^

~^tor'

(l-x){2-x)...{n^x)

'

This species of binomial function may be considered the simplest possible, and has

some importance

pure mathematics; but as an expression of frequencies of observed

in

values, or as a law of errors,

it

inadmissible because,

is

for

>n

or

it

negative,

gives

negative values alternating with positive values periodically.

is

may

however,

This,

when X

integral,

^o(^)

As

be remedied.

we can put

/9o {x)

and

has no other values than

1,

for instance

sin Tzx \^
'

TIX

by (10) then
sin^

nx

(13)

l)^

^.(^)

form

is

are ==
tial

[^.

(x\f

+
'

(x 2)V

?r^

Here the values of the binomial function are constantly positive or 0.


cumbersome and although for x
co the function and its principal

0, this

property

is

lost here,

when we multiply by

But

this

coefficients

integral algebraic or by exponen-

functions.

These unfavourable circumstances detract greatly from the merits of the binomial
functions as expressions for continuous laws of errors.

When, on

the contrary, the observations correspond only to integral values of the

argument, the original binomial functions are most valuable means for treating them.
Pn(x)

= 0,

if j;

>w

or negative, is then of great importance.

But

this case

must be

That

referred

to special investigations.

20.

To represent non-typical laws

of errors

the .choice between at least three different plans:

in

functional form

we have now

22
the formula (1) or

1)

(,a+IJX+yXi+...-XX^''

the products of integral algebraic functions by a typical function or (6)

2)

l/I m\'

I-

y
3)

sum

of several typical functions

y
This account of the more prominent

among

the functional forms,

disposal for the representation of laws of errors,

we can even

instruments, by means of which

adapted

for the representation of

laws

required in theoretical speculations

of

prove that

may

in

As

to the

errors.

We

If

is

our

certainly possess good

do not want

upon laws of errors; nor

at

find

general

series

forms for the series,

the exact representation of

anything,

we have

too

many forms

their value correctly.

important transition from laws of actual errors to those of presumptive


form of the law leaves us quite uncertain.

errors, the functional

series is too irregular,

We

which we have

we

more than one form

the actual frequencies more than reasonably difficult.

and too few means of estimating

(14)

l^lh^e-^ri^l

and cannot in the

The convergency

of the

least be foreseen.

ask in vain for a fixed rule, by which

we can

select the

most important and

trustworthy forms with limited numbers of constants, to be used in predictions. And even
if we should have decided to use only the typical form by the laws of presumptive errors,

method by which we can compute its constants. The answer, that the
"adjustment" of the law of errors must be made by the "method of least squares", may
not be given till we have attained a satisfactory proof of that method; and the attempts

we

still

lack a

that have been


I

think,

all

made

to

deduce

it

by speculations on the functional laws of errors must,

be regarded as failures.

VI.

LAWS OF ERRORS

EXPEESSED BY SYMMETRICAL FUNCTIONS.


21.

curve of errors

All

in a functional

constants

or, generally,

of the several results

of a law of numerical

of the repetitions,

i.

e.

errors,

errors,

functions

every general

property of a

must be symmetrical functions

which are not altered by inter-

all the values found by the repetitions


no
the same essential circumstances,
interchanging whatever can have any

changing two or more of the


correspond to

law of

influence on the law of errors.

results.

For,

as

of the
Conversely, any symmetrical function of the values

23

And we must

observations will represent some property or other of the law of errors.


able

to

whole law of errors

the

express

itself

by

every

such collection

of

be

symmetrical

functions, by which every property of the law of errors can be expressed as unambiguously
as by the very values found by the repetitions.

We

have such a collection in the coefficients of that equation of the " degree,

whose roots are the n observed


equation,

For

values.

we know these

if

we get an unambiguous determination

titions, i.e. the

law of

of

But other collections

errors.

coefficients,

them has each of the degrees

1,

. .

same requirements; the


integral, and that one

also fulfil the

and

essential thing is that the n symmetrical functions are rational

of

and solve the

the values resulting from the repe-

all

and that none of them can be deduced

from

the others.

The

With

collection of this sort

that

is

Oj,

0.^,

easiest to

is

compute,

sums of

the

the powers.

the observed values

O3, ... o

we have

So
s>

+ ..^Yol =n

o'^,+ol

o^-\-o,^..^o

<-\-o\+

s,

0";

+ 0^ +

<>

-^

(15)

oi;

and the fractions

may

also be

only important to reduce the


value oi 0^

,o; for

if

employed as an expression

observations to

the diiferences between

suitable

the

for

the law

of errors;

it

is

which must be an average

zero

observations

are

small,

as

compared

with their differences from the average, then

may become

practically identical,

and therefore unable

to express

more than one property

of the law of errors.

From

a well
1

known theorem

+ UiW +

ai(u'^

which are identical with regard


Sr

of the theory of symmetrical functions, the equations

=
^

(1

Oi<y) (1

whose roots are the n observations; and

(1

OnW)

^'^

g^lOg(l O^W)

to every value of

can be computed without ambiguity,

<^i<")

if

10,

we know
vice

versa,

we
the

by

learn that the


coefficients

sum

Ur

differentiating

of the powers

of the

the

/-^^"

last

equation,

equation

f^,

^1

24
with regard to m, and equating the coefficients we get

tti

2a2

S]

a^s^

-\-

s..

(16)

na

-[-

a_i s,

-^"-t

'<'>

from which the coefficients are unambiguously and very easily computed, when the

are directly calculated.


22.

able collection

But from the sums of powers we can easily compute also another serviceof symmetrical functions, which for brevity we shall call the half-invariants.
these can be defined as

Starting from the suras of powers Sr,

^Uj, yug, //a,

by the

equation
M,
+
^^

f-l _2 _1_ f-i -.3

s,e\^

^0

so^f

power of

T,

we

7'

-t-

the

get each

first

S3

term of (17) as

Taking the logarithms of

e'''^

e''^^

Shrt and

expressed as a function of

So(A:i

i-

12
|2

13
13

(17)

r.

+ t^' + t^' + --

'

^'

II
jl

which we suppose identical with regard to


As Sr == IV, this can be written

By developing

+ ...6'"'^

(18)

equating the coefficients of each


...fir-

//j

(19)

+%!/'.+/'?)

(17)

we get

... =
f.+|.'+|^ +

i.g(.

s,

i^jr

So

So r*

+ i^V+i;i + ->
,

(20)

and hence
s.

(s,s

s^):sj

(S3sj-3s,s..9
(s, sj

The general law


through the equations

- 4s,

of the

s, sj

relation

(21)

2s;):.9j
3s', si

+ Us,

between the

fi

s] s

and

- 6s;)
s is

sj

more

easily

understood

25

S4

where the numerical

(22)

/^l

+ %2

'^2

+ 3/^3

+/.4

''l

coefficients, are those of the binomial theorem.

be demonstrated by differentiation of (17) with regard to

s,+fr

|r^+|r3+...

being satisfied for

all

''O

+ |r'^ +

+
(/.,+|^-r+|r^

equations

can

the resulting equation

r,

...)(.s-+^r

...)(23)

values of r by (22).

These half-invariants possess several remarkable properties.

SqC

affects only
^ij

==e

li

}?.

consequently any transformation


0, ...o,

Tliese

in

the

From

(18)

we

get

+...-{- e

(24)

0'
-|- c,
any change of the
same manner, but leaves fi^, /ig,

zero of all observations


... unaltered;

fi,,

any

change of the unit of all observations can be compensated by the reciprocal change of the
unit of

r,

and becomes therefore

Not only the

indifferent to /igr", /jIsT^,

^n
"0

'0

but also the half-invariants


of remaining

We

ratios

'"n

have the property which

is

so important

in

a law

of errors,

unchanged when the whole series of repetitions is repeated unchanged.


have seen that the typical character of a law of errors reveals itself in the

elegant functional form

Now we

shall see that it is fully as easy to recognize the typical laws of errors

of their half-invariants.

^2

n'^.

Here the criterion

is

that

/^,.

=0

This remarkable proposition has originally led

me

to every other system of symmetrical functions; it is easily


if

m for the
We begin by

we take

while

/x^

=m

and

to prefer the half-invariants

demonstrated by means of

(5),

zero of the observations.

forming the sums of powers

quency of an observed x

we

r>3,

if

by means

is

proportional to

(p

(x)

.Sr

of that

e~TV^^/

law of errors where the


;

as this

law

is

get
(+<

iX^(p{x)dx.

fre-

continuous

26
For every

"

(.+

\D'"(p(x)-dx
J

Z>'-V(cc)

(5)

=
=

(22)

Now

3, 18).

we remark

that S2r

that s^r+i

s^

(compare problem

Z)'-i^(

c)

0,

00

consequently we learn from

we use

we have

differential coefficient D"'(p(x)

0,

but

l-3-n*Sg
1

3 -5

W^Sn

the half-invariants can be found by (22) or by (17).

1) 82,-2;
(2r

w''^

= f^iSo
=

Si

fi^So fiiSi
2^2S, =//,,s,^+ /ijSo
S3
%2S2 = /^l3 + S/igS, + /i,Su
4

= /i,s, + 6/i3S2 + 4//4S1 +


Sj
4^^283
5//2S4 =
+ 10/Za3 + lO/iiSa + 5/i5Si +/iSo
Sg
= 0.
^n^ and
the solution
==^3 =^^ =
Sj

/is.s

/^i>^5

we

see that

By

is

(17)

we

fi^

^ij

=0
=0
=0
=
==

get

Equating the
if

If

then writing for (22)

coefficients of

z''

we

get here also

/ij

== w,
ii^^=

n'^,

//,

> 3.

If

we wish

to demonstrate this important proposition without

change of the

zero,

is somewhat diffi(3) whose general demonstration


we can commence by the lemma that, for each integral and positive value of r, and
for r ^^ 0, we have for the typical law of errors

and without the use of the equations


cult,

also

Sr-,-1

The function
if

(p(x)

==

n'^

we now between these

xr er 'iK"^)

ax

get

is

WAV

+ rw^

Sr_i.

equal to zero both for

x =<x. and

limits integrate its differential equation

ijH^
we

{rn^af-'{x
\
^

in)x'')e-^hr),
/

= Sr+i + msr + r n^ Sri_,

for

00;

27
where
x''e

If

we now from

21

dx.

00

(22) subtract, term by term, the equations


"1

28

we

get,
-S'

and as

/ii

=^ -^

/,)'

The computation
(21),

because s^

the

in

of

and of

As

/i,

y^^^j

/'2-

T^

will

*//!

often be easier than

must frequently be computed with more

latter

is

according

by the equation
figures.

There

often to be preferred to either of these methods of

have no influence at

to (24),

as zero a convenient, round number,

c,

very near

^/,,

all

on

is

com-

same increase of every

a change in the zero of the ohservationts involves the


it will,

[i^,

by this formula

//.,

however a middle course, which


putation.

2s,

^._,.

We

and by reference

select therefore

to

this

zero

the

observed values are transformed to

0\

When

s\

we have

and
u,

s\

'J,

sums

indicate the

Oj

0,

still

... 0

OnC.
and

//',

=//i

c,

then

and

'^

2'(o
have

f,

of the transformed observations,

'^

We

to

nJ
(26)
c)'^

(l^-cY-

mention a theorem concerning the mean deviation, which, though

not useful for computation,

is

useful for the comprehension and further development of the

The square of the mean deviation ^2 i^ equal to the sum of squares of the difference
between each observed value and each of the others, divided by twice the square of the

idea:

number. The said squares are:

''
,

(0,

Ol)^
OJS

(0,

o)2,

(Ol

(O.^

0,)-,

(O5;

0.^2^

Oi)2,
02)^
(0

(02

o)2,

(o

developing each of these by the formula

column

separately,

we

find the

sums

(0,,,

(0

On)''

o)^ = Om 2omOB +

and

first

adding each

29

2s, +
2s,o, +
sy,
sy,

o^

and the sum of these

o,

2s,o +

2s,s, + s,s^ =

ss,

a,
s.

s,

{s^s,

s\),

consequently,

l'l\or-o,r
The mean deviation

greater than the least,

is

the values of repetitions from the

(27)

^2slfi.,.
less

than the greatest of the deviations of

mean number, and

less

than Vh of the greatest deviation

between two observed values.

As

to the higher half-invariants it

may

here be enough to state that they indicate

various sorts of deviations from the typical form.


the //2r+i

being

from

different

zero,

positive or negative values of //4r,

peaked

or

Skew curves
flattened

of errors are indicated by

(divided)

forms respectively by

and inversely by /ur+2-

But we have

For these higher half-invariants we shall propose no special names.


already

introduced double names "relative frequency" and "probability" in order to accen-

tuate the distinction between, the

and the same we ought

laws of actual errors and those of presumptive errors,

to do for the half-invariants.

In

what follows we

the half-invariants in laAvs of presumptive errors by the signs ir instead of

be reserved

from

laws

for

of

laws of actual errors, particularly when we shall


actual

explained later on,

errors

the

name mean

^i, for actual as well as for

"mean

error",

those

to

of laws of presumptive errors.

mean

infinite

to

For special reasons,

to
//,

be

and

Thus,

if

= s

Lim=,(//.J

error.

In speculations upon ideal laws of errors,

tinuous or to relate

will

transition

presumptive means; but instead of "mean deviation" we say

when we speak

called the square of the

which

/tr

of the

value can be used without confusion both for

X.^

is

of presumptive ones.

treat

shall indicate

when the laws

numbers of observations,

this

are supposed to be

distinction

is

of

con-

course

insignificant.

Examples:
1.

Professor Jul.

Thomson found

for the constant of a calorimeter, in

with pure water, in seven repetitions, the values


2649, 2647, 2645, 2653, 2653, 2646, 2649.
If

we

take here 2650 as zero,

-],

we read the observations


-.3,

as

-5, +3, +3, -4,

-1

experiments

30
so that
s'

7,

consequently
fi^

s',

= 8,

2650
70

The mean

deviation

is

"no", which counts 0.

What

then

is

Answer: u,

have voted

^'

^'

for a

what values

Out of

VI
,

motion

.,

^
^

~\-

either "yes",

is

the

repetitions

in

+ b-\-e

{(a -f c) (a

c against

^'^

ab

inn (n

-r~~

1),

m)

.-c^

'

two of the numbers

""

a) {ab

rr-^

which a voters

(0),

and examine

6-)

-\-

Sea -{-be

c)

(2a

b'')
'

(^+ Ff^P

c)2

+ 6 + 4(a cY) (a+ 6 +

when one

b + 2c) -{-6{a

n}*

is

unanimous, the double condition fji^=fi^


is for, another sixth against, while two

sixth of the votes


If

to

is

fi

.j

yix

a, b,

and

c,

be == 0,

and consequently

without a being ==

^, //g

=
^=/4 =;U5

0,

but

are

/i.^,

e,

/iu

1,

0.

What

0, 0, 0, 0,

b-

b (a-\-

e)

which does not disappear unless


0.

symmetrical and almost typical

repetitions give the quite

Answer:

VIL

4tnn-\-n^)

tnn(m^

Ua =^

''^^

fi.i

n "no".

the

approximation to the typical form.

=^Q,

"yes",

while b have not voted

+ ica + be

(a-f 6

thirds do not give their votes.

//j

have given

or

1,

{a^b^ey

only satisfied

4.

which counts

errors, in half-invariants, of a voting in

c give the nearest

c
'

..

Disregarding the case when the vote


is

3.

mn

==

(-|- ]),

and

for a, b,

2649.

8\2

70;

the expression for the law of errors in half-invariants ?

Determine the law of

3.

consequently

1 =

s',

an alternative experiment the result

In

2.

and

hiAv

of

errors,

are the observed values?

+1.

RELATIONS BETWEEN FUNCTIONAL LAWS OF ERROES


AND HALF-INVARIANTS.
24.

The

multiplicity of forms of the laws of errors

makes

it

impossible to write

For though these forms are of very different


none
of
them
can be considered as absolutely superior to the others. The functional
value,
form which has been universally employed hitherto, and by the most prominent writers, has
a Theory of Observations in a short manner.

in

my

opinion proved insufficient.

I shall

here endeavour to replace

it

by the half-invariants.

31

But even

if

should succeed in this endeavour,

am

sure

that not only the functional

laws of errors, but even the curves of errors and the tables of frequency are too important

and natural

put completely aside without detriment.

to be

Moreover, in proposing a new plan for this theory,

have

as precisely and completely as possible its relation to the old and


I

therefore consider

it

felt it

my

duty to explain

commonly known methods.

a matter of great importance that even the half-invariants, in their

very definition, present a natural transition

to

the frequencies

e' +...

and

to the functional

law

of errors.
If in the equation (18)

ne\l

some

of the

o,'s

\l

are exactly repeated,

be counted not once but as often as

it
o,

is

of course

is

repeated.

+ "

understood that the term

e"''^

must

Consequently, this definition of the

half-invariants may, without any change of sense, be written

I^(Oi)-e~\i''^^'^ "^F""

"*"

i:^

(0,-)

e".-^

(28)

where the frequencies y{oi) are given in the form of the functional law of
continuous laws of errors the definition must be written

eii

we know

if

Thus,

half-invariants

^12

+18

.U(o)eio

the functional law of errors and

may

be found.

If,

Example

1.

"
(.+
\

(f

(o)

do

V/2ff

then

it

the integrations, the

may

be possible also

(o).

*/ ''~"''Y

InJu and

\f{o)e''^do

=
=

and consequently

we can perform
X,-,

zhAe

Ehe'"*'

2ii,^

+ -r'\e--A

do

n,

For

(29)

Let ^(o) be a sum of typical functional laws of errors,

_
then

U(o)e'-do,

we know the

inversely,

to determine the functional law of errors

if

errors.

do,

32

aid of the formulse (19) that express

By
difficult

mi,

iii,

tions

as functions of the ^

compute the principal half-invariants. The inverse problem,


and hi by means of given half-invariants is very difficult, as it
to

high degree, even

of a

sum

only a

if

(or

fi.)

it is

not

compute the

to

results in equa-

two typical functional laws of errors

of

is

in question.
2.

Example

What

are the half-invariants of a pure binomial law of errors?

we

observation r being repeated /9(r) times,

2et^+t^'^'t^'

+-

^(0)

The

write

+ /5(l)e^ + ..- + /?()e"'" =

(l+^T.

consequently

(/^i-|-)r+^^r^+^|r='+.--

= '^log cos

Here the right hand side of the equation can be developed by the aid of Bernoullian

numbers into a

series containing only the even

Hi

and

"2

^/jr+i

powers of r, consequently

(r>0)

0,

further

n
A'a

^"4

Example

'

^^4

3.

this

^"

What

(the complete terms of (p

From

we obtain by

are

'

/^e

= ^n

>

/^8

17

Tg"

'

</)")?

Here

differentiation with regard to r

^ nqe-^

we

^^

31

^ ^'

the half-invariants of a complete binomial law of errors

by further differentiation

putting r

/^lo

get

np

^2

npq

{p+if
npq(pq)

(p+qf

33

^'

lp+W\\p+ql
npq

4.

Example

but this

is

b''

==

is

ip

+ qr

ba''.

is given by its half-invariants


forming
Determine the several observations and their frequencies.

side of the equation (18) is

.Spe-'M +6e'"''

V-

-i^e^'"''

This law of errors

fp(r).

j7-

Thus the observed values

side of (18).

ra

hand

left

8py( j>-g )\

((p-iV
-Wp+q)

law of presumptive errors

a geometrical progression, ^r

Here the

IP+W'

b^

e^'"'

-|3

+ ...l

and has

and the

are 0, a, 2a, 3a, ...


is

also the form of the right


relative frequency of

nearly related to the binomial law, which can be

considered as a product of two factors of this kind,

rjnr

^r

T--r
\nr
\r
It

is

perhaps

the

to

superior

^BnivWd"--.
'^^
|m
'

law

binomial

as

representative

of

some skew laws

of errors.

Example
order

that

are

5.

while

0,

law of errors has the peculiarity that


all

even

half-invariants

are

equal to each other,

.(0)--(i + (f)+(|)' +

Example
irrational

values

6.

Xir

of

odd

Show

2a.

the table of a function,

/2r+l
25.

As

0,

/,,

replaced by

r2'

"4

in

whose computation fractions under

for the
J

have

T2U' ^8

5'5'2'

most general functional form of a continuous law of errors we have

(6)

(p(x)

-)

Determine the half-invariants of the law of presumptive errors

in

been rejected and those over

where

half-invariants

the observations must be integral numbers, and that for the relative frequencies

all

proposed

all

IX m\^

= e~~i\^l

34

Now

is

it,

any ambiguity as functions of the coefficients

By

(29)

we can

a very remarkable thing that

we

and vice

versa.

get

+
se[L'

fc,,

express the half-invariants without

''

'^'

Y^(k,<p(o)-^^^D,p{o)

+ ^-^D^f{o)...)do,
|2

= nk^]/2i:. By means of the lemma


= e^ ((/)'-' ^(o) rD'-^<p(o) + + { ry-^
D<-(p{o)do

where SQ

..

'^e"''

which

<p

{o))

any f{o) by differentiating with


have in this particular case, where <p (o) and every D' <p (o) is
0,
is

demonstrated

easily

for

C"^"

l/o-m\2

Y^ D' e-2\-ir) do

1/0 !\2

C"*""

{ zYY
*

00

-^[-ir]

do

(- rfw

-^

(xY

regard
if

\e'''

to

o = i

oc

(f[o)do,

we

only,

,,1',^
l/2;re'"^+T^.

00

Consequently, the relation between the half-invariants on one side and the coefficients k
of the general functional law of errors on the other, is

A;oeTl'+^''-'!l"'+-=(A:+|-r
If

we

write here

>(',

==>!,

and

}!

.,

= k^ m^,

constants by the other can, according to (17), be


substitute only in these the
It will

to

A;,-

for the

s,-,

be seen that the constants

and

)!

and

which they belong, are generally superfluous.

may

+ |r^+|r...)- +

),

for

It is easiest

In this case

we

get

to

put

m =

X^

and

A-,

=0,

k^
k,

k,
k.

The law

=0,

k.^

n"^

=kf^X^,

We

errors

This superfluity in our transformation

and the constants must be

and most natural

of

/i.

and the special typical law of

m,

set

the formulae (19) and (21).

be useful in special cases for reasons of convergency, but in general

sidered a source of vagueness,

(30)

the computation of one

made by
or

=
k^

it

must be con-

fixed arbitrarily.

X.^.

^kX^,

k. =- kX^,

and further

^ kAK +
= k,{X, + 3bX,X,)
= kAX, + b6X,X, + 3bX])
'^OXl)

of the coefficients is explained by writing the right side of equation (30)

35
by half-invariants in this manner the explicit I'orm

Expressed

of

equation

(6)

is

+
+
l+^((^-^)'-3^(x-/,))
1

(31)

>i.

LAWS OF ERROES OF FUNCTIONS OF OBSERVATIONS.

VIII.

There

26.

relating to

have the
to

nothing inconsistent with our definitions in speaking of laws of errors

is

any group of quantities which, though not obtained by repeated observations,

like property,

namely, that repeated estimations of a single thing give

errors of one kind or other,

expressions

for

such

requires, besides this,

stances,

prima

The various forms

valid.

facie equally

owing

multiple and slightly differing results which are

to

rise,

of laws of actual errors are indeed only

and the transition

multiplicity;

only that the multiplicity

and that the values must be mutually independent

to
It

all.
is,

Compare

24,

consequently,

not

Example

others

unknown circum-

in that sense that


in

summary

law of presumptive errors

the

caused by fixed but

is

circumstances have connected some repetitions to

common

to

a manner

none of the

which cannot be

6.

define the law of errors for a function

difficult to

single observation.

Provided only that the function

observed values Oj,

o.^

is

univocal,

we can from each

... o determine the corresponding value of the function,

of one
of the

and

f{o^), f{0,), ...f(On)


will then be the series of repetitions

in

law of errors of the function, and can be

the

treated quite like observations.

With

Oi

are different,

we can have

be added together.

those forms of laws

to

respect, however,

idea of frequency (probability)

we must make one

=f

/"(o,)

and

(Oi),

little

in this

Here, however, we need only

of errors

which make use of the

Even though o,- and


case the frequencies must evidently
reservation.

just mention this,

and remark that the

laws of errors when expressed by half-invariants or other symmetrical functions are not
influenced by

it.

Otherwise the frequency


probability.

The ordinates

discontinuous values;
in the functional

but

law of

the same

is

of the

curves

the abscissa
errors.

In

o,-

for

/"(o,)

as

for

o,-,

and therefore

also

the

of errors are not changed by observations with


is

replaced by

/"(o,),

and likewise the argument

continuous functions, on the other hand,

areas between corresponding ordinates which

must remain unchanged.


5*

it

is

the

36
In the form of symmetrical functions the law of errors of functions of observations
be computed, and not only

may
fore

compute,

for

symmetrical functions of the

know

if

the several observed values, and can there-

all

many and important

In

latter.

of the powers

s'

The

s'g

= s^

Sy, s',

functions by half-invariants.
It is

sums

sufficient

if

the

we

if

f{o)

= o^

for

then the

of the powers s^ of the observations,

= s^,

s'

is

it

at last

etc.

here a proposition as to laws of errors of the linear

is

principal thing

cases

For instance,

from these.

directly

of the squares are also

m = 2m

only constantly
27.

and

we can compute the symmetrical

as

the symmetrical functions of the observations,

functions of the functions

sums

when we know

each of them, the corresponding value of the function,

almost self-evident that

if

/ii

o'

ao-\-h

a//

(32)
etc.

;j.'r

a>r (>!)

For the linear functions can always be considered as produced by the change of
both zero and unity of the observations (Compare

However
to

(24)).

special the linear function ao -\-b

get on with the formula

circumstance, the very same

may

be,

That we can succeed

(32).

we always
this

in

in practice

is

owing

to

manage
a

happy

as, in numerical solutions of the problems of exact mathematics,

about that we are but rarely, in the neighbourhood of equal roots, compelled to
employ the formulae for the solution of other equations than those of the first degree.

brings

it

Here we are favoured by the


to be small, so small
for

to

fact

that

we may suppose

speak more exactly

the

that

errors

we may

each series of observations Oj, Oj, ... o assign a number

c,

in

good observations

generally in repetitions
so

near

them

all

that

the squares and products and higher powers of the differences


0,

without any perceptible error


i. e.,

may

0,0^
be

left

0,

out of consideration in computing the function:

these differences are treated like differentials.

The

differential calculus gives a definite

method, in such circumstances, for transforming any function f(o) into a linear one

m=

The law

of errors then

(^

f(c)

+ f'{c)-(o-c).

becomes
ifio))

f(c]

+r

(C) {[I

(0)

c)

/-(/i

(0))

37

But
functions

also by quite

elementary means and easy

others of linear form.

into

J_

c-{-(o

and the law of errors

is

If

_
c)


io

28.

With

that

we should

statements which severally

have,

may

for

It is

still

speak of

we must

we may also,
closely what we

quantities

define

more

each of the observed quantities

in,

which was out

and

law of errors
o',

a series of

be looked upon as repetitions:

Om

Oj,

Now

this is not sufficient.


o',

more observed

o'.

it

makes a

difference

there are or are not such as are

if,

common

among

the special

to observations of the

We

want a technical expression for this. Here it is not appropriate only


observations which are, respectively, dependent on one another or independent;

different series.

we

'

necessary for the idea of the

o'n o\,

to

X
''-

For then another consideration comes

0,,

But here

--^if^Ao)-o)

of laws of errors, only

speak

circumstances by o and

c'

^-M-

(I)

of the question in the simpler case.


/'(o, o')

c)-'

respect to functions of two or

are to understand by repetitions.

of

we may often transform


then we write

then

in case of repetitions,

_ J_ _ J_ _

c-jo -c)
c^'

artifices

instance f{o]

for

are led to mistake the partial dependence of observations for the functional dependence

of exact

shall

quantities.

repetitions of different

propose

to

designate

observations by the word

these

interdependences

particular

of

"bond", which presumably cannot cause

any misunderstanding.

Among

the repetitions of a single observation, no other bonds

such as equally bind


of the method.
fair

all

the repetitions together, and consequently belong to the pecularities

But while,

repetitions of

must be found than

for instance, several

pieces

cast

in

the

same mould may be

one another, and likewise one dimension measured once on each piece,

two or more dimensions measured on the same piece must generally be supposed to be
bound together. And thus there may easily exist bonds which, by community in a circumstance, as here the particularities in the several castings, bind some or all the repetitions of a series each to its repetition of another observation; and if observations thus
connected are to enter into the same calculation, we must generally take these bonds into
account. This, as a rule, can only be done by proposing a theory or hypothesis as to the

38
mathematical dependence

between

the

the

treatment

right

under

falls

and

observed objects

and whether the number which expresses

this is

their

common

known from observation

methods of adjustment which

those

circumstance,

or quite

unknown,

be mentioned

will

later on.

then in a few special cases only that we can determine laws of errors for

It is

functions of two or more observed quantities, in ways analogous


single observation and
If

the

f{o, o\ o",

its

observations

o,

are repeated

.),

any
Oi

Oi,

f{Oi,
for

other
.

To do

separately.

29.

observations

f{o, o\ o",
etc.,

and

If,

o,

the others

o',

common

and

compute

this a

to

of a

o,,

o't,

each

for

value

calculation
...

o",

no bond at

is

may

it

number

and

will

function y,

same way

as

between the repetitions of the

all

which we must

the equally

all

valid

to

try to reduce

values
for

o',

oi

we

shall in this case

for o,

o',

for o",

com-

o" ...

for

determine the law of errors for the

be able to compute

might be laid down;

sufficient

the simple repetitions of one

here easily become too great a task to

of propositions

be almost

of
j'th

but otherwise

i,

of the

of the

at all of the special nature of the bonds.

this is the principal case to

But while

quantity.

which teaches us

but one of them

us in what follows,

sum

viz.,

that

of the observed quantities

o'.

If the

f{o)

same

the

the

into

of errors can be determined for this, in just the

each of the numerous combinations,

of special importance

and

enter

to

herein combine every observed value for o with every one

.),

Concerning
is

each

law of errors by means of the laws of errors

y's

are

then we must, in order to represent

single observed

pute y

for

we need no knowledge

so

...

which

.,

circumstance,

on the contrary, there


o",

such values of y must be treated analogously

all

for

bonds,

such a way that, in general,

we can

and laws

.),

o"

o',

in

repetition are connected by a

without

what holds good

to

functions.

and

for

law of errors
<p(o')

for

o',

is

in

given

then

it

is

the

form of relative frequencies or probabilities,

obvious that the product ^(o)^(o') must be the fre-

quency of the special sum. o-j-o'.


In the calculus of probabilities

some cases

of

bound observations

we

shall consider this form

will find their solution

to the treatment of the said case with half-invariants.


If

occurs with the observed values


0,, 0,,

and

o'

Om

with
o',,

then by the

mn

o',,

repetitions of the operation

o;,,

0=^o-{-o' we

here

we

more

closely,

and there

shall confine ourselves

39

0,

"',.

+ o;,

0,

0m-\-0\, 0m-\-0\,
Indicating by

where

Mr

the half-invariants of the

+ o;,

o,

and

fi'^

7+

T2

of

o',

we

e!i

0^.

= o-|-o',

sum

and w are the numbers of repetitions of o and

the half-invariants of

and

0,

o'.

we

get by (18)

Consequently,

if

nr represent

get

ell

eli

Jl

li

finally

(34)

-Mr ==

/ir

H'r

Employing the equation (17) instead of (18) we can also obtain fairly simple
expressions for the sums of powers of [o-^o') analogous to the binomial formula. But the
extreme simplicity of (34) renders the half-invariants unrivalled as the most suitable symmetrical functions and the most powerful instrument of the theory of observations.

More

generally, for every linear function of observations not connected by

any bond,

= a + bo + CO' -{-...do'",
we

obtain in the same

manner and by
M,{o)

(32)

= a+

MAo)^

b;t,

b';,,

+ cy,^... + dy:'

c//,

d^';'

(35)

ea.

MAo)

+^>:

r>l.
When

we

the errors of observation are sufficiently small,

be able to give the most different

functions

a linear form.

In

shall also here

consequence of

generally
this,

the

propositions (34) and (35) acquire an almost universal importance, and afford nearly the
whole necessary foundation for the theory of the laws of errors of functions.

Example

1.

Determine the square of the mean

order of equidistant tabular values,

mean

error for every value being

between which there


l^.

error
is

for

differences

of the

n^"^

no bond, the square of the

40

Example
viz. the time,

t,

A^iJ*)

>?2(o, 403+602 4o,+o)

;rj.)
/^i^;

1.1.10.14
2

"*

the observation of a meridional transit

2.
By
when a

But

as

it

t -\-

p {p
when the

f cosec p.
The mean

Example
in

= polar

sin

tity, the time

distance),

very meridian

quantities,

from the

f,

be assumed that the time and the distance are

may

not connected by a bond, and as the speed of the star

known value

we observe two

behind a thread, and the distance,

star is covered

meridian at that instant.

70^2

4n-2

we always

constant and proportional to the

is

state the observation by the

one quan-

error is

3.

making marks on

scale is constructed by

such a way that the square of the mean error on each interval

To measure the distance between two

objects,

it

is

we determine

at regular

=
the

intervals,

/j-

distance

of each

object from the nearest mark, the square of the mean error of this observation being

How

is

great

the marks

mean

the

error in a

measurement, by

we use?
X, (length)

Example
good

(^2

1)

4.

Two

proportion to the distance,

how

is

the

Ki^)
5.

>?,-!- 2/;

mean

a',.

The

their rectangular co-ordinates.

great

which there are n intervals between

points are supposed to be determined by bond-free and

measurements of

Example

passed, which we compute by the formula

is

equally

errors being small

error in the distance

in

J?

2.

Under the same suppositions, what

is

the

mean

error in the inclina-

tion to the a;-axis?

Example

6.

Having three points

in a plane

determined in the same manner by

their rectangular co-ordinates (a;,,yj, (xj,?/,), {x^,^/^), find the


at the point (d7,,yj)

^An
Ji, J^,

J;i

J^

mean

+ Jl + J]

--.

ji J,

being the sides of the triangle; Jj opposite to (^,,2/i)-

error

of the

angle

41
7

Examples
trianglff

and

\ (d\

to transform

pensable

2/^

of

resulting from

combination

the

where a or b ox d may be

difficulties.

computing the halfTo do so it seems indis-

of those of the arguments.

of all

sum

Sr indicates the

both
o'^

is

of the

its

and

oC")'',

sum

the

and

it

repetitions

being

0), s^P

Sr

Of

+ A'\.

J'
(

for

laws of errors into the form of systems of suras of powers.

the

of terms of the standard form Eko'^

if

method

possible to indicate a

it is

be integral and rational,

/"(o, o', ...0"")

Thus

k, (quadrangle)

Al);

no general expression for the law of errors can be found.

means

invariants of the function by

oW.

for integral rational functions

Nevertheless, even in this case

sums

of the areas

Non-linear functions of more than one argument present very great

30.

determinations

and a plane quadrangle.


X, (triangle)

Even

Find the mean errors in

8.

ksa

powers 0'' can be written as

.s'j

s^P

(including

the

1.

the

mean

M,

already takes the

value

SkSa

Jlf,

=n^n\

s't

. .

sP.

and generally Sr

s^s'^,

consequently

cumbersome form

Example 2. f]xpress
mean deviation

observed without bonds.

exactly

by the half-invariants of the co-ordinates the mean

of the square of the distance r^

=x''-\-y^,

if

x and y

are

Here

^oir'')

So(^)o(/)

^4 i^) o (y)

= ss\

oo'

and

value and the

(''

Here S^

of

powers of the function 0, we get

/'>

Determine the mean value and mean deviation of the product

of two observations without bonds.

cases

powers of the repetitions

'>

course, this operation is only practicable in the very simplest cases.

Example

sum

every such term the

for

of all

If

+ ^s^

{x) s^ (y)

+ So {x) s,

[y)

and

//2

31.

in

/U

W+

fi, (y)

+ 2 {x)y +
+ ^iMAy)l^Ay) + 2(/., (ii)r +
4//3 i^)f^i (^)

(/i,

The most important application

(o,

itself.

+02+...0)

4/., (y) {fz, (y)Y.

of proposition

mination of the law of errors of the mean value


/'I

4fi, (x) ((,,{x))^

(35)

is

certainly the deter-

The mean value

known

half-invariants

>ij,

k^,

..

43
repeating observations and parts of observations,

so

that you can directly form

and

values which should be substituted for the observed results;


cially in the case of observations of a novel character,

this

to be

is

or with peculiarities

the

mean

done espe-

which lead us

doubt whether the law of errors will be typical.

to

This remarkable property

though with
the

less certainty,

coefficient of

of errors

the laws of errors of

if

for

any

but also,

only,

provided only

not so great relatively to the corresponding deviation

is

throws

it

however, not to the mean

peculiar,

any linear function of several observations,

to

any single term

from the typical form that


seen that,

is

the other terms into the shade.

all

the observations

all

o,

o',

...

of their linear functions will be typical too.

if

it

(35)

are typical,

o<'")

And

From

is

the law

the laws of errors

are not typical, then that of the linear function will deviate relatively less than any of the

observations

o,

o',

... Om-

To avoid unnecessary complication we represent two terms of the linear function


simply by o and o'. The deviation from the typical zero, which appears in the r*-^ halfinvariants (>
2), measured by the corresponding power of the mean error, will be less

>

= o-{-o'

for

than for the most discrepant of the terms o .and

The inequation

Ar

says only that,


it

is

if

Ar

and

the laws of errors for

the law of errors for

0'

more

where

briefly

is

positive, r

When we

r*"
it is

evident that

B\

introduce a positive quantity

>

(U -\- ly

(5

{U-\-ir.

Remembering

that

(c/r-f

1)'',

f/'

and

^
a;

-f

U-yf

j;-

>
+

if

2,

U-\-U-'

Consequently

(T

>

ir

XU

U, so that

> R\
it

is

x>0,

easily

we

demonstrated that (T

ir =S (K

-\-

If

get by the binomial formula

+ 2'-2>{U^+

-{-

form,

this involves

(!)'

T>

> 2.

deviate unequally from the typical

But

that deviates most.

&^
or

o'.

C/"V.

+ 1)'

or

>

44
and

^^

(>ir

K
but this

is

the proposition

^,

we have

+ V _
+ r,v
^'r

for

asserted,

(ir(0)r^

(A.(O)r'
the extension to

any number of terms

causes no difficulty.

But

must more

thus becomes

if it

or less

general law

that

law of errors of linear functions

the

approach the typical form, the same must hold good also of

all

mode-

rately complex observations, such as those whose errors arise from a considerable number

of sources.

The expression "source

of errors" is

employed

to indicate

circumstances which

undeniably influence the result, but which we have been obliged to pass over as unessential.
If

we imagined

these circumstances transferred to the class of essential circumstances, and

substantiated by subordinate observations, that which

is

now counted an

observation would

occur as a function, into which the subordinate observations enter as independent variables;

and as we may assume, in the case of good observations, that the influence of each single
source of errors
typical form

is

which

this function

small,
its

may

be regarded as linear.

law of errors would thus show,

if

we knew

The approximation

to

the laws

of

of errors

lost, simply because we, by passing them over as unessenmust consider the sources of error in the compound observation as unknown. More-

the sources of error, cannot be


tial,

we may take

over,

it

for

every such

granted that, in systematically arranged observations,

source of error as might dominate the rest will be the object of special investigation
if

necessary, will be included

The

calculations.

result then is

and,

removed by corrective
that great deviations from the typical form of the law of

among

the essential circumstances

or

errors are rare in practice.

32.

It is of interest, of course, also to

for the determinations of /j^

acquire knowledge of the laws of errors

and the higher half-invariants as functions of a given number

of repeated observations.

But though the symmetry


Here the method indicated in 30 must be applied.
of these functions and the identity of the laws of presumptive errors for Oj, o.^,
Om
afford very essential simplifications, still that method is too difficult. Not even for /x^ have
.

In my "Almindelig lagttagelseslcere", Kobenhavn


the general law of errors.
have published tables up to the eighth degree of products of the sums of powers

discovered

1889,
Sp s^

I
.

.,

cable.

expressed by suras of terms of the form o\o'\o"*; these are here directly appli-

In

W.

Fiedler: "Elemente der

Formen", Leipzig 1862,


difficult,

up

to the

10* degree

will

be found.

because they require the preliminary transformation

Up of the rational

Hirsch,

tables

neueren Geometrie und der Algebra der bindren

equations 21.

and Cayley has

There are such tables also in

given others

in

Their

of the Sp to

use

the

is

more

coefficients

the Algebra by Meyer

the Philosophical Transactions

1857 (Vol. 147,

45
have computed the four principal half-invariants of n^

p. 489).

mk^in.^)
m^/l.,{fi.,)

m'^l.ifx.,}

^h
= (w l)H, + 2m {m 1) X]
= (m - l]H^ + r2m {m - 1)H,L, + 4 (m - 1) (m - 2)^J +
+ 8ot2(w<
= {m l)^;^ + 24m (m
+ 32m (m - (w 2)^5/3 +
+ 8m (m (4m2 - 9m + Q)r, + 144m2 (m l^XJ] +
+ 96m2 (m 1) ^Ul^-z 4' 48m (m 1) A^
(m

l)yi5

m';},(/i,J

(38)

l)'^

l)/l6>i.,

1)

(>w

Here

is

the

number

of repetitions.

Of

/ia

and

only the

tn'n,{/xs)

mnAf^;)

pt^

mean

mean

values and the

errors have been found:

= (m l)(m 2)^3,
-=

{ni-\y'(}n-2)U,+9m{m-l){m-2y^(XJ,+r,)+

+ 6m

'^

1) (m 2)^^
(m

(39)

and

mUi (/i J
m';._,

(^ J

=
=

6m + 6)X, 6m (m AJ
(m 1)2 (w2 6m + 6)Ha +
6m + 6) (2m'' Ibin +
+
+ 8m (m

+ 18m(m l)(m 2)(m 4)(m''-6m + 6)/i5/i3+


+ 2m (m (17m* 204m3 + 852m 1404m 828)>i;
+ 24m2 (m (3m 38m + 150m 138)^4 +
+ 144m''' (m (m 2) (m 4) (m 5)
+
(m

1)

(m2

1)

15)/le-<2

1) (m'''

1)

-j-

1)

Further

m*X,{/i,)
m^/ii (//g)

mn^ili-,)

J>1.,

24m(m l)(m2 6m + 24)/i*.

know

=
=

(40)
-|

1',

/I

1)

4-

only that

(m l)(m 2)((m2-12m+12)>lf, 60m/i2yi3},

30^=^ + 150m'' 240m + 120)/i6


(m

36m + 36)/ii
30m (m
(7m2
60m(m 1) (m 2) (3m 8) ^J
l)(m 6)/l^
60m''(m
( l)(m 2)(m* 60m3+420m'' 720m + 360)^,
630m (m
2) 8m + ^)k^X.>
210m(m l)(m 2)(7m 48>-|-60)/i^yi3
1260m2(m l)(m 2)(m 10)yi3/i^

(m

(41)

1)

1)

1) (>

/}.,

(42)

(jw^

(43)

MU,{fts)

l)(Hi 126)6 + ]806w 8400w'' + 16800;2-15120w + 5040)/(


56w (w 1) (31w -^540/w'' -f 2340w'^ 3600w + 1800)-i6yij
1680w(m 1)(ot 2)(3ot=* 40/2-fl20> OGMs/ia
l)(49w* 720)'' + 3168m 5400>M + 3240)/i5
70m(OT
150^2 + 576w 540)/i,
840?w2 (m
(7w

2) 18?w +

10080''' (m
1) (m
l)(m'' 30^4-90);?;.
840wi(7
(44)

(m

1)

/ij

40)yi5;..,

(/''

Some

^I's of products of the

teristics as the

/x,^,

and

/i^,

present in general the same charac-

/i,

The most prominent

above formulae.

1) It is easily explained that

X^

of these characteristics are:

only to be found in the equation ^i(/i)

is

= ^i;

indeed no other half-invariant than the mean value can depend on the zero of the obser-

In

vations.

my

computations this characteristic property has afforded a system of multiple

checks of the correctness of the above results.


2) All

of

mean

Xi(/ir) are functions of the

0*

degree with regard to m,

all

squares

and generally each ^(/ir) is a function


with
accordance
the law of large numbers.
perfect

errors ^^(/Jtr) are of the (1)^' degree,

of the (1

3)

r>l.

mean

s)ti>

The

If r

is

degree, in

m 1

factor

appears universally as a necessary factor of ^(/ir),

an odd number, even the factor

even number, this factor

more Xs with odd

is

constantly found in every

No

indices.

m2

and,

appears,

term that

is

if

likewise,

if

only
is

an

multiplied by one or

obliquity of the law of errors can occur unless at least three

repetitions are under consideration.

(m

4)

Many

2)
(w
If,

indicate

particulars

... [ni

r)

these

functions

compounds

supposing the presumed law of errors to be typical, we put X^

then some further inductions can be made.

kUh) T
e

\1

^l(M
I

^'\1

T2

to the squares of

2>l

r\l=^

+-=h--f^j2

mean

errors of

of

fir

we

factorials

= ^4 ^... = 0,

In this case the law of errors of

As

as

and powers of m.

fi^

may

be

1'+

=U(o)e^do.
00

get under the

same supposition:

(45)

47
This proposition
for the

at our disposal

mean

the relative
the index
ju,

is

large

enough

fir

pis

number

tlien

errors,

are by no

to give us /i,

can be only approximately indicated;

guessed,

we have

computation of a law of actual

errors of ^/j, //j

If

r.

If

very great interest.

is of

it

ni of repetitions

be

will

seen

that

means uniform, but increase with


and

precisely

fi^

then

fairly well,

/i 3

and the higher half-invariants are only

and
be

to

the repetitions are not counted by thousands or millions.

if

As

numerical coefficients in

all

as the coefficients

1,

2, 6,

and 24 of

yij

(nr) increase with r, almost in the

we must presume

^^,

that the law

same degree

of increasing

uncertainty of the half-invariants has a general character.

We

have hitherto been justified in speaking of the principal half-invariants as the

complete collection of the fir's or


of the

m half-invariants
m repetitions.

first

errors for

We

now

;ir's

with the lowest indices, considering a complete series

to be necessary to

an unambiguous determination of a law of

accept that principle as a system of relative rank

with increasing uncertainty and consequently with

of

the half-invariants

importance of the half-

decreasing

invariants with higher indices.

We
instance

if

(pitch and

need scarcely say that there are some special exceptions to this

= ^'

/i^

toss),

then

as in alternative experiments with equal chances for

).^[ii^)

is

reduced to

Now we can undertake

33.

X\,

to solve the

which

problem

actual

is

not a mathematical one, but

state of a finite

presumed repetitions
predict, by

oracles

means

is

number

it

of observations

an evident

trespass;

is

to

and

For

only of the (2)'"' order.

main problem of the theory of obser-

vations, the transition from laws of actual errors to those


this

is

rule.

and against

of presumptive

Indeed

errors.

eminently practical. To reason from the


the law
it

is

governing infinitely

mere attempt

at

numerous

prophecy

to

of a law of presumptive errors, the results of future observations.

The struggle for life, however, compels us to consult the oracles. But the modern
must be scientific; particularly when they are asked about numbers and quantities,

mathematical science does not renounce

its

right of criticism.

We

claim

that

confusion

ambiguous use of words must be carefully avoided; and the necessary


must be restrained to the acceptation of fixed principles, which must agree

of ideas and every


act of will

with the law of large numbers.


It is

hardly possible to propose more satisfactory principles than the following:

The mean value of all available repetitions can he taken directly, without any
change, as an approximation to the presumptive mean.
If only one observation without repetition is known, it must itself, consequently,
be considered an approximation to the presumptive

The

mean

value.

solitary value of any symmetrical and univocal function of repeated observations

48

must

in the

same way,

as an isolated observation,

this function, for instance /ir

be considered

;,

presumptive mean of

^, (fir)-

Thus, from the equations 3741, we get by

tlie

repetitions:

/ii

,2

^ ^

{w l)(w 2)^''

(47)

m"
{f^^+j^^mf'')
[m
as to X^,

P.7,

/?8

it

is

1) (w,

2) (j2

to

preferable

\2m + 12)

use the

principalli/ by

we predict

+,^^1/^2/^3);

equations 42

Inversely, if the presumptive law of errors

of any theory or hypothesis,

(/^'^

is

44

iinown in

themselves, putting only

this

way, or by adoption

the future observations, or functions of observations,

computing their presumptive mean values. These predictions however, though

univocal, are never to be considered as exact values, but only as the

and most impor-

first

tant terms of laws of errors.


If necessary,

useful,

did

if

functions

to

mean

errors

of observations

the single observations.

by

nay

not release the questioner from thinking and from


is

a difference in the manner.

and higher

the presumed

These supplements

nor

responsibility,

half-

law of

oracles

do the modern

If the crossing of a desert is

calculated to

20 days, with a mean error of one day, then you would be very unwise, to be

you provided

as of living.

for exactly

20 days; by

Even with provisions

so doing

for 21

you can carry with you provisions for


Your life must be at stake to make you

if

be

often

may

The ancient

necessary, for the correct interpretation of the prediction.

ones; yet there


last

predictions with the

for the predicted

computed
which itself belongs

invariants,
errors,

we complete our

sure,

you incur as great a probability of dying

days the journey

is

evidently

2325

days, the undertaking

set out

with provisions

may

for only

But

dangerous.

17

be reasonable.

daysor

less.

In addition to the uncertainty provided against by the presumptive law of error,


the prediction

When

this

may

be vitiated by the uncertainty of the data of the presumptive law

law has resulted from purely theoretical speculation,

calculate its uncertainty.


left to

choose between

its

It

may

be quite exact,

admission and

its

or

partially

or

rejection, as long as

by repeated observations has given us a corresponding law

can be improved on.

it

is

always impossible to

absolutely

no

itself.

trial of

of actual errors,

false,

we

are

the prediction

by

which

it

49
If the
errors,

we

law of presumptive errors has been computed by means of a law of actual


according to (37),

can,

employ the values

^j,

and the number

...

/{g,

of

In this case the complete half-invari-

actual observations for the determination of ^ri^i)-

ants of a predicted single observation are given analogously to the law of errors of the

sum

of two bondless observations by

Xr

is

Though we can
more difficult, or

far

in the

Xrifli)-

same way compute the uncertainties

rather impossible, to

make

of k^,

and

X.^,

X^,

it

use of these results for the improvement

of general predictions.

Of the higher half-invariants we can very seldom, if ever, get so much as a rough
The same reasons that cause this
estimate by the method of laws of actual errors.
difficulty,

render

it

matter

of

less

to

importance

In determining X^ and

2.

As

exclusively
3.

to

upon

the

Employ the

From what

X^

upwards,

as

rely

indications obtainable by actual observed values for the intermediate

is

when you have

the choice between the theories in

said above of the properties of the typical

that no other theory can fairly rival

is

must be:

theoretical considerations.

half-invariants as far as possible

It is

with high indices, say from

half-invariants

determination.

precise

almost entirely upon the actual observed values.

rely

X,^,

any

laws of presumptive errors

Therefore the general rule of the formation of good


1.

obtain

it

in the multiplicity

law of errors,

and importance of

it is

(2).

evident

its applications.

not only constantly applied when X^, X^, and ^5 are proved to be very small, but

In these

used almost universally as long as the deviations are not very conspicuous.

cases also great efforts

will

be

made

to

reduce the observations

modifying the methods or by substituting means of


non-typical single observations.

by the

difficulty of establishing

The preference

many
the

for

to

the typical

form by

observed values instead

typical observations

an entirely correct method of adjustment

is

it

of the

intensified

(see the following

chapters) of observations which are not typical.

In those particular cases where X^ or X^ or


theoretical considerations (proposition 2 above) as to

not to result in putting the latter


1899,

p. 140,

0.

As shown

^^5
/^

in

cannot be regarded as small, the

^^^ higher half-invariants ought


g ^^^
" Videnskabernes Selskabs

Oversigter"

such laws of errors correspond to divergent series or imply the existence of

imaginary observations.

The

coefficients

kr

of the functional

law of errors (equation


7

(6))

50
have this merit in preference to the half-invariants, that no term implies the existence
of any other.

This series

* (X)

where ^{x)

k,

<p{x)-^ D^,p [X)

g/i^

+ ^ DV [X) - *| D^<p {X) + ^ D^^{x)

(the direct expression (31) is found p. 35), is therefore

and in every prediction of future

'..

recommended

The functional form

as perhaps the best general expression for non-typical laws of errors.


of the law of errors has here,

results,

the

advantage of

showing directly the probabilities of the different possible values.

The skew and other non-typical laws

of errors

seem

have some very interesting

to

applications to biological observations, especially to the variations of species.

The

scientific

treatment of such variations seems altogether to require a methodical use of the notion of

laws of errors.

Mr. K. Pearson has given a

series of skillful

computations of biological and

other similar laws of errors (Contributions to the Math. Theory of Evolution, Phil. Trans.
V. 186, p. 343).

Here he makes very interesting

efforts to

develop the refractory binomial

But there are evidently


problems, and the above formula

functions into a basis for the treatment of skew laws of errors.

no natural links between these functions and the biological


(31) will prove to be easier

and more powerful instruments.

or discontinuous laws of errors,

Example

1.

From

more

refined

In

cases

of very

abnormal

methods of adjustment are required.

the 500 experiments given in

14

are

to

be

calculated

the

presumptive half-invariants up to X^ and by (31) the frequencies of the special events out
of a

number

4-708, Xi

of Sg

= 3-895,

= 500

and Xi

new

repetitions.

= 26-946.

You

find

l^

= 11-86,

X^

=4-1647,

X-^

comparison of the computed frequencies with

the observed ones gives:


Frequency
Events

will

51

52

we must expect

Consequently, for any isolated observed value

io-^,io)r
35.

that

X,(o).

In the following chapters, and in almost

(50)
all practical

we

applications,

shall

work only with the typical law of errors as our constant supposition. This gives simplicity
and clearness, and thus
may be recommended as a short statement of the law of

= Xi

errors,

a^b

indicating a result of an observation found directly or indirectly by

and

tation with observations,

By

= V^i

expressing the

the "weights" of observations

mean

the squares of the

errors,

mean

we understand numbers

consequently

-p.

same method,

When

Vr

is

as

the

the weight of the partial

here, according

mean

value

the

itir,

to

,^

represent the weights

mean

abscissa of any single body, r


vations,

to the

according

value

miVi+m^v^

...

must be

+ mrVr

,^^.

analogous to the formula for the abscissa of the centre of gravity,

is

when we

have been obtained by

(37),

total

itself

formula

to the

computed according

which

numbers

latter

compu-

result.

inversely proportional to

The idea presents

speak of the means of various numbers of observed values which


the

same

error of the

its

We

loeight.

if

nir

is

the

speak also of the weights of single obser-

above definition, and particularly

in

cases

where we can only

estimate the relative goodness of several observations in comparison to the trustworthiness


of the

means

of various

numbers

The phrase probable

of equally

good observations.

error, which we

observers, is for several reasons objectionable.

still

It

find frequently

employed by authors and

can be used only with typical or at any

and indicates then the magnitude of errors for which the


of smaller and larger errors are both equal to \.
The simultaneous use of

rate symmetrical laws of errors,


probabilities

"mean

and "probable error" causes confusion, and


that must be abandoned, as it is less commonly applicable, and as

the ideas

in

the

cases

0-67451/17,

of

error"

the

while

typical

on

the

law

other

of

hand

independent of that of the probable


one,

still

errors

the

error.

it

can only be computed

computation

of

the

mean

error

error as
is

quite

As errors which are larger than the probable


and the

as

the

mean

rarer "large" ones.

probable error tempts us constantly to overvalue the degree of accuracy

very

evidently the latter

hy the previously computed mean

frequently occur, this idea is not so well adapted

a limit between the frequent "small" errors

it is

error to serve as

The use

we have

of the

attained.

More dangerous still is another confusion which now and then occurs, when the
expression mean error is used in the sense of the average error of the observed values

according to
except

their

when we

are

numerical values without regard

to

certain of a law of typical errors,

the

signs.

This gives no sense,

and with such a one

this

mean

53
error" is

idea

K^

that

is

we

of a square

The only reason which may be advanced in defence of the use of this
some little computations, viz. some squarings and the extraction
which, however, we rarely need work out with more than three signi-

are spared

root,

ficant figures.

FREE FUNCTIONS.

IX.

The foregoing propositions concerning the laws

36.

especially of linear functions

mean

value and

its

mean

correct

consider mutually unbound, another thing which

matics.

For

Oj

is

observe the abbreviated notation


.

o,

that

we

LAH)
While the

circumstances

=
=

r,^,(o,) -f

r'J,(o,)

R"

[r"o],

+ r^,{On) =
+ rUAOn) =

that

there

(52)

[r-^io)].

(53)

also resemble the observations

even though

they

derived

are

from

"'

unbound observations.

employed in the computation of both R'

these results will generally be

aB'

the

bound

to each other.

+ bB" =

[(>'

-f-

[r'o]

If

and

This, however, does not

bB".

We

can,

at

any

a function of the unbound observations,

+ br")

(54)

o].

some importance for the treatment of those cases in which


observations are bound.
They must be treated then just like results, and we

This possibility

must

in

can be bonds between them, and, unfortunately, there can be

rate, represent the function of the results directly as

the single

== [roj

[r^,{o)]

prevent us from computing a law of errors, for instance for aB'

'

ViO^ -\-...ro

results of computations with observed quantities, taken singly, have laws

only some observations have been

a linear function of unbound observations only,

is

same way as the observations, they

between "results",

bonds

quite foreign to exact mathe-

have demonstrated the rules of computation (35)


^i(-B)

of errors in the

is

only upon the supposition that the result

More-

apprehension of what observations

we may

it

The

from exact mathematics.

differs

error, just like the single observation.

must be founded on a

the computation

over,

an exact quantity, but always a law of errors which can be

result, particularly, is not


its

of functions

form the basis of the theory of computation with observed

values, a theory which in several important things

represented by

of errors

try to represent

is

of

them

as functions of the circumstances

which they have in common,

and which must be given instead of them as original observations. This may be difficult
to do, but as a principle it must be possible, and functions of bound observations must
therefore always have laws of errors as well as others;

only, in general,

to compute these laws of errors correctly simply by means of the laws

it

is

not possible

of errors of the

54

we cannot,

observations only, just as

by means

compute the law of

in general,

of the laws of errors for

aE -\-bR"

errors for

and E".

In example 5, 29, we found the mean error in the determination of a direction


between two points, which were given by bond-free and equally good (/.^{x) == X^iy) ==
2
measurements of their rectangular co-ordinates, viz.: Xi{Ii)
and then, in example
-^^,

we determined
It

seems

an

the angle

obvious

in a triangle

= X^_{R')-\-k^(R") = -^ +7p2where J,

and J" are the

J',

then

conclusion

^"*

whose points were determined

that,

*'^i^ i^ "^*'

as

correct

sides of the triangle.

R'

R'\

the solution

The cause

in the

it

remarkable then that, when

is

With

unbound

equally good

is

1)
6,

same way.

we must have k^iV)

is ^ j(

F)

of this

is,

~-^,2-

R"

Tj

of course,

the co-ordinates of the angular point enter into both directions and bind R' and

But

tliat

together.

a right angle, the solutions are identical.

observations, Oq, Oj, o^, and O3,

2o, + 0o) =
^2(02
^2(03202+0,) =

we

get

6-ij(o)

6^2(0),

but

= 20Xi{o),
= (03 2oj + o,) (Oj 2o, + 0o),

''2(03-302+30,-0,)

03 3o2+3o, Ofl

although

according to which

we

should expect to find

i?2(03

But

3o2+3o, Oo)

;2(08 203+0,)

+ /2(o22o, + 0o) =

12^2(0).

on the other hand, we combine the two functions

if,

R'

where ki(R')

= b?>Xi{p)

aR'-\-bR", then,
(53a2

O0+60,

and

;2(-K")

curiously

+ 14J2)^3(o) =

402

enough,

aU^(R')

-\-

14>i2(o),

we

R"

and

2oi+3o2 O3,

and from
as

get

the

this

compute

correct

result

ij for any function

X^iaR' -\-bR")

bn,{R").

Gauss's general prohibition against regarding results of computations


especially
those of mean errors
from the same observations as analogous to unbound observations,

has long hampered the development of the theory of observations.

To
discovered
simplify

Oppermann
that

our

and, somewhat later, to

the prohibition

calculations.

We

is

not absolute,

must

therefore

Helmert

is

due the honour of having

but that wide exceptions

enable

us to

study thoroughly the conditions on which

actually existing bonds may be harmless.

Let Oi,...o be mutually unbound observations with known laws of errors,


,Jg(oj),

of typical form.

Let two general, linear functions of them be


[po]
[qo]

= p,o^ +...+;>o
= g,o, +... + ^o.

^1(0,),

55
For these then we know the laws of errors

X,{qo-\

[qk,{o)l

L,[<i6\

[2%(o)l,

Xr\qo\

'

<^''

O/

>-

F = a\^po]-[-b[qo], the correct computation


=
of F
{{ap-\-bq)o\ will further give
=
X,{F) = (ap, + hq^)XAo^)^...^(apn-\-Hn)kAon)

of the law of

For a general function of these,


errors by

means

Xr{F)

[po]

'^

X.,{po\

and

2ab

mean

bound

to

values can be computed unconditionally, as

unbound observations, and that the law of

[qo\ were

in

a difference,

is

X^iF)

the

term

containing

[po] and

if

the

[50] were not

consequently

[pqX^io)]

PlqxX.^{o^)

+2V/,;.,(o)

the functions [^0] and [go] can indeed be treated in

upon

as

ought not to be found in the formula,

remains typical.

errors

one another.

When

for the

r>2.

for

Only in the square of the mean error there


factor

(56)

+ i'^A^L^o] + 2a.[i;5 XM}

appears then, both that the

It
if

=
=

law of errors

this

for every linear function

supposition.

We

consequently, the formula

respects like
is

(57)

unbound observations,

found correctly determined also

such functions mutually "free functions", and for such,

call

mean

for the

XApo]a

all

them

of

[_qo}b)

error

a'lj^n.m

+ b-'VqH.ip)]

(58)

holds good.
If

this formula holds

If

two functions are mutually

good

for

one set of

finite values of

a and

b,

it

holds good

for all.

and

each of them

free,

is

said to be "free of the other",

inversely.

Example

1.

The sum and

2.

When

difference

of

two equally good, unbound observations

are mutually free.

Example

the

co-ordinates

of a point are observed with equal accuracy

and without any bonds, any transformed rectangular co-ordinates


mutually

free

the

same

will be

free.

Example
is

for

of

every

3.

The sum

diff'erence

function of such differences.

or

the

mean

value of equally

good, unbound

between two of these, and generally also

observations

free of every (linear)

56

Example

4.

The

differences between one observation

bound observations cannot be mutually

Example

and two other arbitrary, un-

free.

5.

Linear functions of unbound observations, which are

6.

Functions with a constant proportion cannot be mutually

all different,

are

free.

always

Example
37.

In accordance with

propositions must hold good


stances:

it

is

what we have now seen

all

of free functions, corresponding

which are influenced by the same circum-

also of observations

not necessary to respect

free.

connecting bonds;

it

is

possible that actually

bound observations may be regarded as free. The conditions on which this may be the
case, must be sought, as in (57), by means of the mean errors caused by each circumstance
and the

coefficients

particularly

by which the circumstance influences the several observations.

Note

Jf two observations are supposed to be connected by one single circumstance which


in common, such a bond must not be left out of consideration, but is to be
have
they

respected.
in the

same
If,

same
to

Likewise,

if

there are several bonds, each of which influences both observations

direction.

on the other hand, some common circumstances influence the observations in the

and

direction, others in opposite directions,

work as

treating

them
38.

linear,

or

if,

forcibly as the other, the observations

at

as

unbound

is

at

any rate

less

Assuming that the functions

moreover, one class must be supposed

may

possibly be free, and the danger of

than in the other cases.

which we

of

shall speak in the folloving are

any rate may be regarded as linear when expanded by Taylor's formula,


may reject squares and products of the deviations

because the errors are so small that we


of the

observations

from fixed values; and assuming that the observations o,, ...

which

all

given,

we can now demonstrate

the functions depend, are unbound, and that the values of ^.^C^i)

Out of the

total

system of

of

o,

on

^'(On) are

functions

all

= p,Oi +

n observations we can

partial system containing all those,

m<n

a series of important propositions.

[po]
of the given

... -\-pnO

arbitrarily select

partial

systems of functions, each

which can be represented as functions of a number of

mutually independent functions, representative of the system,


[ao]

fliO,

+ anO

[do]

== diOi

+ do

which no one can be expressed as a function of the others.

the existence

of other functions

which are

free

We

can then demonstrate

of every function belonging to the partial

57

system

[go]

g ^o I

-\-

[ga X2]^0 ...

[ao] .... [do].

by

represented

...-{- c/nOn
[ffd/i^]

=0.

of

free

IS

For

It

[{xa

. . .

-\-

[g(xa-^...+zd)?.2]

into a

sum

of the

function

Any

we

system

[po]

[po]

^ z[gdL,] =

. .

now

can

equations
for

equations

0.

one single way be resolved

in

[p'o], this proposition

is

free of the partial

[pa^j]

x[aa ki]

[pdX^]

x[ad X2]

number

-\-

-\-

(59)

...

We

[p'dX^]

0,

all

that

find

z[da X^]
(GO)

of the

the determination of the latter,

be written

may

+ {x [ao] + ... + Z [do]}.

[p'o]

from which we determine the coefficients x


equal to the

function

... '}'2[do],

By means of the conditions of freedom, [p'aL^]


concerns the unknown function [p'o] can be eliminated.

is

consequence

the

[do], while the other belongs to this system.

addendum

call the free

of

free of every function of the partial

x[ao]-j-

x[cia ^^]

such

that

prove

functions of the same observations, one of which

of two

system represented by [ao]


If

total

zd) o]

-\-

to

in

[do]

must be

[go]

system,

because

[tto]

if so,

sufficient

is

-\-

z[dd X2]

The number

z unambiguously.

unknown

because,

-\-

of these

quantities, and they must be sufficient

according to a well known proposition

from

the theory of determinants, the determinant of the coefficients

[dak^]

[aaXi],

[adk^],
is

sum

positive, being a

tions

[ao]

X^iOr)

dr,

[ddki]

of squares,

X(0s)

d,

and cannot be

0,

our supposition

contrary to

could,

[do]

unless at least one of the func-

be

represented as

function

of

the others.

From

the values of

a;

...

[p'o]

If

belongs

[po]

termination of
identically [p'o]

to

2 thus found, we find likewise

[po]

x[ao]

the partial

z expresses

its

system

coefficients

z[do].

represented
in

by

(61)

[ao] .... [do]

that system only,

and

then

0.

the

de-

we

get

58

But

we take [po] out

if

from zero and


[ao]

. . .

free of that partial system.

must produce

[qo]

[fi?o],

Let [po]
functions

[ao]

[c?o]

[po]

[qo]

belongs to the partial system of


free function as [po].

independent of one another and of the

functions,

we then

if

in

[ro] be

If

manner the very same

in this

and

find [p'o] out of [po]

out of [ro] as the free

[r'o]

[ao]...[do], the n functions [ao]... [t^] and

functional parts in respect to

may

of the partial system, then (61) gives us [p'o] as different

[jP'o]

['"'o]

be the representative functions of the total system of the functions of Oi...o, because

no relation a[p'o]-\-

a [po]

-|-

4- S[ro]

... -\-

we employ

possible; for by (61)

is

n [ao] -\-...-^<p [do] ==

-\-

tative character of [po]


If

d[r'o]

[p'o]

and [ao]

[i-o\
.

..

[r'o] or other

[go]
of the partial set [ao]

all free

system [ao]

in contradiction to the

n
.

m
[ko]

can be free of [ao]

[do], as representative functions of another partial system

must be

free of every function of the partial

No

).

other function

[do] than those belonging to the system [go]

Thus

should have more than n independent functions of the n variables o,

we can

presumed represen-

mutually independent functions

(Compare the introduction to this

[rfo]

result in a relation

might

[do].

of Oj...o, then every function of this system


.

it

[ko]
.

of

Oi...0n

otherwise

we

o.

selecting arbitrarily a partial system of functions of the observations Oj ...o

with reference to given squares of mean errors

^.^(0^)

X.,(on)

distribute

the linear homogeneous functions of these observations into three divisions:


1)

the given partial system [ao]

2) the partial system of functions


3) all the rest, of

compounded

which

[go]

is

[j/o]

[ko],

which are

of functions is

a reciprocal

first

is

always in only one way

If the

[ao]

and

system to one of the second.

first partial

property.

[ko] were selected arbitrarily instead of the

would be found

free of the former,

proved that every such function

by addition of one function of the

The freedom
.

it

[do],

second partial system

[do], then only this latter

as the free functions in 2); the composition of every function in 3)

would

remain the same.


Example.

Determine the parts of Oi-\-o.^, Og-)-o<, Oj-j-o^, and 02-\-o^, which

are free of o,-|-03 and o^-j-o^,

on the supposition that

exact and unbound.

Answer:

^ {o^

+ 0, O3 oJ,

all

etc.

4 observations are equally

59
39. Like

other functions of the observations o^.-.o,,, each of these observed

all

values, for instance o,,

\ao]

from

[do], the other

= d'i+o'i

Oi

to the

system of [go]

follows, generally, that [po]

system of [ao]

[c/o"]

two quantities, one

of

to the partial

o't

...[ko"]

exist

o'a

belonging to the system of

o<

which

[ko],

is free

is free

relations [ao']

and [po"] evidently belongs


of this. Accordingly there must

[do']

likewise

this

be carried

to

operation

can be split up,

an

in

the utmost.

to

through

It

is

[ao]

the representatives

[c'o]

[d'o]

which were

all

the

all

till

Such a

[bo],

to

according

[do],

analogous way,

separate the functions

[c'o]

[d'o]

functions are mutually

we

as functions

of

tions is analogous to the theory of the transformation

example

2),

and

is

call

When we

we

what

are to use in

errors,

of

. .

[d" o],

it

a
= {r:;^
f

'

MJ^+

because

shall

into free func-

(comp.

and determinants
enter into

here

follows.

the

complete

This

is

very easily done, for

we have

+ ^^drr^

^'M

(62)

^[d^d'k^Y['^""l}

demonstrated by substitution in the equations for the direct transformation

[ab'X^]

[ad" X^]

[ao]

aiOi+

[d o]

fi?,o,-f

=-

...[b'd^L,]

like

d".

\[aaX^]^

is

set

often important to be able to undertake the

is

opposite transformation back to the observations.

which

quite

co-ordinates

rectangular

have transformed the unbound observations Oi...o into

set of free functions [ao], [b'o]

every single

a complete

the observations,

treated in several text-books of the higher algebra

propositions only, which

them; and their mutual freedom

under the name of the theory of the orthogonal substitutions.


those

free,

computations of laws of

all

unbound observations, and thus wholly replace the original observations.


41. The mathematical theory of the transformations of observations

36,

see,

number

smaller

sufficient to enable us to express all

is

we

could, for instance,

select

(37),

enough

to

would then represent the suband in


within the partial system [ao]
[do]

[bo],

can be treated, by

effect that they

system

partial

representative

functions of these observations,

all

has the

collection of representative functions

Their number

of free functions.

and

[co]

one

of

[do]

free of [ao]

free of [ao]

rest.

[ho],

way we may continue

one of

and from the others

system of functions,
this

[ao]

except tvhen

easy

We

however, that also the partial systems of functions can be split up.

among

between o'[...o'n.

0,

into three or niore free quantities, is of no consequence for the following,

imagine

But

of this.

= [po"]-\-['po'],

That the functions of observations

40.

system which

[do], [po'] to the

between the w functions o\.


relations

sum

the

is

-\-anOn

+do,

0.

8*

60

As
[ao]

former,

the original observations, considered as functions of the transformed observations

[d^d],

we

must be mutually

find by

just as well as the latter are free functions of the

free,

mean

computing the squares of the

expresses the formal condition that

and the equation that

(o,)

two of the most remarkable properties

free of ot,

is

o,

errors X^

of the orthogonal substitutions:

"'

'

and

=
If all observations

is

i-^

mean

-^

(63)

(64)

sum

which gives

also

a more elegant

of the squares of the thus reduced observations

not changed by any (orthogonal) transformation into a complete set of free functions.

We

have

which, pursuant to the equations (63) and (64),

sums
is

r^

reduction

error,

the preceding equations, the

all

and functions are stated with their respective mean error as

unity, or are divided by their

form to

+---

is

easily

demonstrated by working out the

As

of the squares in the numerators on the left side of the equation.

identical, the same proposition holds good also,

o^...o and n

this equation

of the differences between

corresponding to them Vi...,

variables

arbitrarily selected

for instance,

corresponding differences between the values of the functions.

Also here

and of the

is

(66)

42.

the easiest

must

For the practical computation of a complete set of

way

to bring forward the functions of such a set

select a sufficient

number

taken into consideration.

The function
transformed

r^ and
,

set.

[ao\,

of functions

and

fix

free functions it will be

one by one.

the order

in

which

which

By multiplying

is

the

first in

the selected

this list, is

we
be

now, unchanged, taken into the

function by suitable

constants

subtracting the products from the remaining functions [6o] in the

Of these then the one which

into the transformed set.

to

For a moment we can imagine this order to be arbitrary.

according to 38, from each of these separate the addendum which


function.

In this case
these are

This function

is

is

is

list,

we

can,

free of the selected

founded on function Nr. 2 on the

multiplied in the

of the forin

list is

taken

same way and subtracted from

61
the

still

remaining functions, so that they give up the addenda which are free of both the
and so on. The following schedule shows the course of the operation

selected functions,
for the case

Fnnctions

4.

62
.

[bbk\-[ab^] [baX] [aaA]


:

=
=
[ccX]--[avA]-[caXy.[aaX]
=
[dcX]-[acX]-[daX]:[aaX]

[b'b'X],

[ftc-yi]

=
[cbXl -[ab/].[caX] [aa^
= [d'b'^,
[dbi]-~[abk]-[daJ\:[aaX]
:

[c'b'X],

[c'c'X]-[b'c'^

- [acX]

[baX\ : [aaJi]

[db'X\

- [6'c'yi] '[d'b'X]
[d'c>X]

[c'c'X],

[crf/i]-[ac?/l].[ca/i] :[aa>i]

the

sums

importance
X^[ao]

be seen, there

will

the products

of

as

they

= [aaA],

X^lb'o]

properly so

the

squares

[b'b'X],

i^[(f'o]

= [c"c"X],

to be carried out, in

ones. (Because

errors

JS

3''<'

degree.

squares

= [d"'d"'X]

for

each of

of

special

are

transformed functions,
[d"'d"'X].

is

known

and with

/(^(oi)

Ooi

VJo

1,

Sums

+0oj -flOg +O0, +0oj

0-110
1-210

0-1
1

i-J'o,

_4

3-3
6-4

12

17

35

35

35

12
35

"35

T
"Y

_1
7

FJ303-i#O3
3

"3

"35

12

17

35

3 6

12
36
1

36

'35

_1

i
5
1

Fj03-4J^03+fFJ03-iJ^03

be an

10

With symbols

we have then:

Coefficients

36^

to

transformation into free functions

such a way that the higher diiferences are selected before the lower

Function

"3

the

of the

and k^[d"'o]

The

"35
12
35
2

[c'd'X]

[b'b'X]

[d"d'X] : [c'V'i]

certainly, J* etc., possibly, represent equations of condition).

for the diiferences,

0,

of

computation

The function tabulated

of a table with equidistant arguments.

integral algebraic one, not exceeding the


is

mean

- [c"d"X]

of double

The sums

called.

the

[b'd'X]

[b'b'Ji]

of

[<^b'X\

Five equally good, unbound observations Oj, Oj, O3, o^,and O5 represent

Example.
values

are

[d'd'X\

a check by means

is

[bak] [aa?.]

[d'c'i],

[d"d"X]

As

[M/l]

=
[ddX]-[adX]-[daX]:[aaX] =
= [c"c"Xl [c'd'X]-[b'd'X]
= [d'd"X]
[b'b'^
= [d"c"X\, [d'd'X\-[b'd'^.[d'b'X]
= [d"d"X]

[b'b'A]

- [ad?.]

[b'c'Ji],

of the Products

63

The complete

of

set

observations

free

and

the

squares

of

mean

their

errors

are thus:

(0)=
(1)
(2)

o,

=
=

+ J^o,-^y*o,

Vjo,-iJ^o,+l(Vd^o,-U'o,)
J^o.^^J'o,

(3)=
(4)=

VJ^o.-U^o,
J^03

Through
be sufficient

for

this

= UOi + 02+0, + 0, + 0,),


= ,V(-2o^-o, + o, + 2o,),
= i(2o,~o^-2o,-~o, + 2o,),
= H-Oi + 2o2-2o,+05),
= Oi-4o,+6o3-4o, + o,

/,(0)
>i,(l)
;.,(2)

^,(3)
^.,(4)

and the preceding chapter we have got a basis which

computations with observations and, in a wider sense,

for

=
=
=
=
=

1
Jq
f
|

70

will generally

computations

with numerical values which are not given in exact form, but only by their laws of errors.

We

compute the law of errors for a given, linear function of reciobservations whose laws of presumptive errors we know.
By this we can

can, in the
free

procally

first

place,

solve all problems in

which there

more or

less

data,

problem.

When

exact

than

not given a greater number of observations, and other

of the

independent unknown values of the

reciprocally

means of the exact mathematics, have expressed


a function of the given observations, and when we have

we, in such cases, by the

unknown numbers

each of the

is

as

then we_ can,

succeeded in bringing these functions into a linear form,


the laws of errors for each of the

by

(35),

compute

unknown numbers.

Such a solution of a problem may be looked upon as a transformation, by which


in other ways given values are transformed into functions, each corre-

n observed or

to its particular value

sponding

It lies often

the solution of the problem

known

quantities, perhaps

unknowns

among

unknown

the independent,

values of the problem.

near thus to look upon the solution of a problem as a transformation,


is

not the end but only the means of determining other un-

many

of the problem.

when

Thus,

other,

which are

for instance,

all

explicit functions of the

we compute

independent

the 6 elements of the orbit of

a planet by the rectascensions and declinations corresponding to 3 times, not precisely as

our end, but in order thereby to be able to compute ephemerides of the future places of
the planet.
is

only

But while the

limited

validity

when we want

to

of this

determine

view
the

is

absolute

in

exact

mathematics,

presumptive laws of errors

it

Of sought

Only the mean values, sought


and with these the general linear

functions by the given laws of errors for the observations.


as well as given, can be treated just as exact quantities,

transformation of n given into u sought numbers,

with altogether n^ arbitrary constants,

remains valid, as also the employment of the found mean numbers as independent variables
in the

mean value
If

we want

of the explicit functions.


also correctly to determine the

mean

And

to

transformation than that into free functions.

if,

we may employ no other


extent, we may choose the

errors,

some

64
independent unknowns of the problem as we please, we

often

may

succeed in

carrying

unknown

through the treatment of a problem by transformation into free functions; for an

number may be chosen quite arbitrarily


unknowns looses, as a function of the

Altogether are \n[n-\-l) of the

But
free

w""

unknown can

get

an

factor.

arbitrary

mean

the

errors

for

matter how

the several unknowns, no

many

there

can be computed only in such a way that each of the sought numbers are directly

be,

expressed as a linear function of the observations.

laws of errors of the observations are not typical,


X-i

still

coefficients of these transformations arbitrary.

n"-

the problem does not admit of any solution through a transformation into

if

functions,

may

and each of the following

coefficients,

observations, only an arbitrary coefficient in com-

even the

the preceding one;

parison to

in all its

and the higher half-invariants

The same holds good


and we are

to

also

examine how

when the
it

with

is

in the laws of errors of the sought functions.

importance, nay a privileged position as the only legitimate proceeding,

Still greater

gets the transformation into a complete set of free functions in the over-determined problems,

which are rejected as self-contradictory in exact mathematics. When we have a collection


of observations whose number is greater than the number of the independent unknowns
of the

problem,

then the question will be to

standpoint of the observations.

We

determine laws of actual errors from the

must mediate between the observations that contradict

one another, in order to determine their mean numbers, and the discrepancies themselves

must be employed
repetitions,

to

determine their mean deviations,

the discrepancies conceal themselves behind

and require transformations


which, as the problem
the

instance,

Besides,

etc.

sum

is

of the

those of the

does not contribute,

for

All

detection.

their

But

angles

must come

of a

plane triangle,

of the problem,
forth by

we have not

to do with

the

changes of the circumstances

the

functions

over-determined, have theoretically

unknowns

as

of the

necessary

must be

selected

to the determination of

the transformation

observations

values ,
for

as

special

for

use.

which the theory

by which the problem

is

to

be solved.

As we

moment

shall see in the following chapters on

here that

we transform

with mutually free observations, and must not

formed functions

in

Adjustment,

into a system of free functions.

various ways must come

itself

it

becomes of essential

The transformation begins

introduce any bond, because the trans-

forth as observations

which determine laws

of actual errors.

X.

4.3.

ADJUSTMENT.

Pursuing the plan indicated

tion of laws of errors in

in

5 we

now

proceed to treat the determina-

some of the cases of observations made under varying

or different

65

But here we must be content with very small results. The


hardly ever be solved. The necessary equations must be taken from

circumstances.

essential

general problem will

the totality of the hypotheses or theories which express

say their half-invariants

of the

as functions of the varying or wholly different circumstances

Without great

observations.

the terms of each law of error

all

equations can be reduced considerably,

if

the multiplicity of these theoretical

however,

regret,

we suppose

all

the laws of errors to be exclusively

of the typical form.

For each observation we need then only two theoretical equations, one representing
its

presumptive mean value

the other the square of

ii(o,),

But the

tions of the essential circumstances.

other

unknown

mean

its

equations will

theoretical

as

error X^(Oi),

generally

func-

contain

the arbitrary constants of the theory, and these must be elimi-

quantities,

nated or determined together with the laws of errors.

The complexity

is

still

great enough

to require a further reduction.

We

must, preliminarily at

by theory, or at least their mutual

ratios,

solution by the indirect proceeding.

used in the
far

the weights.

mean
If

errors to be given directly

the

not,

we

word "criticism"

concerning the

Hypothetical assumptions

shall try to expose beside the several

But even

further

if

we

Moreover,

suppose
will

it

X,^ {Oi)

are

solutions,

confine our theoretical equations

the

using for brevity

the

and other operations connected with them.

for these

the presumptive

to

and the arbitrary unknown quantities of the theory, the solutions

we

problems require a

approximation and checked and corrected by special operations which, as

first

as possible,

events, suppose the

all

theoretical

be

to

equations

or

linear

means

^1(0,)

will only be possible if

reducible

generally be necessary to regard as exactly given

many

this

to

form.

quantities really

found by observation, on the supposition only that the corresponding mean errors will be
small enough to render such irregularity inoffensive.
In the solution of such
functions of observations

problems we must rely on the found propositions about

with exactly given

In the theoretical equations of

coefficients.

each problem sets of such functions will present themselves, some functions appearing as
given, others as required.
are,
for

now

The

observations,

the given observed values

among

instance,

the

unknown

0,,

now

independent variables of these functions,

as

means

the presumptive

quantities

required

for

the

^1(0,);

exact

the latter are,

satisfaction

of the

theoretical equations.

What

is

said here provisionally

about the problems that will be treated in the

following, can be illustrated by the simplest case

same observation, resulting


retical equations

the forms

==

(discussed above) of

in the observed values Oi, ... o.

If

we

repetitions of the

here write the theo-

without introducing any unnecessary unknown quantities, they will show

.^i(o,)

X^iot)

or,

generally,

/i,[a(o,

oj)].

But these equations are


9

66
evidently not sufficient for

determination of any

of the observed values into any function [a{0i

tion

functions being useful only to check

we

0t)],

these

which
-\-

differences Oi

ot

and by

o,

-\-

this

we

mean being equal

we thus

If

may

^(Oi

be

the

to

sum

the

of the observed values.

unbound observations,

oi

that two sorts of special cases

be solved immediately.

that

also

only

+ "),

mean

to the actual

first

It

theory

fully

...

it

o,

may

is

of

which

occur, in

be that the theoretical equations concern-

may

ing the observations leave some of the observations, for instance o^,

may

is

oj.)]

The only w* functions

as representatives.

consider a general series of

the greatest importance to notice

our problem

find the sought determination by


^l{Oi)

the presumptive

of the

values

must evidently be proportional

can be free of this partial system,


.

another

if

But we must remember what

by our criticism.

X.^ (Oj)

erroneous

ijnow about free functions: that the whole system of these functions [a(o,

a partial system, with

0,

which they only give

^i(Oi),

The sought common mean cannot be formed by the introduc-

found beforehand.

is

>i,(Oifc)

ttie

determines

certain

of

others

quite untouched;

the observations,

it

for

instance o.

In the former case, that


observation o,,

it

is

is

when none

of all the theories in any

way concern the

evident that the observed value o, must be approved unconditionally.

any mean value found by repetitions, but


stands quite isolated, it must be accepted as the mean A,(Oi) in its law of presumptive
errors, and the corresponding square of the mean error ?..^{0i) must then be taken,

Even though

this observation does not represent

unchanged, from the assumed investigations of the method of observation.


a quantity that
If, in the latter case, o is an observation which directly concerns
can be determined theoretically
then

it

must
the

is,

in

as such,

all

same way

further
X (o)

(for

instance the

quite superfluous

as

sum

of the angles of a rectilinear triangle),

long as the theory

computations be replaced by the theoretically given

must be replaced by

and then

maintained,

is

zero, as the square of

the

mean

and

value;

it

in

on

the

test

the

error

errorless theoretical value.

The only

possible

meaning of such superfluous observations must be

correctness of the theory for approbation

we

or

rejection

(a third

result

is

to

impossible

when

are dealing with any real theory or hypothesis), or to be used in the criticism.

In such a test

which we

it

must be assumed that the

will call u, is identical with the

for o, consequently, that

M =

/ii(o),

and

mean

theoretical value corresponding to

value in the law

of presumptive

the condition of an affirmative result

obtained from the square of the deviation, (o

m)2

in

o,

errors

must be

comparison with X^iOn).

The

67

equation
at

(o

m)'^

/ig

need not be exactly

(o)

but the approximation must

satisfied,

any rate be so close that we may expect to find ^2(^) coming out as the mean of

numerous observed values


44.

If

then

all

of (o

34.

Compare

u)^.

the observations o^ ... o

But generally

cases, the matter is simple enough.

under one or the other of these two

fall

the

observations

for the

by theoretical equations of condition which, separately, are insufficient


of the single ones.
in

Then the question

is

whether we can transform the

such a way that a clear separation between

can

the

will be

o,

connected

determination

series of observations

two opposite relations to the theory

made, so that some of the transformed functions of the observations, which must

be

be mutually free in order to be treated as unbound observations, become quite independent


while the

of the theory,

rest

are

dependent on

entirely

This can be done, and the

it.

computation with observations in consequence of these principles,

is

what we mean by

the word "adjustment".

For as every theory can be

fully expressed

by a certain number, n

m,

of theoretical

equations which give the exact values of the same number of mutually independent linear
functions, and as we are able, as we have seen, from every observation or linear function
of the observations, in one single way, to separate a function which
of these just

named

theoretically given functions,

system, represented by

functions, this system

is free

and independent

and which must thus enter into another

must include

all

those functions of the ob-

servations which are independent of the theory and cannot be determined by

it.

flach of the

thus mutually separated systems can be imagined to be represented, the theoretical system by

m,

the non -theoretical or empirical system by


all

represent

upon

observations and

all linear

mutually

functions of the same,

The two systems can be separated

in a single

way

tation of each partial system, by free functions, can occur in


It
its

is

due and the observations

retical system,

each with

the idea of the adjustment,

its

by means

theirs, in

and particularly the n

only,

unbound obser-

although the represen-

many ways.

of this

transformation,

to

give

the

such a way that every function of the theo-

free representatives of the

same, are exchanged,

theoretically given value, which, pursuant to the theory, is free of error.

the other hand, every function of the empiric system and, particularly,
tives

which together

and which may be looked

as a complete, transformed system of free functions, consequently as

vations.

theory

free functions,

remain unchanged as the observations determine them.

its

On

free representa-

Every general function of

the n observations \do\ and, particularly, the observations themselves are during the adjust-

ment

two univocally determined addenda: the theoretical function \d'o\ which


should have a fixed value D\ and the non-theoretical one \d"d]. The former \d'o\ is by
split

into

the adjustment changed into

D' and made

errorless, the latter is not

changed at

result of the adjustment, D'-\-\d"d\, is called the adjusted value of the function,

all.

The

and may

68
be indicated as

M,...M.

the adjusted

[du],

The forms

values

of the observations

themselves being written

of the functions are not broken, as the distributive


principle f{x-[-t/)

f{^)-\-f{y) liolds good of every homogeneous linear function.

The determination

mean

of laws

values

adjusted value

of errors

mean

the

is

of the

adjusted values

by repetitions.

is

analogous to

the formation of the

For theoretically determined functions the

value on the very law of presumptive errors; for the functions

we have the extreme opposite

that are free of the whole theory,

mean

limiting case,

values

represented by an isolated, single observation. In general the adjusted values \du\ are ana-

logous to actual

mean

values by a more or less numerous series of repetitions.


For while
==
X^[d"o\, we have X^idu]
X^{D')^ Li[d"u]
k.[d"o], consequently

X^(\do\)

smaller

than k^ {do].

X^\d'o}

The

mean

the weight of the


45.

By

ratio

-fj^

is

analogous to

number

the

of the repetitions or

value.

"criticism"

we mean the

the

trial of

or theoretical

hypothetical

made in the adjustment, with respect to the mean errors of


new
determinations
of the mean errors, analogous to the determinations
observations;
by the square of the mean deviations, n^, will, eventually also fall under this. The basis of
the criticism must be taken from a comparison of the observed and the
adjusted values,
suppositions, which have been

the

[du].

for instance the differences [do]

According

to the principle of

34 we must expect

the square of such a difference, on an average, to agree with the square of the correspon-

ding
X-i

mean

error,

X^ [du],
[do]

[du])

X^ ([do]

we

get
X^ ([do]

but

as

[du]) =

[do]

[du] =

X^ [do]

X,

[d'o]

[dti]

D,

and

X,i[d'o]

(68)

which, by way of parenthesis, shows that the observed and the adjusted values of the same
function or observation cannot in general be mutually

([do]-[du] )^

We

free.

ought then

to

have

^^^>

X^[do]-X^[du]
on the average; and
the

number

for

sum

of terms of this form

of the terms, nota bene,

if

we must

expect the

mean

to

approach

there are no bonds between the functions [rfo] [rfj<];

but in general such bonds will be present, produced

by

the adjustment or by the selec-

tion of the functions.


It is

no help

if

we

select the original

consequently form sums such as


(o

and unbound observations themselves, and

u)^

{X,(o)-XAu)y
for after the

adjustment and

free functions

to

the

system

its

such as Oi...o.

change of the mean

errors,

Only one single choice

of the mutually free functions which,

in

is

u^ ... u are

immediately

the

not generally

safe, viz., to stick

adjustment, have themselves

69
the

represented

the

observations:

theoreticallly given

And

both before and after the adjustment.

the

as

differences of the

functions identically vanish, the criticism must be based upon the

= A,.
[ao\
- B'Y
[6'm]

to the theoretically free functions

{[ao]-AY

2 [ao]

the

'

>lj

[6'o]

series,

put down

to be

ought

us the advantage that

mean

may

=2

for the

We

the latter,

-Ay

the adjustment,

ratios

is

0.

for

cit.

u^

are only

its

same

men-

M)'^

^-A")

no decided contradiction between putting down

only, while

U^

we can

^2 [du]

(o)

Xi

we

(0

m)'

by the diminution of the denomi-

(u)

get no certainty for


in

it.

these two

sums

call "scales", viz. scales for

More generally we

of squares, conse^

measuring the influence

call

the scale for the function [do].

(72)

[do]

function- or

The theory has then

the scale sinks to

theory

loc.

special set of

the right side in this expression with the above

^2 (m)

/?2

scale

the deviations of the several

(71)

(O

between the corresponding terms

X^ (M)

A^[du] =

concerning the free functions.

m^Vn m.

k,{0)
of the adjustment on the single observation

the

we can

consequently,

which we dare not approve on account of the bonds produced by

then there

quently

If

series,

we know, being such a

{[b'o]-B')^

nators, can get the value n; only

I, (o)

whole

k^ (M)

at the smaller value

The

according to

satisfied;

as the expected value of each

have consequently

we compare the sum on

^2 (o)

1,

base the criticism on

[b'b'X^-]

tioned

on

.v by giving the functions which are free of the theory the

values as the observations.

If

[ft'i'yij]

be compared to the observations like v^ ...v

distinguished from v^

([g o]

(70)

'

to be strictly

error

of the proposition (66)

we can

observations from their adjusted values,


values as

([b'o-\-Fl_

m^'\/2(n m).

put down the expected value as n


But now we can make use
offers

of which

term of the

free

last-mentioned

m terms corresponding

[aak^]

w
m.
must be expected to be
Of course we must not expect this equation

sum

which

of the series

([ao\-AY

/ij

the second equation (46) the square of the

It

= B'

.. [6'o]

(\b'o\

[aw]

>lj

Only of these we know that they are

determines by the observations.

the adjustment

and the

functions

lowest limit

has had no influence at

observation
entirely

all;

0,

we

has

its

greatest

possible

value,

decided the result of the adjustment.


get just the reverse k2[du]

the whole determination

is

/{^[do],

i.

viz.

1,

But

if

e.

the

based on the accidental

70

and

value of the observation,

observations in

for

this

we

case

jo

u)^

get

Even though the scale has a finite, but very small value it will be inadmissible to deWe understand now, therefore, the
1.
pend on the value of such a term becoming

sum

of the

superiority

M)2
{o

n as a bearer of the summary

We may
part

also very well,

of the criticism,

the

to

sum

of the squares

m,

criticism.

on principle, sharpen the demand

for

adjustment on
(0

whole sum of the squares

that not only the

so

approach the value n


several

L, {0)

AA)

1^2 {0)

(0

the squares

of

=
- M)

m)21

the

must

hip)
from

but also partial sums, extracted

the

same, or even

its

must approach certain values. Only, they are not to be added up as


So much
units, but must be sums of the scales of the corresponding terms,

terms,

numbers of

we may

trust to the

may

ciously applied,

The sum

sum

of the squares

/--^

that this principle,

be considered as fully justified.


(o

of the

squares

M)2

possesses

h [0]

an interesting property which

other authors have used as the basis of the adjustment, under the

The above sum

the least squares".

value that

'

when judi-

name

all

of "the method of

of the squares gets by the adjustment the least possible

can get for values v^

. . .

i?

which

satisfy the conditions of the theory.

X, {0)

The proposition
is

that

the

[c"o^^

(66) concerning the free functions


[c"m],

observations,

= \d"'u\

\d"'o']

consequently

for all the free functions

by

just

shows that the condition of

putting

for

this

minimum

which are determined by

each v the corresponding

adjusted

value u.

The carrying out

46.

form

in

which the theory

is

of adjustments depends of course to a high degree on the

The

given.

those of the
general

theoretical equations will generally include

unknown

observations and, beside these, some

equations, which we just want

form, however,

is

unpractical,

are

eliminated,

so

that

it

is

to

and may

determine through the adjustment.


also

some

number than
This

be transformed through the

easily

We

always go back to one or the other of


easy to handle: either, we assume that all the elements

usual mathematical processes of elimination.

two extreme forms which

quantities, elements, in smaller

the theory

is

given as above assumed by n

linear equations

of condition with theoretically given coefficients and values,

adjustment by correlates; or,


an equation for each observation, consequently no equations of condition
between several observations. This is easily attained by making the number of the elements

we manage
as large

the

to get

{^m)

name

as

may

of elements.

be necessary:

This

sort

we may

for instance give

of adjustment

is

called

some values

of observations

adjustment by elements.

We

71

two forms in the following chapters XI and XII,

shall discuss these

whose rules

correlates

when

deduce.

it is easiest to

we

In practice

the adjustment by

prefer adjustment by correlates

by elements when

nearly as large as n, adjustment

is

first

is

small.

XL ADJUSTMENT BY COREELATES.
We

47.

suppose we have ascertained that the whole theory

^ A, ...

= C,

is

expressed in the

where the adjusted values u of the n observations


are the only unknown quantities; we prefer in doubtful cases to have too many equations

equations

[au]

[cu']

rather than too few, and occasionally a supernumerary equation to check the computation.

The

first

thing the adjustment by correlates then requires

made

corresponding to these equations, are

Let

[ao].,

by

this operation,

by

the

indicate the n

.. \c"o\

and

the adjustment

system of free

this
free

mutually free functions which we have got

[d"'o],

[^"o]

It is finally

according to (62), the

and according

(compare also (63))

accomplished by transforming back from

For this inverse transformation,

equations are:

= ^^^

hioi)

representatives of the empiric

then principally made by introducing the theoretical values

is

functions.

modified functions to the adjusted observations.

to (35)

that the functions \ao\ ... [coj,

is

one another by the schedule in 42.

beside these, imagine the system of free functions completed

let us,

other arbitrarily selected functions

functions;
into

free of

[ao]

>i,

+ ^jJ^ x,[g''o^]

(74)

dr

c"'

.^

gf

\,,,

As
we

the adjustment influences only the

have, because [au]

{n ^ ^ +
-

and

= A,

[c"u]

= C",

r"

+ ,,

w*

first

and Xil^u]

terms of each of these equations,

= ... = l^ \c"u\ =

il'"

C"

+ Y:J^,'r~^ \d"'o\ +

Q"

0,
1

[g'of.X^io,)

(75)

72
Consequently

[ao\-A

\c"o]-C"\

and

^.(o.)-^.(.)

Thus

for the

+ "- + [o-?Q7j) =

^:Nl[aai;]

computation of

all

the

observations,

each of these,

we need but use


in

coefficients

(78)

the diiferences between the observed and adjusted values

mean

of the several observations and the squares of their

the whole adjustment,

^^(''-")-

the

for

and the mean errors of the several

the values

theoretically

and thereby indirectly

errors,

given

and the two values of

functions,

namely, the theoretical value, and the value which the observations would

give them.

The

factors in the expression for

_
^"~"

o,-

<,,

m]~A

_
-

^'"

[c>'o]-C"

[aaX.y
which are common
its

The

name.

way

to all the observations, are called correlates,

and have given the method

improved values of the observations are computed in the easiest

adjusted,

by the formula
M.

By

sum

0.

X, (Oi){aiKa

+ c7K,n}.

(79)

writing the equation (78)

and summing up
the

'

[c"c"A,\

for all values of i

from

1 to n,

we demonstrate the

proposition concerning

of the scales discussed in the preceding chapter, viz.

_;,()
X,(o)

48.

respect

to

It

deserves to

the symbol

/ig.

all these equations are homogeneous with


makes no change at all in the results of the
the scales, if our assumed knowledge of the mean errors

be noticed that

Therefore

adjustment or the computation of

in the several observations has failed


if

only

the proportionality

is

by a wrong estimate of the unity of the mean errors,

preserved;

relative weights of the observations.

equations of the criticism

it

we can

adjust

The homogeneousness

correctly
is

if

we know

not broken

till

only the

we reach the

73

{[ao]-A)^

+ ([c"o]-C")^
(82)

_
It

the

h{o)

that

follows

[o-iif
L

correctness

\{aKa

c"K,..)HM^

= n-m \/2{n-m)

in this form, the

criticism
of the

hypothetical

the series of observations

is

unity

The

has originally been quite unknown.

"summary criticism", can only be used to try


mean errors, or to determine this if it

of the

special criticism, on the other hand,

can,

where

divided into groups, give fuller information through the sums

of squares

2^^^ =^(l-f;4),
taken

errors for

We

each group.

for

may,

for instance, test or

(83)

determine the unities of the mean

one group by means of observations of angles,

for

another

by measurements of

distances, etc.

The
ought
to

criticism

to be small,

has

also

other

means

at its disposal.

whose mean

particularly those

Thus the

differences (0

errors have been small,

u)

and they ought

change their signs in such a way that approximately


(84)

k^

(o.)

such series of observations as are

for natural or accidentally selected groups, especially for

nearly repetitions, the essential circumstances having varied very


If,

essential

little.

ultimately, the observations can be arranged systematically, either according to

circumstances or to such as are considered inessential, we must expect frequent

n.

and irregular changes of the signs of

If not,

we

are to suspect the observations of

systematical errors, the theory proving to be insufficient.


49.

It will

not be superfluous

to

what has been said

present in

the

form of a schedule of the

working out of the free


functions. We suppose then that, among 4 unbound observations o,, 0^, O3, and o^, with
the squares on their mean errors -^2(01)1 '<2(''2)i ^ii'^s)^ ^^^ ^A"^*)^ there exist relations
adjustment by correlates

here,

also as to the

which can be expressed by the three theoretical equations

The schedule

a^u^

-\-

a^u^

^^i'"'3

"=
^4**4

-S

a,M,

-|-

\hu\

=
=

6j,

+ 62M2 +

\cu'\

== C.
r-iM, +C.^M2 +C3?/a +C.^U^

\au\

is

a^ii^

-\-

then as follows:
10

74
The given

A
0,

/},(,

Free functions

a,

ir

c'

K
K
0,

^AOt)

0,-M,

M,

;,(o,-M,)

[60]

^2(0,)

c'

[co]

\h'o\

=3

[c"o]

[c'o]

[b'b'k]

ib'c'X]

[caX\ [cbX] [ccX\

[C'6'yi]

[C'c'/i]

[caX\

K,

\b'o]

[c'6'yi]

By

\_c'b'X\

[aaX]

{b'b'X\

A
[ao]

[6'o]-g

[aaX]

ib'b'k]

[c'c'K]

the adjustment properly so called

Ui

summary
KliaaX^-]

= C,

C'-r'B

e'{

c'i-r'b'i

[c'o]-r'[6'o]

[c"o]

{ccX\-r\ca^

[c"c"X]

[c'c:x\-rVh'x\

we compute

n%

-\-c'iKci<)Xi{o,)

c"^

i/n

+ K\,

[b'b'k^-\

+ ifV-

we ought

[c'-c'-yi^]

LM

3l/6.

A, \hu\
B, and
compute [r^]
and
it
is
useful
to
Moreover
m,, m^, m^,
u^.

further to

with the values we have found for

add a superfluous

C"

criticism

In order to get a check

[cm]

of:

== {aiKa^b'iKt,
I

for the

[cVX]

c'i

\c.bX\-p\caX]

for proof

and summary criticism

C = C-rA
= d yai
= [c6] Y \a6\
Ydo\

= B-^A
= bi^Ui
= [H-/?M
=

Sum

[c"o]-C"
Kc" ==

computed by means

Oi

and

[c"c">i]

'

free functions are

b'i

{o,-uy:X,{o,)

"

'

[aa^]

B'

as proof.

Criticism

[baX] [bbJi] [bcX]

= [baX\

The

1-;,{m,)

c'

[aaX\ [abX\ [acX\

Con-elates

>!,(m,)

4
[ao]

/?

Scales

Adjusted values

C"

theoretical equation, for instance [(a-{-b-{-c)u\

= A-\-B-\-C,

through the

75
computation of the

free

which

functions,

correct

is

such a superfluity leads to

if

only

identical results.

50.

It

is

deficiency in the adjustment by correlates

that

employed as an intermediate link in a computation that goes beyond


as

good

The method

it.

We

the criticism on the same, but no farther.

are often in

want

the adjusted values

of

with determinations of the mean errors of certain functions of the observations;

must be made

such problems the adjustment by correlates

solve

to

The simplest course

is,

after

think, immediately

is

and

the determination of the adjusted values of the several observations

as

far

cannot well be

it

in order

in a modified form.

drawing up the theoretical equations of

condition to annex the whole series of the functions that are to be examined, for instance
.

[rfo],

. .

so

and include them in the computation of the

[eo],

must take

order

the

that

theoretical

the

of

the

functions;

The functions

finished.

necessary to

mention

mean

And

error.

In doing so we

free functions.

not to mix up the theoretically and the empirically determined functions,

care

[d"'o],

it

must

operation

.
|

e^o]

unconditionally

made

not

are

others

free

the

give

which are separated from these

the

precedence to

the treatment of these

till

it

is

is

quite

scarcely

remain unchanged by the adjustment both in value and in

at last the adjusted functions [du],

B\

are determined as linear functions of A,

C",

.[eu], by retrograde transformation,"

[d"'o],

[e^o].

Example 1. In a plane triangle each angle has been measured several times, all
measurements being made according to the same method, bondfree and with the same
(unknown) mean error:
for

angle

has been found 70

jd

1)

A
C

The adjusted values

measurement

<>

ti

50

.1

60

0'

5" as the

2.

(Comp. example

of

6 measurements

"

10

2"

..

15

the angles are then 70, 50, and 60,

for

and

0-5, 0-3,

the

*'

mean

error for single

0-2.

Five equidistant tabular values,

42.)

12, 19, 29,

have been obtained by taking approximate round values from an exact table, from

which reason their mean errors are


successive hypotheses that

all

dilierence is exactly

be used for
schedule,
first

all

the

\/-^.

The adjustment

the table belongs to a function

and the hypothesis of the second degree

two

mean number

V/SOO == 17"3, the scales

Example
41, 55,

t)

0'

is

of the

2, in the following schedule

term

corresponds to

the

first

performed under the


2^,

and

1"'

degree,

by the special hypothesis that the

varied

marked

four modifications of the problem, so that in


first

is
3"",

2''

The same schedule may


(or).
the sums to the right in the

modification

only,

and the sum of the

terms to the second modification:


10*

76
^2(0)

12
19

29
41

55

12
1

1
1

12
1

12
1
1

J*

77

The deviations

are evidently too large {o

is

1'4,

+2'4,

due to the use of round numbers; the sum of the squares

to be

220-8 instead of 3

is

2-2, 1-0, +2-2)

also

1/6,

consequently, no doubt, an over-adjustment.

The
for

M,

and

nowhere reach

-m

29-2

19-4

-0-4, -0-2,

0-4,

and may consequently be due

a,

the squares

4-8 instead of
well.

very

agrees

(3-4)2, (4.4)2^

(5.4)2^

Example

(6-4)2,

^nd

constant

Indeed,

41-0

11-8

9-8

7-8

deviations o

also

T^'

and J*

0,

2,

gives

differences:

its

11-6

The

J^=0,

special adjustment of the second degree,

13-8

0-0,

to

+0-2

the use of round

subtraction

from

of 0*04

from which the example

(7-4)^,

numbers; the sum of

_
3 1/6

Between 4 points on a straight

3.

54-8

line the

would lead

m,

to

taken.

is

6 distances

"si
are measured with equal exactness without bonds.

we

notice that every scale

millimeter

scale,

which

is

|.

It

is

recommended

after

displaced

By adjustment we

the

work the example by a

actually to

measurement

of

find for instance

each distance in order to

avoid bonds.

XII.
51.
correlates

most frequent
for

by

Though

as well

as

cases,

ADJUSTMENT BY ELEMENTS.

every

problem

by elements,

in

adjustment

be

may

the difficulty in so doing

is

solved

where the number of equations of condition

adjustment by elements, and this

is

therefore

employed

in

both ways, by

often very different.


is

The

large, are best suited

far oftener

than adjustment

correlates.

The adjustment by elements


tion is represented by one equation
linear functions of

unknown

requires the theory in such a form that each observa-

which expresses the mean value

values, the ''elements", x, y,

z:

/i

(o)

explicitely

as

78

^liOi)

P,x-\-q^y-\-

... -{-r^z
(85)

where

the

p, q, ...

are

theoretically

observations

All

given.

are

supposed

to

be

unbound.

The problem

is

then

first

to

determine

the

adjusted

values

which each of these equations (85) which we


observations", gives the adjusted value u of the observation.

X,

tj,

...

z,

after

Constantly assuming that ^^(0)

is

known

system (85) deduce the following normal equations:


pkx{0)
.

h{o)

for

of

these

elements

call '^equations

for the

each observation, we can from the

79

(X

everywhere used

we

add,

but

for /is(o));

if

we multiply

get

\(hp-\-kq-\-

these again respectively by

lry'

/*,

k,

and

0,

^Ao)
that

is

hpi
so

the normal

that not only

consequently,

But

A^2,

4-

Irt

equations, but the very equations

be written with

all

m1

or a smaller

number

for the observations can,

of elements.

the system of functions represented by the normal equations

further,

The

is

free

we can

get by eliminating the

elements x, y, ... z from the equations of the observations (85).

But elimination of an

of every one of the conditions of the theory.

element, say for instance x,

leads to

the

latter

functions

p,ii,(Oi)

jOiA,(o,),

and among the

must be found the functions from which not only x but


eliminated, and consequently the conditional equations of the

linear functions of these

elements are

other

But

it

is

all

the

theory.

easily seen that the functions

and

PiXi{ot)pkX,(Oi)

^,{0)

The

are mutually free.


cularly

latter is the left

aimed at the element x;

coefficient of

element;

it

it

is

hand

side of the normal equation

has thus been proved to be free of

therefore in the adjustment be

we have been

is

parti-

formed by multiplying the equations (85) by the

PP

and has the sum of the squares

in each,

which

all

as

the

coefficient

of this

the conditions of the theory, and must

computed by the directly observed values, for which reason

able in the equations (86) to rewrite the function

po

as

In the same

^Ao)

way we prove that

the other normal

all

the elimination from (85) of

its

equations are free of the theory, each through

particularly prominent element.

While, in the adjustment

by correlates, we exclusively made use of the equations and functions of the theory, we
put
cally

all

these aside in the adjustment by elements, in order to work only with the empiri-

determined functions which the normal equations represent.

The

of the elements

coefficients

normal equations

in the

The

it is

the diagonal line,

in

element to which the equation particularly

whose equation

is
it

the

it

will

be seen,
for

easy to state.

coefficients

each of them

as

and each of them has a significance

arranged in a remarkably symmetrical manner,


the problem which

are,

square

occurs.

of the

We

have

mean

which are respectively multiplied

refers,

error

are as

sums

for that

l,{o)

the

of squares all positive,

and

function of the observations in

for instance

P.

by

= h po
J

80

The
qp

in

ys

equation.

coefficients outside the diagonal line are identical in pairs, the coefficient of x,

particular equation,

They show immediately

to be mutually free;

if

we must have
52.

these

sums

special

is

for

the same as the coefficient of y,

if

If

now

in

a;'s

some of the functions

instance x's

pq

^Ao)

function

should happen
is

to be free of

ys

function

0.

the elements have been selected in such a convenient

of the products vanish,

particular

way

that

and the normal equations consequently appear

all

in the

form

pp

(87)

81

in

many

first

special cases radical changes can lead to very beautiful solutions (see 62).

thing, however,

is

that the elements are eliminated one by one,

way

computation of them

method which may

to secure a

is

in such a

be selected

is

prepared,

and moreover, constantly,

in

and

this

The
must

so that the later

such a way that freedom

attained.

This can,

we commence

if

x
and which

viz.

PP

remembered that we are not allowed

X can then be

k^{^)

for the

the other

'

(90)

computation of x,

normal equations; but

to multiply the latter by any factor.

it

must be

The equation

x-\-fy-{-

..

-\-(oz

PP
(91)

PP
X

The functions

in the other equations

(q-<pp)6

(rcDp)
X

po
become, by this means, not only independent of x but also free of

or of $,

p_

q^ -jpp

The equations which


same

multiplied

X vanishes when the

that

is

written

f
where

po

subtracted from

products are respectively

particularly refers to x.

+ pr
T

y+

put aside to be used later on

will be

by such factors,

instance by eliminating the element x, be attained

for

The normal equation which

in the following way.

for

be always applied;

in

hko)

pq
X

PP

0,

etc.

a double sense have been freed from

characteristic functional form as the

normal equations had.

for

If

x, get exactly the

we

write

(92)

30 that the equations for the observations

ftf+5.'y+
we not only

get,

as

we

Wo]
X

see at once,

become

.+r\z =

u.,

82
but also

83

With

the equations

elements

these

the adjusted

for

become

and

+ rrc =
pp

we want

tions of

several

observations

(99)

M,.

errors
q'q'

+1^

p,'
If

mean

for the squares of their

of the

values

+ .---+rf

(100)

^2(M,)-

compute adjusted values and mean errors for the original elements or functhe same, the means of so doing is given by the equations of transformation
to

+ fy-\-

or by (90), the first equation (95)

and the

only the original elements

...

x, y,

+(oz

4-

in

(o'z

being identical with (101).

last of (98),

For not

z are easily computed by these, but also the coef-

ficients in the inverse transformation

=
=

a;

y
z

Now,
operations

and

we

if

is

get an expression for

mean

X^(F)
for

of

9i

54.

In

that

5',

we

the theory

the

summary
sum

(102)

...

/,

then by obvious numerical

get

we want

6'^

the
the

^It fPi^

qq

c^^

computation of
equations

^^(m,) for

= *Pi

r"

which

is

observations,

computing

their

^i

<-'?;;

of

the adjustment by

elements we must not overlook the

minimum sum

of squares for the benefit of

criticism as well as for checking our computation.

(0-

many

of observations,

r" are quite superfluous for the coefficients of (95).

proposition concerning the computation of the

the

...+ ^C

it,

transforming

coefficients by (92), or

we remember

error

4-7-C

c.

a^

special criticism

we may take advantage

but

,+

a given linear function of x,

for the square of its

If

...

f+3j-)-

to

approach the value

only the "elements, without being obliged to

know

n m,,

We

are able to

compute

as

soon as we have found

the adjusted

values for the separate


11*

84

And

observations.

ment, but

for

this

any values whatever of the elements.

formed elements,

f,

must be computed by

From

this

we

computation can be performed, not only

...

jy,,

for the observations

get

61-2

^Ao)\

we here

The values

(99)

{o-vf

If

Ci-

substitue for

i-r-

for

q'O
'?!

the legitimate adjust-

It is easiest to

show

this for trans-

corresponding to these

85
for the several

formed values of the coefficients in the equations

The sums

always be dispensed with.

may

observations,

nearly

and the sums of the products.

of the squares,
/i

must be transformed; but they

Mj

transformed

the

first

of

by their help we find values and mean errors

transformations, and

the

r'.

indirectly

also

the computation

for

Only

r^.

q'.

we cannot escape

criticism,

special

but

ones,

the

The adjusted values

ones.

original

for the elements,

the observations can, consequently, also be computed without any knowledge

M of

are in themselves sufficient for the determination of

the

of

^^ (m.)

considerable

often

^2 (")

consequently for a

work which

is

necessary

for

the purpose.

For the summary criticism by

we have

dispense with

seen,

We

of the elements.

the case
is

= n m^V2{nm),

]{ot
hio)

0,-,

Mi,

minimum sum

computed much more sharply, and always with much greater


and /^.^(o), than by the formulae (105), (106), and (107).

Add
scales

but that the very deviations

0,

m,,

when they

when

of squares

certainty, directly

on

to this, that the special criticism does not exclusively rest


"

means

ought, however, to restrict the work of adjustment so far only,

generally

by

even, as

the after-computation of the several observations by

either very difficult or of slight importance, for this

is

we can

/i^

(m,)

and the

are arranged according

/j (0)
to the

the

more

or less essential

Systematical errors, especially inaccuracies

criticism.

theories,

errors;

will

2"

know, even be used


56.

havn 1879, and


the

of signs, will

frequent changes

form of a

multiplied

Crelle's

series

which)

errors

Journal

how we ought

vol. 94),

factor,

i.

an

or

to try to

and

e.

J. P.

may, we

where the theory gives the observations in


(infinite)

number

of terms, each term being

adjustment

gets the special task of indicating

by

how many

Formula (107)

this.

= m^ l/2(w w).
J

errors

Gram, Udjevningsraekker, Kjaben-

ro

h (0)

mere absence of

improve the defective theory.

element, and where consequently

the criticism

means of doing

(o-u)
[

hypotheses

which might remain hidden by the check

terms of the series we are to include in the adjustment.

nishes us with the

in

and such progression in the

with an indeterminate

elements must be employed,


(or

defects

some circumstance,

adjustment (compare Dr.

unknown

by an

as a function of

disclose

ill

to indicate

series of

By

or

themselves in the surest and easiest way by the progression of the

betray

regular variation in

according to

circumstances of the observations, are even a main point in

fur-

For the

terms in the

series,

which

here indicated by

is

an element, consequently to one of the terms of the

we take
unity;
all

into

this,

series of

adjustment.

consequently, becomes more favourable

<

the terms for which

If

1.

we

retain

out

terms for which

ro

>

we make

if

by about a

we

leave out

any terms which essentially

under this rule, the adjustment becomes an under-adjustment;


leave

For each term

equation of criticism is diminished

the right side of the

the result of the criticism,

correspond, each of them, to

2",

if,

fall

on the other hand, we

ourselves

guilty

of

an over-

upon

as

mutually

adjustment.

Example 1. The five-place logarithms in


unbound observations for which the mean error

The

place.

"observations",

table

is

are

constantly

looked
l/J^

of the fifth

log 795, log 796, log 797, log 798, log 799,

decimal

log 800, log 801,

log 802, log 803, log 804, and log 805, are to be adjusted as an integral function of the

second degree

log (800 -^t)

x'-{- y't

we

In order to reckon with small integral numbers,

2-90309

+ 0-00054

t,

zt^.

-\-

subtract before the adjustment

both from the observations and from the formulae.

Taking 0-00001 as

our unity, we have then the equations for the observations:

2 =
2 =
=
=
=
1
1

=
=
1

1
1

From

this

we

get

36

420

=
=

540=
is

by + 2bz

4y-{-16z
x 3/4- 9z
X 2y
iz
x

-{-

a;

1/+

'^z

a;

x-{-\y+ \z

= x-^2y-\= + 3y+
a;

=: X -^

iy

-\-

4z

9z
I6z

= + 5y + 252.
a:

156, and the normal equations

The element y

132a;

0y+

0a;+1320y+
1320a;

0/

1320^

Oz
23496s.

consequently immediately free of x and z, but the latter must be

made

87
free of
it

one another, which

from the third.

is

done by multiplying the

The transformation

substituted for x, and

we have

first

equation by 10 and subtracting

into free functions then only requires $

= x -j-lOz

88

Both the checks agree: the sum of squares


of the scales

11

is

12

is

x 0-7836 =

sum

9-40, and the

3.

ought to be noticed that the adjustment gives very accurate results throughout
with the exception of the beginning and the end. The
greater part of the interval,
It

the

exactness, however,

is

2.

Example
is

supposed

Co-|-Ci cos

r+s,

theory, consequently, has the form

The

to be the object of observation.


o

We

not greatest in the middle, but near the 1" and the 3'* quarter.
finite, periodic function of one single essential circumstance, an angle F,

sin F-j-Cj cos

2F+ s^sin 2F+

assume that there are n unbound, equally exact observations

whose

Show

difference is constant

and

-,
n

F=

for instance for

0,

for

a series of values of F,

60M20M80, 240, 300.

that the normal equations are here originally free, and that they admit of an exceedingly

simple computation of each isolated term of the periodic series.


Example 3. Determine the abscissae for 4 points on a straight line whose mutual
distances are measured equally exactly, and are unbound.

Example

and 60).
Example 4. Three unbound observations must, according
3,

elements, so that

=
=

0,
0,

The

jcS

Aj(o,)

xy,

,^5,(05,)

most simply by the

of both elements, the

known a

for

common method

2'"'

degree,

we

o.,

where the middle equation has

a2) + 26(02 6) =
ab) + 26(03 =
2a(o^
2^

+
,

.,

approximate values

= +

2af
6f

+ ^'y

2h7j,

(4a''

6'^)

rj,

be produced

= +

double weight.

2a(o,

consequently not free of

may

get the equations of the observations:

ah =
O2
h^ =

still

This

of presupposing

We

o^a^

is

1
-1

b for y, and considering the corrections f and; tj


^
a
therefore put a;
f < ^"^^ 2/
'J-

x and

be the elements of the adjustment.

Rejecting terms of the

=
=

depend on two

to theory,

the linear form.


theory, therefore, does not give us equations of

in several ways,

to

(Cmp. Adjustment by Correlates,

The normal equations

+ 2i)f+2a6)y
2ah f + (46 + 2a2)

jy

are:

but we find

62(52o

2a.6os

+ a2o8)

,
'

(Svfppa^{b^o,2abo^^aHs)

''2(^)

+ 26^
4(a2 +
a'

62)2

,,

2a

+ i

89
For the adjusted value u^ of the middle observation we have
(a^
If

+ fe^M, =

ab^o,+{a'-{-b*)o,+a'^bo,,

we had transformed the elements (comp.


f =
jy

^,{u,)

i-

^^J^-

62) by putting

aC ^0

='b^-\-au,

or

we should have obtained

free

i(i

+ + o,

normal equations

+ 2a60j + 6*03) 2(a2 + 62)2 _


=
2( a6o, + (a2_62)o2 + aJo3)

i{a^J^b^)^i:

2(a2oi

If

we had placed

squares as a

The conditions

of

minimum

5,1/

^ -^j^ =
rfmin

The

a and b

immediately that

(o,-a^)(o,-b^)
OjOg
Still better is

it

to

0^ =

introduce
{o^

s^

b^o^

is

not very

a^-\-b'^,

difficult.

We

see for instance

a^o.^.

s^)a-\-o,J) =

('-H^)
must then be

A
0.

by which the equations become

0,

s*-sHo,-^o,)-\-o,o,-ol

s^

of

{0,-abf

consequently,

two values of

sum

j.\ /.

2abo.^-{-

o^a-\-(o3s^)b

If the errors in 0,, 0^,

of the

== min.

i,ow =
ab)a->r(o.^b')b
7\

{o^

solution with respect to

or

principle

are:

d min

b'')^u.

might have been founded on

- )2 + 2 (02 - ab)^ + (03 - *")'

(0,

absolute confidence in the adjusting

a solution

minimum,

2(a''

=('-i^)+";-

and O3 are not

large, o^o.^

0-^

must be small; one of the

small, the other nearly equal to Oi-^-o.^; only the latter can

be used.
12

90
Further,

91

which give the simple

21ogx

results

logo.

^,(logx)

(^,3^j log-^

^^.(J^^.).

This solution agrees only approximately with the preceding one.


for a

for

moment

that, in this

way, we might do without the supposition of approximate values

the elements, but this

from

far

is

the

repeat

^b
y

it

is

are small in proportion to

o,-

errors

and

/,

agree,

and we must

get the theoretically

necessary, but not a sufficient condition, that x

only

mean

of the

squares

as also

Unless the exactness of the observations

small.

are

errors of

then

the

till

adjustment

And

For the sake of the weights we

being the case.

must, with the same care, demand that a and x,

values.

might seem

It

o,

is

correct

also so great that the

and

mean

the laws of errors of the logarithms cannot

itself,

be considered typical at the same time as those of the observations themselves.

=2,

the radius

y^

/,

of four

^ 20,

and without bonds: Xj

errors

and x^

The co-ordinates

5.

Example

mean

because
obtain

we cannot use the common form

+ {y-b)' =

of the observations

Xi

-\-

the equations are not linear


of the

of

elements,

we

Ayi
These equations

know

^a

1'^!

for

yt

first

we must

each point, writing for instance


b

-\-

r sin

we must work by

which the

In order to

adjustment by elements,

F,-

successive corrections

A a, A

approximate system can be obtained

For the theoretical corrections

Axt

and

Ayt

6,

by

of the

= A a Ar
= A6 +A

cos Vi

-{-

>

sin

F,-

A Vi
+A
F.-

for the observations lead us to

r sin

F,-

r cos

F,-.

a system of seven normal equations.

makes

it

possible

for

us immediately to discover

the artifice.

that every transformation of equally well observed rectangular co-ordinates results

in free functions.

The

radial

and the tangential corrections

A Xi cos Vi A yt sin
A Xi sin Vi A cos
-\-

and

3,

the "method of partial elimination" ( 61) these are not difficult to solve, but here the

simplicity of the problem

We

get by differentiation of the above equations

Axi

By

x^

r\

necessary for

r cos F,

ordinary computation from 3 points.


co-ordinates

= 18;

y^

of the equations

add a supplementary element, or parameter, F,

Ar, AF,

x^^ 16,

embraces more than one observed quantity besides the elements.

the separation

As

a circle are observed with equal

in

In the adjustment for the co-ordinates a and b of the centre and

4.

(x-a)^
it

points

= 10;
y.

y,-

F,-

F,-

=A
=A

w,-

<<

12*

92
can,

quantities,

mean

here be taken directly for the

consequently,

values

of corrections of observed

and as only the four equations

= A a sin A 6 cos F, A Fj

<,

contain the four corrections

F,-

F,

of the parameters, they can be legitimately reserved for

the successive corrections of the elements.

In this way

A i = A a cos F,+ A i sin F^ + A r


with equal mean errors,

^.^in)

k^i^)

k^iiy),

are the "equations for the observations"

of this adjustment, and give the three normal equations:

In

+ Ab [cos F sin F] + A r [cos F]

= A a [cos F sin F] + A 6 [sin^ F]


= A a [cos F]
Ab [sin F]

the

case

fourth point
6 = 10;

= A a [cos^ F]

[A n cos F]
[A n sin F]
[Aw]

lie

+ A r [sin F]

+Ar

-\-

special

on the

under consideration, we

circle

with r

= 10,

easily see

that the

4.

first,

second, and

whose centre has the co-ordinates a

= 10

and

the parameters are consequently:

Fi

00'0,

F^

537'8,

Fg

F,=

and

1350'0,

21652'2.

= 2'9290 and y3 = 17-0710,


A = and A 3 = 0-1005;

For the third point the computed co-ordinates are: X3

= +0-0710 and A^g = 0-0710,


= and A = The "equations the
differences A
= 0-0000
1-0000 A a + 0-0000 A 6 + 1-0000 A
0-0000
0-6000 A a + 0-8000 A 6 + 1-0000 A r =
0-7071 A a + 0-7071 A 6 + 1-0000 A r = 0-1005
0-8000 A a 0-6000 A & + -0000 A r = 0-0000.
A

consequently,
all

other

0,

<3

a;3

for

0.

yt

a;,-

observations" are

The normal equations

are:

For cliecking

2-5000 A o + 0-4600 A +
A = + 0-0710
0-4600 A a + 1-5000 A 6 + 0-9071 A r = 0-0710
= 0-0929 A a + 0-9071 A 6 + 4-0000 A r = 0-1005.
6

E
By

Ar

elimination of

we

0-0929

get

A a + 0-4390 A 6
B = 0-4390 A a + 1-2943 A 6
eliminating A b
A = +2-3490 A a

+ 0-0733
= 0-0482
==

2-4978

and by

From

jK,

B, and

Aa
The checks

+0-0896.

we compute

+0-0381

A6

0-0501,

and

Ar =

0-01465.

are found by substitution of these in the several equations.

The 4 equations

93

Aw,:

for the observations give the following adjusted values of

= +0-0234, A M2 = 0-0319, A ^3= 0-0770, and


u)
=
of squares
consequently
(here

Aw,

Ami
the

(o

sum

(8

=
For

this,

(0-0234)2

is

7)/} 2)

+ (0-0235)^ + (O-OISI)^ =

(0-0319)2

= 00151;

0-00235.

by the equation (108), we get

0-01010

0-00271 0-00356 0-00147 =

0-00236

as the final check of the adjustment.

The 4 equations

AF,

for

AF5,

-4-17'2,

give us

tt

AF3

+20'8,

Thus, by addition of the found corrections

F,

we have

the

017'2,

F,

5328'6,

whole system of elements

definitive values.

In both cases

Ax
0-0232

+0-0191

+0-0166
0-0123

The sum

F3

9-9499,

and

V,

approximation,

21630'6,

+0-0002

+0-0002

+0-0257
0-0166

+0-0320
0-0234

0-0001

0-0090

+0-0152

comp.,

0-0000.
agrees with the above value,

hypothesis

may have been

approximation by means of our

will try the next

are:

0-0000

+ (A y)^] = 0-00236,
first

values of the co-

At

0-0232

this

they are not the

if

differences, obs.

An

Ay

of the squares, [(Aa;)2

who

13457'1,

the next

for

which indicates that the approximation of


Indeed, the students

10-0381,

the approximate values,

formidw, the resulting

to

= 21'6.

AF,

we must compute by them the adjusted

ordinates, according to the exact


Point

9-98535,

-2'9, and

sufficient.

final differences,

will, in this case, find only small corrections.

From

the equations A, B, and R, which express the free elements by the original

bound elements,

A a, Ab, Ar,

we

easily

compute the equations

for the inverse

trans-

formation:

A a = 0-4257 A
A6 = 0-1444 -^ + 0-7726- B
A r = 0-0228 A 0-1752 B + 0-25

By

these,

any function of the elements

function of the free functions A, B, and

for

E.

a given parameter can be expressed as a linear

R; and by

yi^C^)

= 2-3490

>i

5,

X^(B)

= l-2di?, X^,

94
and ^2

(J?)

= 4^2,

the co-ordinates

X^(x)
'i2(y)

the

mean

x and y

Thus the squares

error is easily found.

of the

mean

errors of

are

= {2-3490 0-4257 + 0-0228 cos F)" + 1-2943 (-0-1752 cos F)


+4(0-25 cos Vf}l^
= {2-3490( 0-1444 + 0-0228sinF)'' + l-2943( 0-7726 0-1752 sin F)" +4(0-25 sin
here very
Only the value k^ = 0-00236, found by the summary criticism,
(

F)''}>i2

is

uncertain.

SPECIAL AUXILIARY METHODS.

XIIL

We

57.

have often occasion

adjustment by elements; and


shorten

it

tations

lie

as

much

to

means which

as possible, even by

near enough to tempt the

computation, but not so

much

use the method of least squares, particularly

sometimes requires so much work that we must

this

many who

are not quite lawful.

are soon tired by a

Several tempsomewhat lengthened

by looking for subtleties and short cuts.

the method was formerly considered the best solution

try to

among

And

as,

moreover,

other more or less good

not the only one that was justified under the given supposition,

it

is

no wonder that

it

has come to be used in many modifications which must be regarded as unsafe or wrong.
After what we have seen of the difference between free and bound functions, it will be

understood
stand out
values.

that

much more
as to

And

of transgressions

the consequences

some

the

in

clearly

mean

errors

extent justly more

against

the method of least squares

of the results than in their adjusted

importance

is

attached to getting tolerably

correct values computed for the elements, than to getting a correct idea of the uncertainty,
the lax morals with respect to adjustments have taken the form of an assertion to the
effect

we

that

especially if

can,

we take

within

this

care that a

minimum.

This, of course,

by stating

all

is

domain, do almost as we

without any great harm,

of squares, either the correct one or another, becomes a

sum

wrong.

the artifices which

like,

even

In a text-book
experienced

we should do more harm than good

computers have allowed themselves

employ, under special circumstances and in face of particularly great


a few auxiliary methods will be mentioned here,
so,

when simple caution


58.

When

is

which are

difficulties.

to

Only

either quite correct or nearly

observed.

methodic adjustment was

first

employed, large numbers of figures

were used in the computations (logarithms with 7 decimal places), and people often comas an unavoidable evil, when
plained of the great labour this caused; but it was regarded
the elements were to be determined with tolerable exactness.

however, to get on by means of a

much

simpler apparatus,

We
if

can very often manage,

we do not seek something

95

During the adjustment properly

which cannot be determined.

work with three

able to
fied:

both

we

the elements
respects

Often

formation.

figures.

seek

can be

it

must be small and

difficult

free of

enough

The condition

we ought

satis-

and in

time by appropriate trans-

we

that

itself

be

to

two conditions are

one another, or nearly so;

to protect oneself in

which would have made the work easy.

artifices

freedom of the elements.

so called,

this ideal presupposes that

only through the adjustment

is

it

But

learn

know

to

the

This applies particularly to the mutual

of their smallness

is

satisfied, if

we everywhere

use

same preparatory computation as is necessary when the theory is not of linear form.
By such means as are used in the exact mathematics, or by a provisional, more

the

allowable adjustment,

or less

a set of values

v^

several elements

we

corresponding to

get,

the

several

observations

o,

o,

.Vn which are computed by means of the values x^^


z^ of the
.z, and which, while they satisfy all the conditions of the theory with
.

any rate considerable exactness, nowhere show any great deviation from the
and x
?,
corresponding observed value. It is then these deviations o,
x^... which are
or

perfect

at

made

the object of the

observations and elements themselves

adjustment, instead of the

we know, they have mean

with which,

error

When

common.

in

in

a non-linear theory

the equations between the adjusted observation and the elements are of the general form
Ui

F{x,

.z),

they are changed into

'-^'=(f)(^-^)+--by means of the terms of the


If the

approximation.

first

degree in Taylor's series,

or by

(109)

some other method

of

equations are linear


Ui

we

+ (f)(^-^o)

= PiX +

i-iZ

have, without any change, for the deviations:


Ui

No
tions

0,

Vi =

Xa)^

'Piix

...

show only two

far as that goes,

putation, and

significant

figures

^o)-

(110)

whose devia-

and then computation by 3 figures

it

a considerable extra-work in the preparatory

certainly requires

must not be overlooked that computations with an exactness

decimal places will often be necessary in this part


the utmost care as a function of

mean

errors, so that

a;

of the deviations

o,-

z,,

lest

is,

as

is

especially

Vi

ought

to be

of

com-

many

computed with

any uncertainty in this computation should

we dare not put

This' additional work, however,


list

(^

sufficient for the needs of the adjustment.

The method

The

''

special luck is necessary to find sets of values, ?;,,... a;^, ... ^n,

Vi

increase the

X^

{ov)

k^

(o).

not quite wasted, even when the theory

is linear.

will, by easy estimates, graphic construction, or directly

96
by the eye, with tolerable

slips of the pen,

observations,

ment.

certainty

The preliminary

lead

etc.,

observations

equations,

to rely too confidently

linear form or into equations

equations ,

F(x,

save a whole adjustment;

w,-,

after the solution of the

terms

higher

and

provisional,

in

for

o,-

vt

Where

it

must be repeated

agree with the values through Ui

On

which ^^

the adjustment

the values

until

Vi

(o,)

is

generally

of

,-,

justify the rejection of

to

may
by

got

is

as

be regarded

only

direct

as

computation,

known

till

we

get a sufficient

where the observations represent

only as functions

unknown

of the

probabilities,

quantities which

to give us.

is

The form

59.

the actual

possible,

in the linear equations of adjustment.

This, for instance, is the rule

the adjustment itself

elements,

If not,

the whole the adjustment ought to be repeated frequently

approximation.
for

is

employed, and with the same degree of accuracy


way only can we see whether the approximate system

series.

Taylor's

normal

on the transformation of the equations into

elements and values has been so near to the final result as

the

the

be

to

In this

as in the computation of ,.
of

of deviations

ought

z)

may

of

the adjust-

to get into

under the criticism after the adjustment.

falls

In computing the adjusted values, particularly

we ought not

gross errors in the series

which must not be allowed

rejection of such

ultimate rejection, however,

to the discovery of

and in particular the selection of its system of


by purely mathematical considerations as to the

of the theory,

determined

rule

and only exceptionally by that freedom between the elements


which is wanted for the adjustment. On the other hand it will generally be impossible
to arrange the adjustment in such a way that the free elements with which it ends, can
elegance

all

of the

formulae,

be of direct, theoretical interest.

mentioned

reasons

in

the

only the theory pays so

middle course, however,

always desirable, for the

is

foregoing paragraph, and very frequently

much

respect to the adjustments that

it

it

is

also possible, if

avoids setting up, in the

same system, elements between which we may expect beforehand that strong bonds
exist.

will

Thus, in systems of elements of the orbits of planets, the length of the nodes and

the distance of the perihelion from the node ought not both to be introduced as elements;
for

a positive change in the former

will,

in consequence of the frequent, small angles of

inclination, nearly always entail an almost equally large negative

a theory says that the observation

ought not to be written


negative, but

is

u=p-\-qt,

= r'\-q{t

tQ),

unless

where

t^

is

all

observations.

and

this

line

becoming numerically small in

two corresponding

t,

latter.

If

the formula

the fs are small, some positive, and others

an average of the parameters corresponding to

we succeed, in this way,


can be known by the coefficients of all

the

change in the

a linear function of a single parameter,

If

comparison

in avoiding all strongly operating bonds,

the normal equations outside the diagonal

with the mean proportional between the

coefficients in the diagonal line,

then

we have

at any rate attained so

97

much

that

we need not use

the

many more decimal

the adjustment

for

calculations

always be sufficient when the elements are originally


and not during the adjustment are first to be transformed into freedom

which

places than about the 3,

mutually

in

free,

will

with painful accuracy in the transformation operations.


If,

by careful selection
in

products [pq]^)

of the

elements,

numerical value exceeds about

we even

of the

sum

get so far that no

mean

of the

proportional between the

or in many cases only ^ of these amounts,


corresponding sums of squares V[pp] [qq]
then we may consider the bonds between the elements insignificant. The normal equations
,

themselves

then be used to determine the law of error for the elements; we compute

may

provisionally a first approximation by putting all the small

sums

of products

0,

and

in

by substituting the sums of the products


and the values of the elements as found in the first approximation. For instance:

we

the second approximation

[po]

correct

the [j9o]'s

[pq\ y^

....

- [pr\ z, =

(111)

[pp\ x^

while

=
As the

errors

in

these

,s,

t:{M-M-...-M}.

determinations

are

of

the

second order,

it

will not,

themselves are small deviations from a provisional computation, be necessary to

if

the

o's

make any

further approximations.

Even

the

if

bonds between the elements, which are stated

of the products, are stronger,


tion.

If

we can

get

new

sums of the products

the

we can sometimes

get

if

we can

some
tions

has
plete

attain

single ones,

may
made
year,

observations, which are just such functions of the elements that

taken into consideration, we will of

will vanish if they are also

freedom

we cannot only

facilitate

hesitate to use this

means;
If,

especially as such
for

instance,

meteorological observations at some fixed station for a


shall not hesitate in the adjustment,

giving them the weight

And

of the elements by rejecting from a long series of observations

we do not

leave out the overlapping observations, or to

')

it,

but also increase the theoretical value and clearness of the result.

very well be employed in the criticism.

we

terms of the sums

them untied without any transforma-

course put off the adjustment until, by introducing them into


the computation,

in

unused observa-

an arctic expedition

little

more than a com-

by means of periodical functions,

make use

of the

means

of the double values,

of single observations.

In what follows we write, for the sake of hrevity, [pq\ for

to

[^J.
13

60.
sin

of course the fabrication of observations

Though

which an applied science can commit, there


class

important

of cases,

in

in general, the greatest

is,

a rather numerous and

exists, nevertheless,

which we both can and ought

method which just

to use a

depends on the fabrication of such observations as might bring about the freedom of the

As a warning, however,

theoretical elements.

against misuse

give

it

a harsh name:

the

method of fabricated observations.


If,

we consider the problem which has

for instance,

adjustment, both by correlates and by elements,

served us as an example in the

the determination of the abscissae for

viz.

4 points whose 6 mutual distances have been measured by equally good, bondfree observa-

we can

tions,

now

scarcely after the

"12

+ 0,3

-|-

given indications look at the normal equations,

Oj4

"12 + + "24
0,3 O23 + O34
''23

Oj,

Oj,

= Sxj 1x2 la^a 14


= lXi-\-Sx^lx.^lx^
= la;, laj2+3a-3
la?,

O3,

la;,

i^x^-\-6x^,

lajj

without immediately feeling the want of a further observation

=
which,

if

we imagine

distance ^,(o)

it

^ Xr

to
a;,,

la;,

4-

Iscg

have the same weight


will give

+ 1^4

4" 1^3

as

each of the measurements of

by addition to the others, but without specifying the

value of 0,

+ 0,2 + 0,3 + 0,, =


0,2 + 028 + =
0,3 023+03, ==
0, 02, O3, =
4

and consequently determine

What

in

this

all

of the

abscissae

4a;2

4a;8
4a;,,

4 abscissae as mutually free and with fourfold weight.

and other cases

entitles

minateness in the original problem of adjustment

any

4x,

by means

of

the

us

distances

to

fabricate

observations

between the points.

such problems in exact mathematics we get simpler, more symmetrical,


tions by introducing values

the theory of observation.


only

while

mean

values,

but also

is

indeter-

here, the impossibility of determining

When we
and

treat

easier solu-

which can only be determined arbitrarily; and so it is also in


But the arbitrariness gets here a greater extent, because not

mean

we can always make use

errors

of a

the complete or partial liberation

must be introduced

fabricated observation

of the

elements,

for greater convenience.

And

in indeterminate problems for

we must here

carefully

demonstrate,

by criticism in each case, that the fabrication we have used has not changed anything

which was

really

determined without

it.

99
In
the

the

above

values

adjusted

example,

for

the

this is seen in the first place by

Xr Xs,

distances

and

then

disappearing from

O's

by

own

adjusted

adjustment will consequently


other determinations.

the

determine

neither

The mean

nor

it

get any

show the same and, moreover,

errors

The

influence on

in such a

the

way that

has been brought into the computation

becomes independent of whether

criterion

let

value,

= 0.

determined as the sum x^-\-X2^x^'\-x^, and leading only to the identity

all

an indeterminate number or with an arbitrary value,


The scale for
as before, we have for Oj X^iO) == 1.

as

also generally a sufficient proof of our right to use the

for,

is

after the

adjustment as well

consequently

method

and

0,

this is

of fabricated observations.

The method of partial eliminations. When the number of elements is


becomes a very considerable task to transform the normal equations and eliminate

61.
large,

it

The

the elements.

difficulty is nearly proportional

the square of that number.

to

Long
numerous that adjustment by correlates could be
indicated, a correct adjustment by elements can become practically impossible. The special
criticism is quite out of the question, the summary criticism can scarcely be suggested, and
before

the elements would

the very elimination

become

must be made

so

easier at

the elements enter into the expressions for

any

some

price.

then happens that some of

If it

of the observations only, and not at all in

the others, then there can be no doubt that the expedient which ought
is

the partial elimination (before

observations concerning them.

we form the normal

These observations

first

to be

employed

equations) of such elements from the

will by this

means be replaced by
and they

functions of two observations or more, which will generally be bound;

certain
will be

and more dangerous degree the fewer elements we have eliminated. By


we may, consequently, imperil the whole ensuing adjustment, the foundation
which, we know, is unbound or free observations as functions of its elements.
If now it must be granted that the difficulties can become so great that we cannot

so in a higher

this proceeding

of

on an absolute prohibition against illegitimate elimination, we must on the other

insist

hand emphatically warn against every elimination which is not performed through free
functions, and much the more so, as it is quite possible, in a great many cases in which
abuses have taken place, to remain within the strictly legitimate limits of the free functions,

by the use of "the method of partial eliminations".


This
Oy

is

connected with the cases, in which some of the observations, for instance

Om, according to the theory, depend on certain elements, for instance x,

do not occur in the theoretical expression for any other of the observations.
then, by the formation of the normal equations to separate o^

observations.
diately

We

perform

.y,

of x,

is

o^ as a special series of

begin by forming the partial normal equations for this, and then

the elimination

which

Our object

imme-

y from them, without taking into consideration

whether these equations alone would be sufficient

for a

determination of the other elements.


13*

100

As soon

as

y are eliminated, the process of elimination

is

The trans-

suspended.

formed equations containing these elements (which now represent functions that are
all observations, and functions which
depend only on the remaining elements z,
.

put aside

we come back

till

to the determination ot

y.

The other

free of
m),

are

partially transformed

normal equations, originating in the group o^


Om, are on the other hand to be added,
term by term, to the normal equations for the elements z,-... u, formed out of the remain.

ing observations, before the process of elimination

That
elements x
x'

imagine
P^r then

==

0,

this

all

is

proceeding

quite

the

inserted instead ot

sums

jc'.

continued for these elements.

becomes

legitimate

y transformed into the elements


y'

is

/',

evident

which are

we imagine

if

free oi

u,

the

and then

in the original equations for the observations.

of products with the coefficients ot a^

y' will identically

become

and the sums of squares and sums of products for the separated part of the observaaddenda in the coefficients of the normal equations (compare (57)), come outi

tions will, as

immediately, with the same values as

As an example we may
of 3 points on a straight line.

now

The mode

of observation

scale several times along the straight line,

the unaided eye


of them.

the transformed normal equations.

treat the following series of

The readings

for

measurements of the position

as follows.

and then each time read

either the places of all the points

same row

is

each point are found

in

We

apply a millimeter

oif

by inspection with

against the scale or the places of two


its

separate column, and those on the

same position of the scale. (Considered as absolute abscissabelong


observations such observations are bound by the position of the zero by every laying

down

of

to

the scale;

the

but these bonds are evidently loosened by our taking up the position

against the scale of an arbitrarily selected fixed origin yr as an element beside the abscissae
1,

x^, Xg of the three

101

As the

theoretical equation for the i"" observation in the

and every observation,


to use the

method

therefore, is a function of only

consequently to form

normal equations

for

two elements, there

we choose

If

of partial elimination.

column has the form

s""

first

is

every reason

to eliminate the ys,

each of the 11 rows.

Where

we have

only two points

are observed these normal equations get the form


Or

O,

Or

for three points the

=
=

2yi
/i

-\-

Ojj

Of these equations those

+ O3

==

Ol

03

Xs

-\-

+ Xr

form of the normal equations


Oi

Xr

is

+ ^i +
+ ^i

3/i
y-'

^^

+ ^3
-\-Xs.

!/i

referring to the

ij,

have given the eliminated

free

elements

stated above to the right of the observations after the perpendicular.

equations from

subtracting these

By
in the cases

the corresponding

0,

i{0r + 0s)=

^X,
= \Xr + \Xs

\{0r-\-0,)

and in cases where there are 3 points


o.,

By forming the sum


others,

of the equations,

we consequently

'

of these

get,

how

\Xr

ia;., |a;3
1^1 + 1^2 \^i
h^i \^2 + i^-6-

differences

often

|aJi

for

each column, and counting, on the

each element occurs with one other or with

37"71

+ 206-69

'Ix.-'ix^-lx^

= -^x^^-^x^
= -'{x.-'lx^ + '^x,.
-g-a;^

The case is here simple enough to be solved by a fabricated observation.


most advantageous form found, when its existence is given?
Answer:

two

get the ultimate normal equations:

-168'^8=

its

we

i(Oi + + 03) =
02 3(01 + 02 + ^3) =
M01 + O2 + O3) =
03
Oi

side

equations

where there are 2 points:


Or

right

other

g^ = ^-f-|l +

|l,

weight

23712

How

is

102
after

which we get the normal equations:

168-98

114

U9

37-71

+ 206-69

*i

114

= ^x.
=

consequently,
mm.

Xi

From

these

= 25-38

we now compute
/i

2/2

2/6

We
differences,
for

=
=
=
=
=
==

x^

4-77

and

which

it

is

= + 21-24.

the ys:

33-72

0,

33-27

32-295

2/7

25-945
15-485 0.
,

8-845

=
=
=

y,o=

enough

56-80

-0,

58-27 0,
35-01

45-55 0,

2/1,= 44-29-0.

need not here state the adjusted values


of

^3

to say that their

for the several observations,

sum vanishes both

each column; their squares, on the other hand, will be found to be:
I

nor their

for each row and

103

As

to

functions are

weights of
easy to

a;,

special

criticism

it

is

the

weights

the

of

eliminated

free

2 and 3 times the weight of the single observation, while the


759
-, and ^, very
x^, and x^ after the adjustment become respectively H4'

scales

X^(u)

1
1
'

Xi(o)

as

wliere

respectively

compute the

With 759

liere,

common denominator we

most natural groups:


I
1

2
3

4
5
6
7

9
10
11

"

Weight

after the

adjustment

find for the several scales

and the sums

of

their

104
functions of the original observations, need not always be so iirmly connected with one another
as in the ordinary method. If we, in a suitable way, take advantage of regularity in the obser-

and thereby are

vations,

then the determination of the

But

in our way.

in

a transformation which sets the normal equations

able, to find

order

free,

several elements will scarcely throw any material obstacles

out any

to find

special

transformations,

we must know the

general form of the changes of the normal equations resulting from transformation of the

homogeneous linear funtions of them whatever.


unbound observations in terms of the original elements

original elements into such as are any


If the

the

for

equations

have been

+ iiV + r^z,

Oi-^ Vi^
the normal equations will be:

=
=

[qo]
\ro\

And

if

we wish

to substitute

new

{qp\x+{qq^y

+ \qr]z

[rp]x-j- [rg'Jy

-|-

elements,

f,

;j,

and

[r/]0.

(^,

for the old ones,

we make use

substitutions in which the original elements are represented as functions of the

new

of

ones,

therefore

== /.,f

2/

+ A:,, + Z,C

(114)
[

The equations
Oi

for the observations

then have the form

(jo./ii+?<^2+'<-^3)f+{j'.-^i+?.-^2+'.^3)'?

The new normal equations may be formed from


the equation which specially refers to

+ qh^-Jrrh;)

[{phi

o]

[(ph^-i-qh^

+ (i't^+9'J2 + n^3)C-

these, but the

(115)

form becomes very cumbrous,

$ being

+rh^)^

+ [{ph^ + qh^^^rhs) (Mi + ^a + '^a)] V +


+ [iphi + qhi + rh^) {pi, + +
ql.,

rl^)\ C-

The computation ought not to be performed according to the expressions for the coefficients
which come out when we get rid of the round brackets under the signs of summation [ ].
But

it

is

easy to

give

the rule of the computation with full clearness.

equations are first treated

exactly as if

they were equations

for

The

old normal

unbound observations,

for

expressed by the new elements, consequently by multiplication,


and
by columns, by A,, h^,
h^ and addition; by multiplication by k,, k^, and kg and
addition; and by multiplication by ^i, l^, and l^ and succeeding addition. Thereby, certainly,

X,

we

y,

and

get the

z, respectively;

new normal

equations, but

still

with preservation of the old elements:

105

=
=

[{pki-{-qk^-{-rks)p]x

The second

part of the operation

Upki-^qk^-\-rks)o]

[{ph

+ ql2-i-rl.^)o]

new elements

+ [{pk,+qk^^rk^)q]y + [{pk,-^qk^-\-rk^)r]3

[{ph+ ql2-i-rls)p]x-^[{pl,-^
must

therefore consist in the substitution of the

the original ones in the rigiit hand sides of these equations.

for

to find the coefficients of f

\{\16}

ql^+rl.,)q]y^[{pli-i-qL,-\-rl.,)r]z

In

order

and C' we must therefore here again multiply the sums of

tj,

now by rows, by

the products,

'11

'3

'2*

and add them up.


It

Example.

happens pretty

that there

linear measures,

so that for instance the


cients,

is

irrespective

Already P. A.
into the

mean

the

two

in

terms [po]

pointed

values

on

the

hand

left

k{xr-{-Xm-r) and their half diiferences dr

^^^

Xmr =^

Of.

(*j.

Sr

Ctr

and the transformation of the normal equations

[ao]
[60]

{co\
[rfo]

+ {do\

=
=
=
=

4a;
3a;
2a;
la;

+
+

3?/
6/
42/
2/

the equations.

}^(xr

new ones have

a;,_,.).

[bo\ -^{co-\

bx

+ \0y + 10^ + bu =

[o]

.3a;

{bo\

[co] =

la;+

Sy

bz

l2

- 3m =

2y

2z

I2/

\u

In

the form

consequently, performed just by forming


If the

normal equations are

+ + 1m
+ 40 + 2M
+ 62 + 3m
+ 30 + 4m
22:

+ bu = lO^i^ + lO^i^

5a;

[f/o]

of

as follows:

--=

[ao\

is,

differences of the original coefficients.

is

sides

this indicates a transformation of the elements

out that

Xf

the procedure

for

normal equation corresponding to x^-r', of course,

as the

observed

this case therefore the equations for the old elements by the

sums and

of scales

investigations

symmetry between the elements, two and two, Xr and Xm^r,


refers to -Xr, has the same coeffi-

Hansen
Sr

instance

normal equation which specially

only in inverted order,


of

for

often,

10 ^^^

+ 20 ^^

6^^+2^^
2

"^^^+4
14

106

As

in

this

as two mutually

differences,

The

63.
titions,

the

in

we always succeed

example,

is

the general

to

when

case

mean

determination of the mean values and the

us to neglect their products and squares.

there are varying circumstances in


is

then reduced to the


Before an adjust-

observations, which are


in the cases

night,

to

to allow

know how

to act in

such cases.

they form
<?,

mean time

of observation

t,

mean

right ascension a,

and consider a and 8 the spherical co-ordinates of the

star at

t.

With

the obvious extensions

most important device


forming mean

this

is

normal place method, the


Such observations whose essential circum-

what

in practical adjustment.

stances have "small" variations,

called the

is

before the adjustment, brought into a

are,

that the law which

connects

place,

by

the observations and

circumstances, holds good also, without any change, with respect to their

Much

normal

values both for the observed values themselves and for each of their essential

circumstances, and on the supposition

is,

speaking

strictly

which only approximate

astronomers have observed the place of a planet or a comet several times

and a mean declination


the time

mere repe-

are

has not been necessary to await the systematic

It

development of the theory of observations to

same

the observations

where the variations of circumstances have been small enough

repetitions, viz. those

in the

from the halt

values

errors of the observations.

ment, therefore, we not only take the means of any


repetitions, but we also save a good deal of work

When

when

the fact that the whole adjustment

to

owing

mean

the

separating

great simplification that results

contradistinction

observations,

in

systems of functions of the observations.

free

trouble

may

mean

be spared by employing the normal place method.

values.

The question

whether we lose thereby in exactness, and then how much.

We

shall

first

consider the

tions being:
?.^{o)

With

the weights v

we form

a-{-bx~\-

z,

-\-

the

equation

for

are

linear

the observa-

de.

the normal equations:

[vxo]

=
=

[vzo]

[vo]

unbound observations o

where the

case

functions of the varying essential circumstances x,

a[v]-\-b[vx]+
a [v.t]

-\-

b [vx^]

-|-

^[^'Z'^]

... -ird[vz]

'^

[vxz]

(117)
\

(118)

If

the whole

series

of

a\yz^ +

observations

corresponding to the circumstances

is

+ (^[f^*].

gathered into a single normal

Z, and with the weight F,

we

place,

shall have:

0,

107

VX

=
=
=

VZ

V
VO

and

[V]
[vo]
[vx\

[vz\

as

= a + bX-^....-J^dZ,
this

normal place

exhaust the normal equation (117) corresponding to the constant

will

mean value and mean

term, both with respect to

we

equations free of (117),

0)(z Z)] =
[v{o
for the determination of the
if

the whole series

small

equations (118a)

are

small of the

order.

term

is

least

-^dZ

elements b

determination.

quantities

normal

squares,

if

we make the other normal

-{-d[v{xX){zZ)]

second

up the

split

places

then the normal

if

the

forming

series,

equation

now

lost completely

xX

and z

Z are

each part a normal

for

the observations

according to the
to

corresponding

place method; and besides

the normal place method

a)

Certainly, the coefficients of these

order,

instead of

(118

+d[v(2 Zf]

and these determinations are

d,

of the

exhausted by the normal

still

a-\-bX-\-

elements b

these

adjusting

method of the

b[v(xX)(z Z)]-{-

on the other hand, we

If,

and

place,

blvixXy]-^

gathered into a single normal place.

is

first

But

error.

by the correct method of least squares:

get,

0)(xX)] =

lv(o

(117a)

the

constant

this determination of

also aflords a determination of the other

d, in such a way, however, that we suffer a loss of the weights for their
This loss can become great, nay

way that does not

suitable selection of

suit

the

purpose;

but

it

total,

if

the normal places are selected in

can be made

rather

insignificant

by

normal places in not too small a number.

Let us suppose, in order to simplify matters, that the observations have only one
variable

essential

circumstance x, of which their mean values are linear functions,

sequently
>li(o)

and that the

x's are

con-

a-\-bx,

uniformly distributed within the utmost limits, x^ and

a;,

we then

let

each

normal place encompass an equally large part of this interval, and we shall find then, this
being the most favourable case, with n normal places, that the weight on the adjusted value of
the element b becomes 1
11
if by a correct adjustment by elements the corresponding

weight

made

is

still

taken as unity.
smaller,

if

The

loss is thus,

at

any

rate,

not very great.

And

it

can be

the distribution of the essential circumstance of the observations

is

108
uneven, and

we can

if

normal place

get a

everywhere where

the

become

observations

particularly frequent, while empty spaces separate the normal places from each other.

The

case

analogous also when the observations are

is

or a few essential circumstances, but the function

For

it

when

possible also to form normal places in these cases;

is

still

functions of a single

of a higher degree, or transcendental.

is

and we can do

so not only

the variations of the circumstances can be directly treated as infinitely small within

each normal place, which case by Taylor's theorem

falls

y =

have at our disposal a provisional approximate formula,

deviation from this, o

with the

f{po),

For

if

we

and have calculated the

y, of every observation (considering the deviations as observations

circumstances and

essential

within the given rule.

mean

errors of the original observations),

then we

can use mean numbers of deviations for reciprocally adjacent circumstances as corrections
which, added to the corresponding values from the approximate formula, give the normal
values.

that

Further,

the

is

it

required here only that no normal place

within

deviations

is

made

so comprehensive

not remain linear functions

do

limits

its

the

of

essential

circumstances.

Also here part of the correctness


loss

is,

is

and

lost,

it

is

how much. The

difficult to say

under equal circumstances, smaller, the more normal places we form. With twice
as many normal places as the number of the unknown elements of the

(or three times)

problem,

will rarely

it

become

perceptible.

With due regard

and the distribution of the weights we can reduce


between the normal places.

distribution

suitable

observations

are

of their

sufficient to

know

we have

do with

to

transformations

of

essential

using empty spaces as boundaries

it,

normal places

of the

also

As

circumstances.

to the essential circumstances

to

depends on what function the


this,

it

however,

the behaviour of the integral algebraic functions, as

we

is,

as

s^

generally,

rule,

when

functions which are essentially different from these, will try through

the variables

to

get

back

them

to

and

certain

to

functions which

resemble them in this respect.

We

need only consider the cases in which we have only one variable essential

circumstance, of which the


,-th

degree.

0, and

We

their

to

value of the observation

circumstances, x,

and weights,

v,

determine r-fl

to

substitutive

together with the essential circumstances, X, and weights, V, belonging

them, in such a way that they treated according

will give the

an algebraic function of the

is

are able then, on any supposition as to the distribution of the observations,

essential

observations, 0,

mean

same

results as the larger


[0V-]

number

to the

method

of actual observations.

of

the least squares

The conditions

are:

OoVo+ ...+OrVr
j

(119)
[OX'V]

XlOo Fo

+ TrOrVr

109

and
[,]

[x^-'v]

x':v,

Vr
(120)

...+xrvr.

These Sr-\-2 equations are not quite sufficient

We

unknowns.

The elimination
roots

Xq,

of the

Xr

When

positive.

remove the

are

the

Vs

difficulty in the best

real

all

are

distributed

where in

that they

to

-\-l,

may be

this interval;

if,

given x's

found, we can compute,

for instance, the essential

way by adding the equation:

the

if

quantities,

Oq, ... Or, by means of two systems of r-f


If,

determination of the 3r-l-3

(and O's) then leads to an equation of the

roots

in the interval from

for the

r+l

degree,

whose

have been real and the v's

first

V^, ... Vr and afterwards

linear equations with r-\-l

uniinowns.

circumstances of the actual observations are contained

and

looiied

if

the observations are so numerous and so equally


as continuous with constant

upon

further, the

sum

of the weights

the substitutive observations will be symmetrical around

0,

2;

mean

error every-

then the distribution of

and, for functions of the lowest

degrees, be

000

o{ V

2-000

'

-577, + 577
'

1-000,

(X

1^000

= -775,

000,

+ 775

-556,

889,

-556

'

-861, ^340, + -340, + 861

'

-348,

\x

= -906, -538,
237,

(X

652,

479,

-652,

348

000,

+ ^538,

906

569,

479,

237

= -932, -661, 239, + ^239, +

'

661,

932

361,

171

'

171,

361,

468,

949, 742, - 406,

468,
000,

6
129,

If,

280,

382,

418,

+ -742, + ^949

406,

280,

382,

in another example, the distribution of the observations

is,

lilcewise,

^129

continuous,

but the weights within the element dx proportional to e^^^ consequently symmetrical with

maximum

by

a;

0,

then

practical interest, will be

the distribution

for

the lowest degrees,

the only ones of any

no

X=
^\f=

-000

jX

=
I
X=
V =

fJt

^ '^

\V

^
~

**

loss of exactness.

the

least

number

required

is

-000,

+1-732

-333,

1-333,

-333

+2-334

-908,

-092

2-857,

-1-356,

-000,

+1-356,

+2-857

-023,

-444,

1-067,

-444,

-023

-3-324,

-1-889,

--617,

-617,

+1-889,

+3-324

-005,

-177,

-818,

-818,

-177,

-006

3-750,

2-367,

1-154,

-000,

+1-154,

+2-367,

3-750

-001,

-062,

-480,

-914,

-480,

-062,

-001

now

able

to represent these substitutive observations as

able also, by the use of such tables in analogous cases, to prevent any

would be possible

It

we had but

not possible.

values

of

normal places,

to

entirely to evade the application of the

form

the

Certainly,

essential

method of

such qualified normal places in just the same

we can obtain normal

circumstance,

twice, others not at

places

but we cannot by

give them the weight which each

of

all.

them ought

By taking

be determined.

to

corresponding

This,

the

to

a simple formation

to have,

of

without employing

into consideration

how much

extreme normal places from this reason must lose in weight, compared to the sub-

stitutive

observations,

can amount

1;

but for r

essential

1049 to 1171.
tion

0,

we have:

first

how many per


our examples we find

estimate
of

2 we lose 15, for r

r 21 p.

the worst

cent the loss, in


the loss to be 0,

3 we lose 19,

for r

for

case,

and

4 we lose 20, and

c.

unbound observations, equally good, ^j(o)


correspond
j-^,
circumstance whose values are distributed as the prime numbers p from
x as the essential circumstance of the observaTaking (^1105): 100

Example.
an

we can

In the

to.

for greater values of

to

-742,

-908,

some of the observations


the

-742,

-092,

adjustment formula contains elements that are

the

mean numbers

'

squares;

as

however,

-1-732,

'

we were

we should be

then

1-000

-2-334,

=
=
=

jX
\

If

1-000,

'

(Z==
i

+1-000
'

=
=
=

'

1-000,

X =

/-

2-000

Eighteen

Ill

112

Now, by application

of the

normal places instead of the original observations, we

obtain on the same suppositions the normal equations:

6-72 =
_ 2-84 =

216-00 a

-54=
1-57 =
By the

-2-80

get:

1-20 b + 29-45 c + 1-87 d


+ 29-45 6+ l-87c+7-93a!

+
1-87 a +

29-45 a

1-87

ft

7-93

ft

1-20

ft

+
+

7-93

c+

1-14 c

1-14

rf

+ 2-45 d.

free equations:

6-72

we

1.20 a

=
=

216-00

+ 29-45 c+ 1-87

(^

113

and

abscissa are, respectively, the observed value

ment

is

drawing

from

irregularities

and going as near as possible

free

The smoothness

observation.

or extremely intricate

when,

of a

we succeed

to

when

relatively best

we must

for instance,

the

satisfies

two conditions

the several points of

this process plays the part of the theory,

curve in

the

of

a matter of course that

is

it

curve which

performed

of being

and

circumstance; and the adjust-

its essential

by free-hand

the theory

is

unknown

confine ourselves to requiring that the

phenomenon must be continuous within the observed region, or be a single valued function.
But also such a theoretical condition as, for instance, the one that the law of dependence
must be

of an integral, rational form,

ment,

the operator has had practice in the drawing of parabolas of higher degrees.

if

be successfully represented by graphical adjust-

may

And

we have seen that also such functional forms as have the rapid approximation to an asymptote
which the curves of error demand,

As

for

the approximation

ment implies that


ordinates

so

make

the

near

the points as

typical form

only that they are

our
to

figure

all

each

care that

take

side of
If

for

cannot pay

number

the

not only in

it,

its

we know the weights

much

or laws of errors.

errors

In

of course,

regard,

errors,

we

the presupposed

to

but something

may

be attained,

as to the exactness of the several observations, or

a graphical
the

observations,

there

can be only a single point in

adjustment, however,

same number

whole extent, but also as

of the

the

of similar deviations.

we draw has

curve

intersect

of the several observations before

to be considered equally good,

observation.

must

be indicated visibly on the drawing-paper and used

we know nothing whatever

If

exactness

and other properties of the law of

particularly with regard to the

mean

required by the several

is

as to the

We

only, the curve

not necessary;

is

adjustment, this ought to

in the graphical adjustment.

several observed points, the idea of the adjust-

the

to

a perfect identity

we know anything

If, after all,

within the province of the graphical adjustment.

lie

they

we can and ought

of obserted points on each

far as possible for arbitrary divisions.

may

be indicated on the drawing, and

observations with the weight n count w-fold.


In

contradistinction

only of bonds between

down on
errors.

and of

to this

it

worth while to remark that, with the exception

observations, represented

the paper of adjustment almost

all

by different points,

it

is

possible

to lay

desirable information about the several laws of

Around each point whose co-ordinates represent the mean values of an observation
its essential circumstance, a curve, the curve of mean errors, may be drawn in

such a way that a real intersection of


tion

is

less

it

with any curve of adjustment indicates a devia-

than the mean error resulting from the combination of the mean errors of the

observed value and that of

its

essential circumstance, if this

is

also found by observation,

while a passing over or under indicates a deviation exceeding the

drawings furnished with such indications enable us to

make

mean

error.

Evidently,

very good adjustments.


15

114
laws of errors both for the observation and for

If the

mean

then the curve of

errors is an ellipse with the observed points in its centre.

further, there are no bonds between the observation and

If,

mean

the ellipse of

errors has its axes parallel to the ordinate

lengths are double the respective

distant

the

mean

the

by

mean

the

well

as

errors

and the

errors

is

reduced

to

mean

the

values

the ordinate,
In

from the central point of observation.

are

continuous curves

circumstance of the observation,

their

jjnown to be free

is

the two points on

of illustrating the laws of errors


as

and

abscissa,

errors.

of the observation

error

means

special cases other

mean

of the

ellipse

mean

circumstance, then

its

circumstance of the observation, the abscissa,

If the essential

of errors,

circunastance are typical,

its

be used.

may

for instance,

If,

continuous functions of the


for

mean

the

errors

may

essential

be drawn on

the adjustment paper.

The
and

errors

graphical adjustment are

independence of a definitely formulated theory.

we can

of the adjusted curve


of the

of the

principal advantages

its

get improved observations

circumstance or abscissa as

we wish, and we can

its

indication of gross

By measuring

the ordinates

corresponding to as

them

select

as

we

many

values

please within

But these adjusted observations are strongly bound together,


and we have no indication whatever of their mean errors. Consequently, no other adjust-

the

limits

of

the

drawing.

ment can be based immediately upon

On
with

the other

hand,

interpolations, both

means we can remedy


place

too

much

the results of a graphical adjustment.

graphical adjustment

can be

advantageously combined

very

preceding and following, and we shall see later on that by this

its

defects,

confidence

in

particularly

its

limited

the observations, and too

accuracy and

little

its

in the theory,

tendency to
i.

e.

to give

an under-adjustment.

By drawing we
frequently insufficient.

attain an exactness of only 3 or 4 significant figures,

The

drawing must be chosen in such a way that the


but then the dimensions may easily become so large that

no paper can contain the drawing.

is

of a

This

is

straight

And

line.
is

full

grasp of the figure,

lost

if the line

by the

flat

line,

which

a practical hint, founded upon experience.

can judge of the smoothness of other curves

then the exactness


is

In order to give the eye a

whole course show only small deviations from the straight

taken as the axis of abscissae.

eye

it

its

is

scale of the

errors of observations are visible;

the latter must in

and that

also,

The

but not by far so well as of that

forms a large angle with the axis of the abscissae,


intersections with the ordinates. Therefore, as a rule,

not the original observations that are marked on the paper when we make a graphical

adjustment, but only their differences from values found by a preceding interpolation.

we must allow |
mean errors. It
the
surpass

In order to avoid an under-adjustment,


curve from the observation-points to

of the deviations of the


is

further essential that

115
the

said

based

is

interpolation

on

graphical adjustment has been made,

number

minimum number

a
it

is

and

of observed data;

after the

safe to try another interpolation using a smaller

new

of the adjusted values as the base of a

interpolation and a repeated graphical

adjustment.
If

of a graphical adjustment are required only in the form of a table

the results

representing the adjusted observations as a function of the circumstance as argument, this


table

also

the interpolated
values.

be based on an interpolation between relatively few measured values,

to

ought

values

being

table of exclusively

When we
It

with the corresponding measured

by comparison

measured values

will

show too irregular

diiferences.

have corrected these values by measuring the ordinates in a curve of

may

graphical adjustment, they


places.

checked

has been said,

be employed instead of the observations as a sort of normal

however, and

it

deserves to be repeated, that they

adjusted by means of the method of the least squares,


called. But we can very well use both sorts of normal
for the computation of the

unknown elements

of the

like the

must not be

normal places properly so

places, in a just sufficient

problem, according to

number,

the rules of

exact mathematics.

That we do not know

their weights,

and that there are bonds between them,

will not

The very circumstance that even distant


made to influence each normal place, is an

here injure the graphically determined normal places.

observations by the construction of the curve are

advantage.

It is

not necessary here to suffer any loss of exactness, as by the other normal

places, which, as they are to be represented as

mean numbers, cannot at the same time be


the due weight. As to the rest, however, what

most advantageous places and obtain


110 about the necessity of putting the substitutive observations in
p. 108
the right place, holds good also, without any alteration, of the graphical normal places.
The method of the graphical adjustment enables us to execute the drawing with

put

in the

has been said

absolute correctness, and

it

leaves us full liberty to put the normal places where

consequently also in the places required for absolute correctness


it

we

like,

but in both these respects

and gives no formal help to it.


the graphical adjustment gives no information about the mean

leaves everything to our tact and practice,

As

to the criticism,

errors of its results.

nevertheless,

to

But,

if

we can

state the

mean

subject the graphical adjustments

the rule

V-'(o_m)2

I'And

with respect to the more special criticism

method even takes a very high rank.


remaining deviations,

same drawing, we

m,

particularly

error of each observation,

to

summary

criticism,

we

are able,

according to

m.
on systematical deviations, the graphical

Through graphical representations of the finally


if we can also lay down the mean errors on the

get the sharpest check on the objective correctness of any adjustment.


15*

116

From

and owing to tlie proportionally slight difficulties attached to it,


becomes
graphical adjustment
particularly suitable where we are to lay down new

the

this reason,

empirical laws.

such

In

of hypotheses

as

We

circumstances.

save

we have

cases

the

to

functional

much

to

work through,

and to

to check,

and

interdependency of observations

labour,

and

illustrate our results,

if

reject series

their

essential

we work by

graphical

adjustment.

Of

we

course,

are not obliged to subject

liminary stages, or as long as


stances

ought not

it is

be taken

to

observations to adjustment.

In the pre-

doubtful whether a greater number of essential circum-

into consideration,

may even

it

be the best thing to give

the observations just as they are.

But
drawing of a

widely

point.

even

in

order to illustrate such statements by the

which connects the several observed

line

the form

spread,

of a

Discontinuity in the curve

rectilinear

We

give his opinion on

to

have already, in

number

The theory

9,

limitation.

each of these events we


event

all

the

other

its

it

ought,

occurrence in reality.

the relative frequency

treats

especially

of

an

observation

may

possible

of an event approaches,

number

such

of trials.

observations

But there

is

whose events

no compulsion in

can result in different numerical values, then for

very well speak of


ones.

the

or in other words, as the limit

of favourable events to the total

of probabilities

When

observed

every

defined ''probability' as the limit to which

cannot be naturally or immediately expressed in numbers.


this

in

be reserved for those eases in

to

of repetitions is increasing indefinitely;

of the ratio of the

broken

is

such a marked geometrical peculiarity that

is

law of the large numbers taken for granted

when the number

to give this

THE THEORY OF PROBABILITY.

XIV.
65.

we ought

fashion which unfortunately

to

polygon which

more than cusps, double-points, and asymptotes,

which the author expressly wants

then

points,

form of a continuous curve and not, according

line the
is

we use the graphical form

if

In this

way

its

probability, imagining as the opposite

the theory of probabilities has served as

the constant foundation of the theory of observation as a whole.

But,

on

the

other

hand, it is important to notice that the determination of the


law of errors by symmetrical functions may also be employed in the non-numerical cases
without the intervention of the notion of probability. For as we can always indicate the

mutually complementary opposite events as the "fortunate" or "unfortunate" one, or as

"Yes" and "No", we may also use the numbers

and

as such a formal

indication.

If

117
then we identify

sums

of

events.

with

the

with the unfavourable "No", the

"Yes"-event,

numbers got in a series of repetitions will give the frequency of affirmative


This relation, which has been used already in some of the foregoing examples, we
the

must here consider more


If

explicitly.

same observation, which admits

repetitions of the

the result "Yes"

times,

for the favourable event is


for the

favourable

Sg

=
=
=

tn

and

m-\-n

,u

0,

then

two alternatives, give

the relative frequency

if

Sj

....

In order to determine the half-invariants by means of

m
m

of only

we employ the form of the symmetrical functions


then the sums of the powers are
But

errors,

m times "No"

against

m+M

same law of actual

3m

jo

this,

3m

-f

Sr

/ig

m.

we

solve the equations

+ (w

-j-

(121)

) /4

find then

m
Ml

mn
fit

{m -{- nf

mn {n tn)
Fa

f^i

Compare

equal to

interchanging

half-invariants

In

The

fi^.

and

of odd degree (from

order

event becomes

(m-f-w)*

are integral

functions

of the relative frequency, which

qj- = fXi;
1

w, none of the half-invariants of even degree are changed,


fi.^

to

represent

q.
^

is

by

and those

upwards) only change their signs.

= ^-

= ^p =
^-^

==

relative frequency of the opposite result is

need only assume, in (122), that

m-{-n

{m-\-nY

mn {n^ 4mn + *)

23, example 2, and 24, example 3.

All the
itself

(122)

The

the connection between the laws of presumptive errors,

and n increase

indefinitely, while the probability of the

and the probability of the opposite event


half invariants are then

h =

we

is

represented by

= miip)
K = P<l{<f '^M+ V\

(123)

-^3

Our mean values are

therefore, respectively, the relative frequency

and the probability

itself.

118

We

must now

first

notice here

function of the probability

simple

that

complete

When

(the frequency).

stated in the form of one single probability,


a

half-invariant

every

is

own

its

and

fixed

a result of observation can be

we have

properly so called,

thereby given as

determination of the law of errors as by the whole series of half-invariants.

In such cases

it

simpler to employ the theory of probability instead of the symmetrical

is

functions and the method of the least squares.

The theory

of probability

its

thereby gets

much more

province determined in a

way than that employed in the beginning of this paragraph.


But at the same time we see that the form of the half-invariants is not only the
which must be employed where the conditions for the use of the probability
means
general
are not fulfilled, but also that, within the theory of probability itself, we shall require,
natural and suitable

of the
particularly, the notion

mean

error.

Even where the probability can replace all the half-invariants, we shall require all
the various sides of the notions which are distinctly expressed in the half-invariants. Now

we have
is

to

particularly to consider the probability as the definite

elicit

which

is

the

definite

particularly emphasised
to

what

justly due to them.

rely

mean

the

in

error.

is

value,

now

Finally,

we

shall see

the point

implied in the probability, and

Otherwise,

we should

constantly be

on the predictions of the theory of probability to an extent

tempted
is

which

of uncertainty

degree

mean

far

beyond

immediately that the laws of error of

the probabilities are far from typical, but that they have rather a type of their own, which

must sometimes be
All this
as a

means

we

especially emphasised.
shall be able to do here,

where we have the half-invariants in reserve

of representing the theory of probability.

66.

In particular,

we can now, though only

in the form of the half-invariants,

solve one of the principal problems of the theory of probability,

presumptive

errors

the frequency

for

only two events and which

is

repeated

of one

trial,

which can have

upon the supposition that the

times,

the law of the large numbers, and that the probability

for a single trial is

trial follows

known.

(123) give us already the corresponding law of error for each

The equations
and as the

and determine the law of

of the events of a

total absolute frequency

is

the

sum

of the partial ones,

trial,

we need only use

the

equations (35) to find:

>l,

(m)

A^im)
A,{m)

Xi(m)

=
^
=
=

Np
Npq

Npq(q-p)
Npq{q^

=
=

Np{l-p)
Np{l-p){l-2p)

ipq->rp^}

Np{l-p)(l-{3 + VS)p){l-{S-VS)p).

(124)

119

The

mean frequency to
small the mean error

ratio of the

When ^

is

frequency; and

VNq. When

if

is

nearly

1,

the probability, p,

The law

of error

is

the

number

differs

the

of trials

from

little

mean

the

^Np

square root

the

of

mean

error of the opposite event is nearly equal to

nearly equal to

is

therefore the probability itself.

is

not strictly typical,

mean

the

i,

error will be about \ j/iV.

although the rational function of the r*

degree in kr{in) vanishes for r different values of

p between

and

1,

the limits included,

so that the deviation from the typical form must, on the whole, be small.

however, we

If,

consider the relative magnitude of the higher half-invariants as compared with the powers
of the

mean

error

>l3(m).(>(,(m))-l

= -^^
VNpq

and

(125)

the occurence of

denominators of the abridged fractions shows, not "only that

in the

Npq

great numbers of

here as always,

repetitions,

cause an approximation to the typical form,

but also that, in contrast to this, the law of error in the cases of certainty and impossibility,

when

high degree,

and

while

remarkable property

jp

at

the same time the square of the

is

still

traceable in the cases in

small or very nearly equal to


the

mean

will

error

becomes skew and deviates from the typical in an

0,

1.

be about

rare

in

more frequent than

be
the

case

under

V\-

Errors

degree.

ct.

mean

becomes

which the probability

beyond
error.

infinitely

This

0.

either very

is

though

The law

of

mean frequency

the

The

99iV

hey

error

is

must be

fully

In applications of adjustment to problems of probability,

it

must

will not be

counter-balanced

consequently skew
is,

in

ct.

cannot

great diminishing errors

and frequencies of 97 or 96

in typical cases,

consideration,

numerous cases of 100 per

errors

Jn a hundred trials with the probability == 99^ per

exceed |, and are therefore less than the


therefore

mean

by

perceptible

from this reason,

frequently necessary to reject extreme probabilities.

XV.
67.

THE FORMAL THEORY OF PROBABILITY.

The formal theory

of probability teaches us

that depend upon other probabilities,

which are supposed

how
to

to

determine probabilities

be given.

Of

course, there

are no mathematical rules specially applicable to computations that deal with probabilities,

and there are many computations with

probabilities

probability, for instance, adjustments of probabilities.

which do not

But

fall

under the theory of

in view of the direct application

120
not only

of probabilities,
life,

to

games, insurances, and

that a computation will

lead

us

a probability as

to

whole a determination of a law of

in the

but to

statistics,

understood that special importance attaches

be

will

it

the

to

marks which show

result, as this implies in part or

its

The formal theory

errors.

conditions of

all

of probabilities rests

on two theorems, one concerning the addition of probabilities, the other concerning their
multiplication.

The theorem concerning

I.

the addition

of probabilities can,

as

all

probabilities

are positive numbers, be deduced from the usual definition of addition as a putting together:
if

sum

of probabilities

is

be a probability

to

each of the probabilities that we are

a quality in

the sura

common,

add together as corresponding

to

mark

trial.

An "either or"

the result E^, whose probability

if either

whose probability

is

is,

therefore, the simple

The event E,, whose

of the addition of probabilities.

to the

same

of the

trial

trial,

their

equally

is

are

probability of each

we

If

require no other resem-

repeated

certainty, because then all events

1,

= p.

If

= p,

being

n events

then

the

of the

aggregate

the

multiplication of probabilities can,

is

of unity.

trial

be

probability

of

as

all

proba-

in

JO

the same proportional of the multiplicand as the

Only as probabilities presuppose

numbers of

infinite

i?,

is

a relative frequency,

has given favourable events in

it

must

relate to a trial

Np^ cases; and

times, must have given (Npi)Pi favourable events.


p must be the relative frequency of the compound
repetitions have given Np^p^ favourable events.

succeeded as conditional
please, the

trials,

we

shall

the corresponding proposition for relative frequencies.

= P1P2'

N times,

is

if

for the final event.

As

same proposition must hold good

Now
trials

The

the

if

repeated

in the multiplication

which out of the


trials

number

T, and

for probabilities.

Tj which,

p^, being also a relative

frequency, takes the place of multiplier, then the corresponding trial Tj,

we

same

proper fractions, be deduced from the definition of the multiplication of frac-

commence by proving
If,

than that they belong

np.

according to which the product

multiplier

Pi-\-Pi,

be the probability for a certain event, q the probability

The theorem concerning

II.

bilities

the

probable,

If

be the probability

we have p-\-q^\,

against the same, then

these events

sum must

gramma-

^i, or the quite different event iJj,

is

p^, occurs, and not in any other case.

are favourable.

is

probability

between the events whose probabilities are added together,

blance

If

with this quality, the same quality must

to be the correct probability of events

is

must occur,

to its particular

which, after the addition, our whole attention must be given.

t(f

be found in no other event of the

tions,

be allowed to look upon

These events must mutually exclude one another, but must at the same time have

events.

tical

we must

itself,

T,^

total

Np^

P'=PiPi,
number

of

must both have

can be taken as large as

121

The probability p ^PiP-i-, as the product of the probabilities p^ and p^, relates to
compound trial, which is favourable only if both conditional trials, 1\ and

the event of a

Tj, have given favourable events;


bability

on

probability,

the factors

condition

be

may

we

proposition

the

compound

shall

in

of success

it

is

To

arranged in a definite order.

trials

Let both T^ and 1\ have succeeded in

without

trials

4-^4-^-1-/?

-^2

any

the

to

regard

other,

*^^ frequencies or

the multiplication for computation of the


as

only
or

by

as

multiplicands

= Pj

|)

= P1P2,

"~T~

a cases, while only T, has

mark

the

is

a:h

unless

probability of the trial

T^
if

we

trial is
if

i.

e.

compound

and

Pj

or

there

if

impossible,

P2

both p^

and p^

Example

1.

-r

P, and
But

favourable events.

P, and P^

is

found by

are

in

applicable

P^

but not

this proportion expresses that the frequency or


trial

This proportionality

T^.

^^

two observed values whose laws of errors are given.

any of the conditional

= PiPz-

for

we

0,

trials that

The condition

that

see

the

compound

cannot possibly succeed,

of certainty (probability

the favourable events of

must be proper

probability,

indicated by probability

is

trial is certainty

2^2 as probabilities

"J^

consider the multiplication of probabilities as the determinalion

is

impossibility

But

c:d.

of the law of errors for a function of

Since

compound

get

of their

not affected by the event of the

is

of freedom,

therefore

Considering each of the

the order in which the trials are executed,

according to

we

probabilities

the correct result

events, necessary

prove this very important

succeeded in b cases, only T^ in c cases, and neither in d cases.

two

is

probability

conditional trials are carried out in every case of

suppose that both

trial.

if

nevertheless,

product of the probabilities of conditional

the

as

imagine the conditional

to

Tj must have succeeded in the event, whose


However indifferent the order of
Tj, is p^.

trial

the numerical computation

in

correctly to be found

the trial T, must have had the event whose pro-

first

p,, and then the other

is

all

fractions, Pip.^ =p =

1) in

conditional trials; for as p^

be possible only

1 will

when

1.

When

the

favourable

events

of

the

all

conditional

trials,

in

number, have the same probability p, the compound event, which depends on the success
of
J

all

for

these, has the probability p".

If

by every single drawing there

is

the probability of

"red" and \ for "black", the probability of 10 drawings all giving red will be 7^24.

lities of

Example 2. Suppose a pack of 52 cards to be so well shuffled that the probabired and black may constantly be proportional to the remainder in the stock, then

the probability of the 10 uppermost cards being red will be

_2625242322212019
"~

18

17_
~

52'5r50*49"48'47"46*45'44'43
the

/9n(-c)

!gg Ijg

|^

|16 |10

^^^(K))
/352(10)

_
~

_19_ _
~ J__
56588

2978'

being binomial functions.


16

122

after

Example 3. Compute the probability that a man whose age is a


n years, and that he will die in one of the succeeding m years.
If

we suppose

n years

will be

-Pr.

The

that the

(1 5a)(l

die before

(I q+-i).

2a+l)

years will be

Qm

^a+n+i) [qa+n+2 + + qa+n+m-2) qa+n+mi]}'t


+ (1 qa+n) {qa+n+i
I Qm = (I qa+n) (1 2a++i)
{I qa+m+n~\)-

qa+n

-f" (1

or

The required

probability of death

The most convenient form


a table of the probabilities

the

men from

After this

answer

a large

2,

player,

in

We

4.

Example

certain

-t^ )

is

will

not, as

we

+ n

years, is

here supposed,

but of the absolute frequencies

i,

population who

gets

be a

only

reach the

will

age

case of the

special

Z,

of

of

i.

general

of the 5

then

who

It

directly.

We

2,

3, 4,

5,

6, 7,

9,

8,

getting 11 and not

there that the

k^ player

in succession will be

9,

that none of the players will get 11?

be found perhaps that

it

is

probability,

11?
is

it

is

first

then

we

require.

not quite easy to compute these probabilities

a good plan to reconnoitre the problem by first bringing out

present themselves

as

quite

easily

and simply, without considering whether

In this case, for instance,

we take the

probabilities, p^, that

players will get 11.

attack

the problem

more

seriously,

and examine

simple functions of the probabilities we have found, p., which


babilities of the

For 5 players we

the probability,

they are just those

each of the

1,

loses

and 10 of the same colour.

is

In such cases

such results

two cards of the well-shuffled pack, and wins or

r*,

what

will

such a way that each

the probability of h players (named beforehand)

is

what

gets

Lastly,

of cards arranged in

game

others?

Secondly,
first

'a+fi+m

of the points on his two cards is eleven or not.

for instance, only the cards

What

'a+n

/^

imagine

order,

sum

according as the

any

(^

use,

statements of mortality

for

for all integral ages

q^

but before the elapse of w

years,

(properly infinitely large)

= -j^

q.

after

Pn Pn+m-

PQm

consequently

the

is i will

be alive at the end

of his then dying in either one or the other of the succeeding

Qm

probability

man whose age


man whose age is a will

the probability that a

q. is

the probability

his next birthday,

of

that

will be still alive

same

or similar sort as those inquired after.

may

if

there are not any

be interpreted as pro-

123

^^iP2 Ps)

+ ^(lU Pi)

PO Ih-

-i-

Eepetitions of the same trial occur very frequently in problems solvable by

68.

the

theory of probabilities,

and should always by treated by means of a very simple and

important law, the polynomial formula.


Let us suppose that the various events of the single

and

may

trial

be indicated by colours,

that, in the single trial, the probability of white is tv, of black b,

The

probability that

we

x white, y

shall get in x-\-i/-\-z trials

and of red
black,

r.

and z red

results, in a given order, is then

w" -P
The number

r'.

of the events of this kind that differ only in order,

is

the trinomial

coefficient
^

nx,y,z)
which

And

is

this

1-2-3...

+ y + g)

i.2...x-l-2...y\-2...z'

the coefficient of the term w'' -hy-r'

in

the

development of

(m;

+ 6 + r)

(^+J'+^).

same term
r {x, y, z)

is

(a;

the required probability of getting

white

iV

-hy -r'

times,

(126)

and red z times by

black y times,

{x-{'y-\-z) repetitions.

When

the

that w-\-h-\-r-\-

probabilities of all possible single results are


.

1,

and when the number of repetitions

is

known and employed, so


w, we must consequently

imagine

(w-\-h-{-r-\- ...)" developed by the polynomial theorem, and the single terms of

the development will then give us the probabilities of the different possible events of the
repetitions without regard to the order of succession.

Example

1.

If the question is of the probability of getting, in

10

there are the three possible events of white, black, and red, even

numbers

each colour, and

and

we must

if

the probabilities of the single events are w,

retain the terms of {w-\-b-\-rY'^

which have even

b,

indices,

trials in

which

and z of

x, y,

r, respectively,

and we thus

then

find:

V+r^) + 210z<;^ (66+156 V2+156V<+r6) +


+45p2 (68-f 286r'''+706V+286V6+r8) + 610+456 V+2106V^+ 2106 V+456V8+ ro
= i{(M'+6+r)i + (t<;+6+r)"' + (M; 6+r)<' + (w+6 r)i} =
= |{l+(l 2w) + (l 26)' + (l 2^)"}.
,io_|_45m;8 (^,2.^,.2) _|_ 210m;6 (^,4+ 66

The

probability,

consequently,

is

always greater than \, but only a

the probability of getting some of the events in a single

trial,

Example 2. Peter and Paul play at heads-or-tails


But Peter throws with 3 coins, Paul only with
against).

(i.

2,

little greater,

is

very small.

e.

probability

and the one wins


16*

unless

a for and

who

gets

124
the greatest

of "heads".

both get the same number of heads they throw again,

If

may be necessary. What is the


we write for Peter's probability

as often as
If

=
qi

number

win?

probability that Peter will

and against throwing heads p, ==

for

and

i^

p^ =1^ and g'2


5' ^h^n we should develop {Pi-\- qi)^ -{Pi-}- q^)^, and
the terms in which the index oi p^ is greater than that of p^, are in favour of Peter;
those in which the indices are equal, give a drawn game; and those in which the index
of

|, for Paul's

greater than that of pi, are in favour of Paul.

is

^2

For the single game there

is

the

probability

for Peter of

Paul of

for

drawn game of

for a

^^,

^.
o
1

As

same way, when they play the games over


-~ *s
again, we need not consider the possibilities of drawn games at all, and we find
the

are

probabilities

distributed

the

in

Peter's final probability.

What

3.

Example

game which

won once

is

out of four

is

times,

repeated 10 times.

the probability of winning at most 2 of these?

is

551124
1048576
69.

which

we

It often occurs that

inquire in a general

a function of one or more numbers.

is

Often

it

is

way concerning a

problem into such a one of a more general character, where the unknown

Pn of

Pi, p^r P31

the

probabilities,

suffixes

being

the

hold good for an

arbitrary value

this

theory of probabilities,

method almost

p)

0,

table.

And

particularly such

with dilference-equations.

e.

i.

a whole table

Integration of

indeed of so great importance in the art of solving problems

finite difference-equations is

of the

of n,

is

arguments of the

then we must generally work with implicit equations, f{pi,


as

probability,

also easier to transform a special

we can almost understand

that

that

Laplace has treated

as the one to be used in all cases, in fact as the scientific quintessence

of the theory of probabilities.

Since finite difference-equations like differential equations cannot as a rule be integrated

by

known

cases, especially

equations
that,

with

functions,

we can

in

an elementary treatise deal only with the simplest

such as can be solved by iexponential functions, namely the linear differenceconstant

coefficients.

As

to these,

it

is

only

necessary to mention here

when
CmPn+m

the solution

is

given by

Pn

+ c^Pn =
=

k,r",

-^

(w being arbitrary),

-\-

KK

(127)

125

where

ri, ... are

the roots in the equation

Cmr'"-\- ...

=0,

Co

the corresponding roots occur singly

while k,, ... km are integration-constants whenever


but

rational

functions

integral

corresponding root occurs

the integration

leads to,

of

I,

if

the

it

can really lead

difference-equations which the theory of probabilities


which the exponential functions occur in connection with

of the

many

those in

particularly

times.

mention one other means, however, not only because

shall

to

with arbitrary constants, and of the degree

binomial functions and factorials, but also because

it

has played an important part in the

conception of this book.

The

late Professor L.

of transformation, which

Oppermann,

finite or infinite series

communicated

to

me

method

with an unessential alteration.

shall here state

in April 1871,

of numbers

Uq^

...

Ufi

can univocally be expressed by another:

*^0

"o

**!

^2

^3

~\~

2u 2

Wo

w,

=
=

where the sum

2'

may

In order, vice versa,

-f-

(128)

{iY2:jip{z)up,

be taken from

compute the

m's

to

M4

4m,
^"'i

6M4 +

4M4
U3
u, +

3M3

-f-

UK
W,

-\-

3o
"""3

oo

to

+00,

provided that Up

when

p^n.

by means of the w's, we have equations of just

the same form:

Wq ==
u^

M3

=
=

M,
U-r

expressed

in

as

in (17)

single

~\~

~{'

4<>4

=
=

M2

Here,

+ '^ ^3 ^^4 +
Wi 2^2 3MJ3

+ 3^3 6^4
tv^ 4to^

^^O "1~ '^1

-|-

*<'2

-j-

(129)

w. 4ilYl"f3r(x)Wr.

and

(18), the

equation,

general dependency between the m, and

be means of an independent variable

z.

From

w,-

can be

(129)

we

get identically

If

we here put

the same form.

=
e'

e",

then

e'

1-

=--

e'

will reduce (128) to

an equation of

126
If M, is the

frequency or probability of

'

the relations of the values in Oppermann's transformation to the half-invariants

illustrate

In particular we have

and sums of powers.

!^\

^ ^i(^o+^i)
Ws

'iPo(M'o

'^

now Mo,Mi,

If

then

w^, w^, ... w as function

probabilities,

^''o'

and

equation

of their

pretty

often

we know

if

Oppermann's transformation

this

Wi( Wo4-Oi)(m?o4-2m> J

But

turns out that,

it

a probability m, as the functional law of errors for

the same law of errors

we have

the

reverse

process to find

w,-

If

(for

we can look upon

expresses

and frequently we want nothing more.

itself,

the

series

are

pretty simple

if

is

but they are often less favourable for numerical computation, as they frequently

simple;
give

to

problems of

as the observed value, then

by symmetrical functions,

in

with than the original one

to deal

easier

through a difference-

only to a difference-equation

course leads

of

suffix.

is

this law only

instance the more difficult ones in Laplace's collection of problems).

If

which depend

... M are a series of probabilities or other quantities

their suffix according to a fixed law,

equation,

+ M',)

Wo'

M'o

for

1-2

'

on

an observed value, then also

taiten as

unknown

the

as a difference between

of remedying this, but

it

much

would carry us too

There

larger quantities.

far to enter into a closer

a means

exists

examination of the

question here.

Example

1.

throw a

twice, or lose by throwing

what

wth throw,

what

is

is

my

die,

and go on throwing

"two" or "three".

probability of

If the

winning?

If

till

either

game is to
number

the

win by getting "one"

be over at latest by the


of throws

is

unlimited,

the probability of another "one" appearing before any "two" or "three"?

Four results are to be distinguished from one another. At any throw, say the ^*,
Let the
the game can in general be won, lost, half won (by only one "one"), or drawn.
probability of the i^^ throw resulting in a win be p., of the
in half

win

Thus the

s,,

and in a drawn game be

probability of a second throw

s^,_j -j-r,._j.

It is easy

to

express p.,

is

g.,

r,-,

then pi

^0,

same resulting

in a loss be q.,

gi

g,

^,

Si

and r, == a.
* throw

|, and, generally, the probability of an


r.,

and

s,.

in terms

of r._,

and

s._^,

and

also

127

Pi-fi

!?,_i'

^^^

''i-i'

and

^" terms of r._2

*,-i

By elimination then the

etc.

s^_^,

diifereuce-

equations can be found.

When we
the

or

replace

g'

or s or r by

common form
a;,

which

x,_,

integrated as

is

Xi
for

ri

+ 6J)2-';
-ir,_,.

we have determined the

probabilities of the first throws,

When, by the

we

(a

difference-equation can be written in

=0,

-\-{Xi^2

r we have the simpler form

x the

constants,

get

Pi-

3.

'

.= 42-,
and

r,

We

then have the formulae P

making the winning

probabilities of

In

repeated a great many, w, times.

If

successive

game

games

are

where

of dice,

won,
ra

the

1. (2-l)_n
w
3(2-l)

game

2.

=^i -j-

probability
it

what

is

the

5in for

and we get

Poc___l
+ (?oo
9;

^^^
of

= 9't+

P<

winning

is

The same game

is

then happens at least once in this series that

you get a prize.


^

and ^n

-|-p

or losing throw,

P+<?
Example

2-'.

the

What

is

the probability p of this?

In

probability of getting a series of 5 "sixes" in

10000 throws?
It will

got in the

first

be simplest to find the probability,

r repetitions.

q^=

The difference-equation

^>^,

that the prize will not be

for this is

or

^'C,
where

How?).

where

is

(b)

Ci,

2,^

- (1- ) {q^^^_^ + ra?,.+_2 +.+ "'-=' ?.+! + '3'"^^ ?.} -

the

first

integral

of

(a).

(As well as

(a)

we can

directly demonstrate

(b)

(b).

Hence

Cm are constants, which as well as Cq

must be determined by means

of

128
==

""'

^' Vm
1m-i
the
n*
of
equation
degree, which
Q'o

?!

only a

than 1;

less

little

The

vi.

small

done, and

be

this

use the difference-equation


of those

which are known

unknown

values of the

enables us to get

(b)

plying (b) to 5,,

of these

q^_^_^

ffi""

(c)

(for small

roots

or large m's)

ra's

when

in

is

even;

will

be

the others are

highly desirable to avoid the complete solution of

it is

problem

most important

illustrate a

will

(c).

We may

artifice.

compute a single value of the unknown function by means


us from the conditions of the problem, and then successive

to
to

means

in terms of

q^^J^^

negative root occurs

function by

"+'

roots of an irreducible

/)m are the

*'0

Pi

also small.

In the actual computation

This can

/>"

largest

always imaginary, and they are

aiid

got from

is

/>"+'

by dividing out

"''

of those

Then we

q.

q^,

already obtained; here, for instance,


get

q^_^_^,

either

by again ap-

or by applying (a) to q^ and


best in both ways for the
q^^^ (or

sake of the check), etc.


It is

evident that the table of the numerical values of the function which

we can

form in this way, cannot easily become of any great extent or give us exact information
as

to

the form

of the

form of the function


In

our

example

is

But we

function.

known

are able to interpolate,

we may be

(as here),

we need only continue

the

and,

when the

general

justified in using extrapolation also.

computations

above

described

the

until

to the greatest root


term in q^
dominates the others to
c^p'^-\- ..., corresponding
p^,
such a degree that the first difference of Log q^ becomes constant, and the computation of

indices can then


q^ for higher

numerical case

q^

1-004078

made

be

as

by a simple geometrical progression.

(0-9998928)'-

qmoo = 0-6577.
white and a n black

Example 3. A bag contains n balls, a


drawn out of the bag and a black ball then placed
After the y* operation the white and black
times.
the

probability

ones

m^(/)

that

the

numbers

white

and

it,

this process

balls in the

balls

will

have
"^(i')

^^"^(2/-l)+^-'*'+i(y-l)

and
Ux(0)

By Oppermann's transformation we

-co

to

a:

except Ma(0)

1.

find

.(/)

taken from

0,

-{-cc

=
,

( l)''2'jff^(2;)-<T(2/),
or

is

be

x and

ball

is

repeated y

bag are counted.

then

n x.

We

I'

of

in

ones.

In the

the

Find
black

129

The

x under

limits of

infinite,

being

This difference-equation, in which

^'

is

-\-l can be replaced by x, consequently

the variable,

As we have,

easily be integrated.

further,

set

By Oppermann's

inverse transformation

we

find

= (-i)"^^/?.!^)
a;= oo toa; = -f-<- This
My) =
My)

2"

may

taken from

now:

(-1)'

^a{z)

(-^)'',

expression

M^)i{-iY+'^-^a-r(z-x).(^-^y

has the above mentioned practical short-comings, which are sensible particularly

if ,

x,

y are large numbers; in these cases an artifice like that used by Laplace (problem 17)
becomes necessary. But our exact solution has a simple interpretation. The sum that mulor

tiplies /?

(x)mux{y),

of the values
all

is

the

(^)', ("^^^^f,

these consecutive values.

easy,

solve

to

analogous
If

this

to that

difference of the function

(axy^

problem

We

f^=^)', (")',

and

that

it

expressed by Ux{y), then

is

and

square of the

is

formed by

possible,

if

not

without the integration of any difference-equation, in a way


4.

of w^iy) to give us the half-invariants /i,, fi^

of errors as

found by a table

is

as the final difference

learn from this interpretation

used in 07, example

we make use

("-)

we

find for the

mean value

of

for

the

after

same law

y drawings

XAy)-a{^'^J
for the

-"

XVI.

mean

error

(("')'-(~T)+K("^)'-("i-')")-

THE DETERMINATION OF PROBABILITIES A PRIORI


AND A POSTERIORI.

70.

The computations

of probabilities with

babilities to be given,

common

which we have been dealing

in

the

we always assume one or several proand then deduce from them the required ones. If now we ask, how

foregoing chapters have this point in

that

17

130

we

those "given" probabilities,

obtain

it

Without experience

it

is

theory in these as well as in other determinations

agreement with

is

we cannot

must be

first

and without

reality,

distinguish

sight

between two

to be purely theoretical,

of probabilities is based on estimate of equality,

inequality, or ratio of the probabilities of the several events, and in this process

assume the operative causes,

or

at

mode

rate their

any

clear

as purely empirical.

is

The a priori determination

71.

it

get any firmness or exactness.

reason to

special

methods, one of which, the a priori method seems at


while the other, the a posteriori method,

are necessary than

in these original determinations of proba-

impossible to insure

in determining probabilities, however, there

means

other

tliat

mention, and provisionally

to

and experience must cooperate

that both theory


bilities.

evident

is

which we have hitherto been able

those

of operation,

to be

we always

more

or less

known.

On

the one hand

we have the

respect to the events but that each of


for preferring

in

typical cases

them

is

possible,

which we know nothing else with


and in the absence of any reason

any one of them to any other, we estimate them

to be equally probable

For instance
What is the probability of
though certainly with the upmost uncertainty.
seeing, in the course'^or|time, the back of the moon? Shall we say | or .? 9?t: j/.
:

On
in

the other hand

we have the

cases

which, by virtue of a good theory, we

causes

at

work

for

that,

equally typical,

know

so

much

theory must occur as frequently.

and

-g

of the causes or combinations of

each of those which will produce one event, we can point out

another (or n others) which will produce the opposite event,

result at

but far more important

In this case

and
pr respectively,

we must

and which according

to

the

estimate the probability of the

the conditions stated be strictly fulfilled, such a

if

determination of probability will be exact.

But even

if

such a theory

way obtain

probabilities,

errors, that

we may

may

be used

as

which are

very well

is

not absolutely unimpeachable, we can often in this

so

exact and have such

nearly

make use

of them,

We

our theoretically given probabilities.

kinds of computations.

are

In astronomical adjustment, for instance,

not more strict in


it

practice to consider all times of observation as theoretically given.


ever, will often give occasion to sensible

infinitely small

mean

and compute from them values which

is

other

almost an established

Their real errors, how-

bonds between the observed co-ordinates; but the

would require great labour to avoid the drawback.


Such an a priori determination of probabilities is particularly applicable in games.

fact is .that it

For

it

way

that,

is

essential to the idea of a

game

on the one hand they exclude

that

babilities possible.

The procedure employed

must be

laid

down

in

such a

computation beforehand of the result in a

all

particular case, while on the other hand they

the rules

make a

in

pretty exact computation of the pro-

a game,

e.

g.

throwing of dice or shuffling

^^'^''^

131
of cards, ought therefore to exclude all circumstances that

causes

But

in

which could bring about

train,

of the probabilities very insecure, but, above

judgment

become a

When

The

struggle.

so-called stock-jobbing is rather a

we speak

of a subjective probability.

which ignorant people have of

understand

that

there

who know

those

make

depend on the

it

game and

fair

war than a game.

the estimate of the probabilities depends essentially upon personal knowledge,

The

fear

all,

Otherwise the game will cease to be a

theoretical insight of the parties.


will

to set

(corriger la fortune).

ought to be eliminated, which not only by their incalculability

also those circumstances

make

might permit the players

or further a certain event

is

but a

little,

This too plays a great part, especially in daily


that

all

than for

estimate, and that

the

uncertainty in

great

new and unknown, proves

is

it

is

life.

that they

greater for

those who know more and are therefore better able

to judge.

Koulette

be taken as an example of the objective probability which arises

may

a well arranged game.


scale

of a

and the

circle

whose center

in

is

suppose a red one

The pointer

the pivot.

game depends on where

result of the

it

stops.

There we have as essential circumstances:

3) the

manner

in

which the

The length of the arc


small velocities, and when the
only

be

may

is

made

to revolve quickly,

If the pointer stops opposite a space

previously selected as favourable, the

is

game

won.

the length of the arc which

1)

and the

versed, this being determined by the initial velocity

and

in

pointer turns on an almost frictionless pivot and points to the

is

tra-

friction, 2) the initial position,

circle is divided.

unknown,

is

friction,

regarded as given,

as

especially

when we take

already mentioned,

is

care to exclude very

very slight.

So

much

that the frequency of a given length of the arc must, as

function of this length, be expressed by a functional law of errors of a nearly typical form.

For the frequency must go down, asymptotically, as


of the
least

arc which will be separated

maximum

one

full

many

by

between these limits.

If

far as 0,

revolutions

now,

both below and above limits


of the pointer,

for instance, it

and with

at

depended on, whether

the arc traversed was greater or smaller than a certain value, the apparatus would be in-

expedient,

it

winning space
repeated
of the

would not allow any tolerably trustworthy a


(or spaces)

regularly

priori

estimate.

will

be

even

exact.

very

For an area ABab, bounded by any

continuous curve whatever (in the present case the curve of


errors of the different possible events), by the axis of abscissae,

and two ordinates, can always as a


expressed as the

pP, qQ'

....

sum

with

But

if

the

small in proportion to the total circumference and, moreover,

each of the numerous revolutions, then the a priori determination

for

probabilities

is

of

first

approximation be

numerous equidistant small areas


constant base,

multiplied

by

the
17*

finite,

132
interval

^ qr =^

the total

imation,

...

even very convergent, in such a degree as 6 (x)

is

small x, and the said approximation

for

and divided by the base pp'


...
And
q(f
area of a curve of errors, then the series of which the first term

pq

That the

initial

the result of the

is

x -\- x* -^

1 -\-

we speak

is

this

x^

approx-

x^^

-\-

of

-\-

sufficient for all practical purposes.

of the roulette is

position

if

unknown, does not

foregoing, viz. that the probability of

is

winning

essentially

~.

can only cause an improvement of the accuracy of this approximation.

change

This uncertainty
If

we may assume

that the pointer will as probably start from any point in the circle as from any other, this

determination

known

The
the

will even

third

essential

The a

priori

circle

whose mean

error

different values,

whole circumference pq,

to the

essential to

is

it

determination of probability

most

^;^'

cannot be determined wholly

circumstance,

or a counting

give results of the


to

winning space on the

of the

ratio

measurement

up

any regard to the special kind of the un-

be exact, without

function of frequency.

can thus,

but demands a

a priori,

know.

according to

circumstances,

from the very poorest through gradual transition

such exact probabilities as agree with the suppositions in 65 seqq., and permit the

probability to replace

method cannot

give,

is

quantitative

numerical value of the probability


the roulette,

that

itself.

statement

Only when

computations that are to be relied on.

we cannot

entirely avoid building on altogeth


is

necessary, and in

measure, we must

order

the

of

this uncertainty is infinitely small,

bilities in

great caution

But what the a

the whole law of errors for our predictions.

it

is

uncertainty which
evident,

as

in

priori

aiTects

the

the example of

can we make use of a priori proba-

If in the

work and struggles of our

life,

uncertain and subjective a priori estimates,

not to overdo this caution for want of a proper

try, by tact or experience, without any real method, to get

an estimate

of the uncertainty.
PJven

the dice

may

by the best a priori determinations of probability caution


be

72.

large numbers,

false,

By

the pivot of the roulette

inferring

and count the numbers

Owing
for every

we

build on the law of the

from a law of actual errors in the form of frequency to the law


that

of

the probability.

for the favourable

We

and n

event,

vourable event must be transferred

repeat the trial or the observation,

for

to the signification of a probability as

unfavourable

not superfluous;

be worn out or bent, and so on.

may

the a posteriori determination of probabitity

of presumptive errors in

is

the unfavourable events.

mean

for every favourable event,

value, the single values being

the probability

for the fa-

unchanged from the law of actual errors to that of

presumptive errors; consequently

= -^.

(130)

133

same consideration, the square

Since, according to the

'^

a single

trial is

'

the square of the

mean

rs

is,

we

are to
If

m A^

we have made,

mean

we then ask

the

for

The

mean

whether this

is

one of

still

make, and

for

which

to

mean

=-

^^ 7.

'

,t

6*

*'^^

^''O'"

i> (1

(i32\'

1)

error.

mn

(m -{- n)^ (m

or

Pi
shows that the mean error at a single

m -j-

repetitions, can be

sources of errors, one of which

error of the probability

identity

nm

The a
approximation

is

is

-\-

the square of the

probability.

trial,

-\-

n)

(m

-f~

1)

(133)

^2

when the

probability

determined a poste-

is

in

two mutually

to the probability, for

error.

therefore

never gives an exact result, but only an


of repetitions

be regarded as insignificant,

But even by the very smallest number

it

is

may

we employ

is

so

we can immediately
the law

for

of

we not only obtain


the mean error, which may

of repetitions of the trial,

probability, but also a determination of

be useful in predictions, and

free

the inaccuracy of the a posteriori determination,

is

mean

may

found by means of them as complete expressions

employ the probabilities

must be admitted that

{m

1)

Only when the number

large that their reduction by a unit

some knowledge of the

nm

+ ^2 iP) =

posteriori determination
to the

computed by (34), as originating


the normal uncertainty belonging

while the other

p>q (123),

which a^ (p)

errors.

trial,

- P)
_

m^n\
(w 4- n)2 (m +

,,,x

{m-\-ti)^

which Xo

m~\-n,

\)

which we are

'<^

^ "'^

as the square of this

for

is

compute the uncertainty.

by

error for a single

or is a repetition

n repetitions, we have

riori

toi

errors must, according to (47), be

therefore, the square of the

those which

deviation

and the number s^ of the repetitions

(m-\-n){m-\-n
which

mean

of the

serve as a measure of the caution that

is

necessary.

It

not such a simple thing to employ these mean errors as those

in the ideal theory of probability, but it is not at all difficult.

As above mentioned, the a


empiric; theory, however,
trials

we make use

of

posteriori determination of probability

takes part in

must be

it,

repetitions,

but
in

is

the

seems

concealed in the demand,

same way

as

the

future

to be purely

that
trials

all

the

whose

and uncertainty are predicted by the a posteriori probabilities. Transgressions of


rule, which reveal themselves by unsuccessful predictions, are by no means rare, and

results
this

compel

statistics

and the other sciences which work with

probabilities, to

many

alterations

134
and hypotheses, and

of their theories

to the division

of the materials obtained by trial into

more and more homogeneous subdivisions.


Example. A die is inaccurate and suspected of being false.
we have on throwing it 126 times got "six" exactly 21 times, and

The probability of "six"


mean error is k^^ip)

11

is

found,

15
= ~q--q'i^
=

~^.

consequently

now we

If

still

mean

Ideally,

and

mean

all

far,

i;
"

that

we

mean

by the

shall

not get "six" in

right.

errors

are

6 throws,

...,

(1

the

mean

is

the square of the

^)6 == j| = _-_j- but what


an accurate die


= +
square should be

can have a small error dp,

the

limits indicated

(1

its

then the square of the

:^
'^^"

however,

trial,

]-.

the probability

as by

probability is

error?

or

seek

^^^

900'

be

to

consequently,

On
so

error oi

I's,

(1

i*) (1

consequent error in

(1

p)^

/')*)

p) -
p{l

But

---

-5-

will be

the

now

is

the
if

6(1 pf dp;

^
if

the total square of

error of the probability of not getting "six" in 6 throws will be

h = (l-pf{l-{l-pf) + ^&{\-pY''-p(l-p)-^

In every single

an accurate

game

die,

but

mean

of this sort the


its

error is therefore only slightly larger than with

actual value is so large (nearly \)

on the part both of the player and of his opponent,


their laying a wager.

tions of the game.

This

may

6 throws without "six" 72 times.


expectation

mean

of

winning 72

error of this result,

-^

the

there

is

With

the

== 24 games.
first

terra

in

if

we

In

the

the

number

are to play this

above approximate

much

caution

much chance

not

be remedied by stipulating for a large

Let us examine the conditions

that

as to call for so

game

fractions

of

of repetiof

making

there will

be

computation of the square of the

above

X^

must be multiplied by

72, but

the second by 72^; hence


A,

The mean

=
=

+ 3^-^.5184
16 + 33 = 49,
72

|-.

error will be about 7, while it

would only have been

4,

if

the

die

had been

quite trustworthy.
73.

which

is

We

have mentioned already, in 66, the skewness of the laws of errors

peculiar to all probability.

law of actual errors

to that of

It

does not disappear, of course, in passing from the

presumptive

errors,

and in the a posteriori determination of

produces what we may call the paradox of unanimity: if all the repetitions
probability
we have made agree in giving the same event, the probability deduced from this, a posteit

riori,

must not only be

or 0, but the square of the

mean

error

X (p) of these determi-

135
nations (as well as the higher half-invariants) becomes
to

certainty or to impossibility,

= 0.

Must we

because a smaller or

only

infer then, respectively,

number

greater

of

repetitions

mutually agree? must we consider a unanimous agreement as a proof of the absolute


correctness of that which is thus agreed upon?
Of course not; nor can this inference be
maintained,

if

Such a law of
n

fin-fjtl

CO.

we

look

more

law of errors

law of errors which

skew

is

^=

(i^

not a strict consequence in practical calculations

must be

mean

is

error,

so small that

it

may

The paradox being thus

the

0,

that,

number

Add

must be

it

explained,

follows

that
it.

//^

must indicate
that

of a

is

must warn us

it

it

is

number,

but only that

0,

it

indeterminate.

no objections against the use

But

0.

the ratio

to this

the square

because

itself

as here,

be treated as a differential, which otherwise

posteriori probabilities in general can be based on


in

0,

an infinitely high degree,

in

something peculiar, even though the mean error be ever so small.

here that of the

Oj /13

but not when,

be sure, matj signify certainty,

errors, to

closely at the

of

to be cautious

computations with such probabilities as observed values, where the computation, as the

method

For this reason, we must

of the least squares, presupposes typical laws of errors.

for

such computations reject

as

unsuitable

material

of

hypothesis or theory of the

all

unanimously or nearly unanimously determined probabilities

Another thing

observation.

computation,

example we may take an examination


a posteriori statistics before the

if

it

is

does not

we must

that

explain

the

also

reject

unanimity.

As an

of the probability of marriage at dift'erent ages.

year and after the

c. 20'''

c.

60"^

must not be used

the

The

in the

computation of the sought constants of the formula, but the formula can be employed only

when

it

towards

has the quality of a functional law of errors so


0,

it

approaches asymptotically

both for low and high ages.

The paradox

of unanimity has played rather a considerable part in the history of

the theory of probabilities.


riori

that

It

has even been thought that we ought to compute a poste-

probabilities by another formula

-J^Jl1_

(134)

(Bayes's Rule)

and not, as above, by the formula of the mean number

P
The

proofs

some authors have

In the "Tidsskrift

for

tried

m
m -\- n

to give of Bayes's rule are

open to serious objections.

Mathematik" (Copenhagen, 1879), Mr. Bing has given a crushing


and their traditional basis, to which I shall refer those of my

criticism of these proofs

readers

who take an

interest in the attempts

that

have been

of probabilities mathematically from certain definitions.

made

to

deduce the theory

136
Bayes's rule has not been employed in practice to any

not in

statistics,

though

makes the paradox of unanimity disappear

it

a convenient way,

in

can neither prove nor disprove the exact validity

formula

of a

an a posteriori probability, any more than we can do so


the law of actual errors to that of presumptive errors,

we

tested by its consequences in practice before

never deviate more than at most the amount

rule

particularly
as

we

as,

the

determination of

after all,

any transition whatever from


deserves

certainly

the

give

mean

of the

But

and

up altogether.

will

m -j- n

events out of

for

for

the rule

it

give

a test will be that the hypothesis that Bayes's

series of repetition, viz. that

greater extent,

works entirely with a posteriori probability.

this science

error

The

true

from

be

to

result of such

probability,

the

can

of the

result

In order to

have proved favourable.

demonstrate this proposition we shall consider a somewhat more general problem.


If
V

we assume

made which have given

that trials have been previously

we have now

unfavourable events, and that

in continuing the trials found

and H unfavourable events, then the probability, being looked upon as the

//

favourable,

favourable

mean

value,

is

determined by

m -j- w
of which Bayes's formula

the special case corresponding

is

would therefore agree with the general rule,


so

much

-|- /i -|-

of the probability of both cases,

if

we knew

to

= =
v

1.

Bayes's rule

before the a posteriori determination

a report of one earlier favourable event and

as

one unfavourable event.


In the more general

(w

^^

and

for the

If

in-\-n

It

-\-

^2 {on

-j-

-\-

computed

this

value, that

(fin

{m

(w -f w)

-\- fi) [n

w)

(m

(n

is,

mean

-\-

(m -^n)

the square

between

m)^
I/)

fi)

-\- v)

trials is

(w -\-n)pY
^2

{m

we now compare with

servation and its

(m

the square of the

case

v)
-\- [I -\-

'

1)

deviation

between the ncAV ob-

and {m-\-n)p, we

m -\- n -{- -\- v


m ^- n -\- -\- v
fi

(m -|- w)

now

k^.

of the

error at the single trial is

find

[i

appears at once from the latter formula that the greatest imaginable value of the ratio

the greatest of the two numbers


the absolute

With

maximum

of

it

will

v.

In Bayes's rule

/^

the ratio of the square of deviation

respect to Bayes's rule the

the same time

and

{i

= =

postulated

be seen that

we

proposition

is

1.

Here, therefore,

to that of the

mean

hereby demonstrated.

can replace Bayes's rule by a better one,

if

is

1 is

error.

But

at

there

is

137
only an a priori determination, however

we take the a

priori probabilities

ra

of the

uncertain,

for,

and

(1

we

probability

s) against, instead of

are

seeking.

and

fi

m^

(137)

then we are certain to avoid the paradox of unanimity where

much

so

deviating

the

as

mean

from

error

If

so that

v,

the

might do harm, without

it

observation

the

in

posteriori

determination.

we can always

Neither Bayes's rule nor this latter one can be of any great use; but

employ them, when the found probabilities can be looked upon as


the other hand, the formula of the

mean

Where

the paradox of unanimity correctly.

adjustment, the latter formula, as

value

have

may

the

said,

be used in

definitive

all

cases,

results.

if

we

On

interpret

found probabilities are to be subjected to

must be employed; nor can the other rules

be of any help in the cases where observed probabilities

have to be rejected on

account

of the skewness of the law of errors.

MATHEMATICAL EXPECTATION AND

XVII.

Whether the theory

74.

of probability

elsewhere, in all cases nearly in which


of the practical

result

The gain which a favourable event


it must as a rule be
bought by a
the value

game
it

is

of the

entails
stake.

each of them

is

V,

mathematical expectation.

of the

has a value

The question

and
is

the

How

chance

of

winning

we

to

compare

are

Imagine the

and the number of repetitions iV to become indefinitely

according to the definition of

clear,

of a favourable event, the prediction

a computation

with that of which the game gives us expectation?

latter

to be repeated,

employed in games, in insurances, or

we can speak

won through

is

is

MEAN ERROR.

ITS

probability,

that the

must be pNV, when p indicates the

sum

of

probability.

large, then

the prizes won,

The gain

if

to "be

expected from every single game is consequently pV, and this product of the probability
and the value of the prize is what we call mathematical expectation.

The

adjective "mathematical" warns us not to consider

the possible gain has for a single player.

pV

as the real value

which

This value, certainly, depends, not only objectively

on the quantity of good things which form the prize, but also on purely subjective circumstances,
sort of

among

others on

good things.

called the

An

how much

the player previously possesses and requires of the same

attempt which has been made to determine by means of what

"moral expectation", whether a game

regarded as a failure.

For

it

is

is

advantageous or not, must certainly be

takes into account the probable change in the logarithm of


18

138
the

but

property,

player's

it

We

subordinate circumstances.

at the

of the

of that

shall not here try to solve this difficulty.

with respect to the mathematical expectation, that

It is evident,

unbound games

does not take into consideration his requirements and other

same time, the

several

games.

mathematical expectation

total

The same

the

is

we

if

case,

play a

event entitles the player to a special (positive or negative) prize.

speak of the total mathematical expectation as

Example
a

nothing;

expectation

We

1.

play several

sum

equal to the

is

in

game
this

which each

we

case

latter

of partial ones.

and one of 6 wins 8

s.,

ixO + Jx2-|--Jx8^2s. A

then

we

play with a die in such a way that a throw of 1 or 2 or 3 wins

throw of 4 or 5 wins 2
is

made up

In

if

The

s.

stake

of 2

total

mathematical

will

consequently

s.

We

might also deduce the 2 s. throughout, so that a throw


of 1, or 2, or 3, causes a loss of 2 s. and a throw of 6 a gain of 6 s.
the total mathematical expectation then becomes
0.
correspond to an even game.

1)

In computations

2.

Example

number

the table of the

of persons

such a person living x years


of

his

the

at

dying

of the various

exact

is

living

1(a)

ii-.

may

at a given

The

a.

age

of his dying within

age of a-\-x years

other necessary probabilities

of life-insurances the basis is

kinds

dx,

and

The value

now a

an endowment of

of

years old

is

then

see, is

most

Such

is

now a

of an

years old

the formula

a:

where /(()

But

it

from

these

all

V, payable in

(1

(1-j-yo)-')

who

years, if the person

^'

^^^^^^

J)(a)

computed by means of a table of the function

easily

l{z){l+p)-'.

of great use for other purposes also.

The value
person

capital,

l{a)(\+p)-

D{z)
a table

j,

thus equal to the mathematical expectation

is

^^+Pf

l{a)

which, as we

alive,

'

be found; 2) the rate of interest p, which serves for the

valuation of future payments of capital, {l-\-p)-''V, or annuities certain

is

years

of

probability

annuity,
shall

live,

v,

due

at

the end

can be computed as a
x

00

and Z)(qo)

of

every

sum

year

of such payments,

or

by

00

0.

deserves to be mentioned

that this same mathematical expectation

safely looked upon as a total mathematical expectation in a

game whose

possible years of death

first

through which

the probability of death

in

the

is

most

events are the various


^^

year being

'

T/I""^^^

'

'"

139

the second

,
I

and

so

on

while the corresponding values are annuities certain

(a)

of V for varying duration.

we

In this way

expression
X

find

for

the value of the life-annuity

00

x
-^S^{lia + x)-lia + + l)){l-il+p)--).

l(a-\-x-\-l)) =

00

sum ^(l(a-\-x)

Since the

thesis that the expression

may be

7- J
and

this

we

1(a),

(140)

find by solution of the last paren-

written

^)2^i^+-)-Hu+x+i))ii+pr
X

shows that the value of the life-annuity

which the yearly interest

of

the

is

the difference between the capital

is

of

and the value of a life-insurance

sum

payable at the

beginning of the year of death.


In life-insurance computations integrals are often employed with great advantage,
instead of the

sums we have used

here; periodical payments (yearly, half-yearly, or quarterly)

being reduced to continuous payments, and vice versa.


75.
is

expressed in

mean
it

error

That mathematical expectation is not a solid value, but an uncertain claim,


the law of errors for the mathematical expectation, and particularly in its

for,

owing

does not matter

often

skew.

If

to the frequent repetitions

much

the

value

V is given
=fV,

mathematical expectation, tl

free

is,

X^iH')
total expectation of

By

free

games we may pretty

safely

events of the same trial or game.

The mean

error

upon a proposed game,

is

or

=^

computed by
(141)

p{l-p)NV^;

(142)

H" = EpiNiVt,

we have

Ipi{].-pi)NiVi\

(143)

understand such as are not settled by the various

(As to these, see 76.)

highly

we

are

to

computing whether we ought


value

uncertain claims

or

to

enter

outstanding

balance of accounts.
the person

the

= pNV

excellently adapted for

how

error of

get

mutually free games,

X^(H")

mean

=^(l-p)F.

E'

for the

games and insurances,

of error, the square of the

same game we

iV repetitions of the

and

and

in

according to the general rule, to be

/i,(/^)
If there are

and combinations

that the isolated laws of errors, here as for the probabilities, are

Such things of course are regulated by the boldness or caution of


concerned; but even the most cautious man may under fairly typical circum18*

140
stances be contented with

diminishing the value of his mathematical expectation

mean

times the amount of the

and

error,

would be sheer foolhardiness,

it

by 4

a passionate

if

player would venture a stake which exceeded the mathematical expectation by the quadruple

mean

of its

On

error.

mean

the other hand, a simple subtraction or addition of the

error

cannot be counted a very strong proof of caution or boldness respectively.

A game

1.

Example

arranged in such a way that the probability of winning

is

from the person who keeps the bank


expectation with mean error

but

is

^, the

then (0-8

is

prize

+ 2'41/w)

imprudence estimate his negative mathematical hope,

He must

(J*.

much

has got so

2304 games,

460 g 80
enter

will

w games

fi.

game

only

or

capital

also so

become very

many

safe;

to

regard

part

of

game,

ij^

mean

error

game

is arranged in such an entertaining

of taking

in

part

tinue for 144 games,

(1-0
144(0-8

the

0-4)) ^.

who must

for

But

man owns

every

way

game, then even

mean

error

cts.

cts.

per

x 48.

which

after all,

game

is

But who
not worse

is

already greater than the mathematical expectation;

is

the

(a

40

will

however, he

If,

the average gain of 20

upon such a game against the banker

and

he can play about

customers, that

4 times as great as the mean error 2

or exactly

cts.,

as

credit,

his business will

prudent

if

x 144 + 2'4 x 12

at about one dollar,

will

only augment

No prudent man will enter upon such a game, unless he can thereby
in this way we insure our risks, because it is too dangerous to be
If the

the mathematical

banker has no property,

If the

his fear, lower than 0-8

the stake for each

fix

consequently

than so many others)? The very stake


every

In

Jf.

a chance of seeing the bank broken about once in six times.

stand

thus

expect 144 games to be played before the prizes are to be paid, he cannot without

may

= 144

is

that

we pay 40

rather a

{-^2-AViM

cautious

as above)

the disproportion.

avoid a greater risk:

own

"one's

insurer".

cts. for

the excitement

person

may

being only 28

if

also con-

80

cts.

or

For a poor fellow, who has only one dollar in his pocket, but

some reason

necessarily get 8

only 2304

and

fi,

such a game may also be the best resource.

Jf,

fails

if

he cannot get 8 times as much, then he

would be exceedingly foolhardy if he played 2304 times or more in that bank. If we must
run the risk, we can do no better than venturing everything on one card; if we distribute
our chances over n repetitions, then we must, beyond the mathematical expectation, hope
for

Vn

Example
total

insurance

2.

of

Two

mean

which might help by the one attempt.


fire-insurance companies have each msured 10,000 farms

times that part of the

f 10,000,000.

error

The

yearly

probability

both must every year spend f 5000 on management.

of

damage by

Both have

to rest satisfied

with one single mean error as security against a

How

high must

either fix its annual

pany

premium, when

has 10,000 risks of 1,000, while

there

has insured:

is

sufficient
deficit in

fire

is

for

^,

and

guaranty-fund
each

fiscal year.

the difference that the

com-

141

142

we may

their differences,

even

the computation

in

game by subtracting the mathematical


Thus we may write:

mean

of the squares of the

expectation from

errors reduce to

the gains, and adding

all

it

to the losses.

X^ (N,H(l,

This rule then

il-p,),

...

w))

N{p, {a,-

Ha,

can

now compute

mean

the

))+

+^(a_//(l,

(146)

n)y-).

errors

in

the

examples

and

2,

in

In

74.

we have

-i(0)2

In the life-annuity example

+ i(2) + ^(8)2_2^ =

we now

(140) for the value of the annuity, rather

sum

of a

number

and only the deaths

of

endowments;

see the advantage of using the longer formula

than the formula (139) which gives the value as


the partial expectations are here not unbound,

for

in the several years of age exclude

co-ordinate events in the same game.

we

from the rule of unbound games only in the absence of the factors

differs

i,(H)

the

{l-p).

We
No.

one another and can be considered

For the square of the mean error of the life-annuity

have, from (144):


a:

=^Qg

+ ^)-H(^ + ^+i))a-a+p)-')y

^^iJJa)2{^(^(''

In the above studies on the

77.

mean

have supposed that the probabilities we use are

errors
free

of mathematical

from

(147)

a priori by good theory or found a posteriori from very large numbers of repetitions.

determination

is

observed

numbers of

trials,

computed a priori presuppose


The same warning must be taken with

or if probabilities

with sensibly large mean errors.

respect to other values which

may

value of the gains, for instance,

enter into the computed mathematical expectations; the

may depend on

the future rate of interest.

of the manifold sources of errors are to be omitted

must

or not,
total ^2-

of the

As

mean

for

each special case

errors,

computation of the mean

error,

smallness of their parts of the

considered in 75 and 76, are, as a rule, very important, while

problems are often insignificant.

computed by the method of the


for

depend on

in

the relative

Whether some

to the theory of probability it is characteristic only that the parts of the squares

analogous parts in other

research

This

not complete in the cases in which the probabilities determined a posteriori

are found only by small

values

we

expectations

being either determined

error,

its

next discovery,

least

we have

squares,
to

then,

compute

in

the

When
order

mean

the

the orbit of a planet


to

restrict

errors

of its

the limits

is

of

co-ordinates

143
at the next opposition. Ordinarily these

mean

errors are so large that the X^ for its future

may be wholly omitted, though this yij is analogous to those from 75 and
But when we have computed a table of mortality by the method of the least squares,
we can certainly find by that method the mean error Vki {P) of the probability of
observations
76.

computed from the table; but if we are to predict anything as to the uncertainty
with regard to n lives, and with regard to the corresponding mathematical expectation npa,
then we must not, unless n is very great, take the mean error as naVX^ip), but we

life

must, as a rule,

first

a]/np{\p)-\-n^/ii{p).

take

^2

(^)

'i^

consideration,

(Comp. example, 72).

-"C>*xK(c>"

and consequently use the formula

Fig.l

Fig.2

Fi3.3.

'_^-"-^'^-'^Z'\,ISltiL

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