Concept

How do frequentists define probability?

Stephen Davies, Ph.D. Version 2.2.2 Through Discrete Mathematics A Cool Brisk Walk / Chapter 1

"Which brings me to an important question. How do we get these probability numbers, anyway? Everything so far has assumed that the numbers have been dropped into our lap. The answer depends somewhat on your interpretation of what probability means. If we say “the probability of getting heads on a coin flip is .5,” what are we really saying? There have traditionally been two opposing answers to this question, called the frequentist view and the Bayesian view. It’s interesting to compare their claims. The frequentist view is that we derive probabilities by simply running many trials, and counting the results. The proportions of various outcomes yield a good idea of their probabilities, particularly if the sample size is large. Consider flipping a coin. If we flip a coin ten times and count three heads, we might not have a great idea of how often heads will occur in the long run. But if we flip it a million times and get 500,372 heads, we can confidently say that the probability of getting a head on a single flip is approximately .500. This much isn’t controversial: it’s more like common sense. But the frequentist philosophy states that this is really the only way that probability can be defined. It’s what probability is: the frequency with which we can expect certain outcomes to occur, based on our observations of their past behavior. Probabilities only make sense for things that are repeatable, and reflect a known, reliable trend in how often they produce certain results. Historical proponents of this philosophy include John Venn, the inventor of the aforementioned Venn diagram, and Ronald Fisher, one of the greatest biologists and statisticians of all time."

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