Last time I started with my friend Willie’s bold claim that he doesn’t believe in probability; then I gave a short history of probability. I observed that defining probability is a controversial matter, split between objective and subjective interpretations. About the only thing these interpretations agree on is that probability values range from zero to one, where P = 1 means certainty. When you learn probability and statistics in school, you are getting the frequentist interpretation, which is considered objective. Frequentism relies on directly equating observed frequencies with probabilities. In this model, the probability of an event exactly equals the limit of the relative frequency of that outcome in an infinitely large number of trials.
The problem with this interpretation in practice – in medicine, engineering, and gambling machines – isn’t merely the impossibility of an infinite number of trials. A few million trials might be enough. Running trials works for dice but not for earthquakes and space shuttles. It also has problems with things like cancer, where plenty of frequency data exists. Frequentism requires placing an individual specimen into a relevant population or reference class. Doing this is easy for dice, harder for humans. A study says that as a white males of my age I face a 7% probability of having a stroke in the next 10 years. That’s based on my membership in the reference class of white males. If I restrict that set to white men who don’t smoke, it drops to 4%. If I account for good systolic blood pressure, no family history of atrial fibrillation or ventricular hypertrophy, it drops another percent or so.
Ultimately, if I limit my population to a set of one (just me) and apply the belief that every effect has a cause (i.e., some real-world chunk of blockage causes an artery to rupture), you can conclude that my probability of having a stroke can only be one of two values – zero or one.
Frequentism, as seen by its opponents, too closely ties probabilities to observed frequencies. They note that the limit-of-relative-frequency concept relies on induction, which might mean it’s not so objective after all. Further, those frequencies are unknowable in many real-world cases. Still further, finding an individual’s correct reference class is messy and subjective. Finally, no frequency data exists for earthquakes that haven’t happened yet. Every one is unique. All that seems to do some real damage to frequentism’s utility score.
The subjective interpretations of probability offers fixes to some of frequentism’s problems. The most common subjective interpretation is Bayesianism, which itself comes in several flavors. All subjective interpretations see probability as a degree of belief in a specific outcome, as held by a rational person. Think of it as a fair bet with odds. The odds you’re willing to accept for a bet on your race horse exactly equals your degree of belief in that horse’s ability to win. If your filly were in the same race an infinite number of times, you’d expect to break even, based on those odds, whether you bet on her or against her.
Subjective interpretations rely on logical coherence and belief. The core of Bayesianism, for example, is that beliefs must 1) originate with a numerical probability estimate, 2) adhere to the rules of probability calculation, and 3) follow an exact rule for updating belief estimates based on new evidence. The second rule deals with the common core of probability math used in all interpretations. These include things like how to add and multiply probabilities and Bayes theorem, not to be confused with Bayesianism the belief system. Bayes theorem is an uncontroversial equation relating the probability of A given B to the probability of A and the probability of B. The third rule of Bayesianism is similarly computational, addressing how belief is updated after new evidence. The details aren’t needed here. Note that while Bayesianism is generally considered subjective, it is still computationally exacting.
The obvious problem with all subjective interpretations, particularly as applied to engineering problems, is that they rely, at least initially, on expert opinion. Life and death rides on the choice of experts and the value of their opinions. As Richard Feynman noted in his minority report on the Challenger, official rank plays too large a part in the choice of experts, and the higher (and less technical) the rank, the more optimistic the probability estimates.
The engineering risk analysis technique most consistent with the frequentist (objective) interpretation of probability is fault tree analysis. Other risk analysis techniques, some embodied in mature software products, are based on Bayesian (subjective) philosophy.
When Willie said he didn’t believe in probability, he may have meant several things. I’ll try to track him down and ask him; but I doubt the incident stuck in his mind as it did mine. If he meant that he doesn’t believe that probability was useful in system design, he had a rational belief – but one with which I strongly disagree. I doubt he meant that though.
Willie was likely leaning toward the ties between probability and redundancy in system design. Probability is the calculus by which redundancy is allocated to redundant systems. Willie may think that redundancy doesn’t yield the expected increase in safety because having more equipment means more things than can fail. This argument fails to face that, ideally speaking, a redundant path does double the chance having a component failure, but squares the probability of system failure. That’s a good thing, since squaring a number less than one makes it smaller. In other words, the benefit in reducing the chance of system failure vastly exceeds the deficit of having more components to repair. If that was his point, I disagree in principle, but accept that redundancy doesn’t eliminate the need for component design excellence.
He may also think system designers can be overly confident of the exponential increase in modeled probability of system reliability that stems from redundancy. That increase in reliability is only valid if the redundancy creates no common-cause or cascading failures, and no truly latent (undetected for unknown time intervals) failures of redundant paths that aren’t currently operating. If that’s his point, then we agree completely. This is an area where pairing the experience and design expertise of someone like Willie with rigorous risk analysis using fault trees yields great systems.
Unlike Willie, Challenger-era NASA gave no official statement on its belief in probability. Feynman’s report points to NASA’s use of numeric probabilities for specific component failure modes. The Rogers Commission report says that NASA management talked about degrees of probability. From this we might guess that NASA believed in probability and its use in measuring risk. On the other hand, the Rogers Commission report also gives examples of NASA’s disbelief in probability’s usefulness. For example, the report’s Technical Management section states that, “NASA has rejected the use of probability on the basis that such techniques are insufficient to assure that adequate safety margins can be applied to protect the lives of the crew.”
Regardless of NASA’s beliefs about probability, it’s clear that NASA didn’t use fault tree analysis for the space shuttle program prior to the Challenger disaster. Nor did it use Bayesian inference methods, any hybrid probability model, or any consideration of probability beyond opinions about failures of critical items. Feynman was livid about this. A Bayesian (subjective, but computational) approach would have at least forced NASA to make its subjective judgments explicit and would have produced a rational model of its beliefs. Post-Challenger Bayesian analyses, including one by NASA, varied widely, but all indicated unacceptable risk. NASA has since adopted risk management approaches more consistent with those used in commercial aircraft design.
An obvious question arises when you think about using a frequentist model on nearly one-of-a-kind vehicles. How accurate can any frequency data be for something as infrequent as a shuttle flight? Accurate enough, in my view. If you see the shuttle as monolithic and indivisible, the data is too sparse; but not if you view it as a system of components, most of which, like o-ring seals, have close analogs in common use, having known failure rates.
The FAA mandated probabilistic risk analyses of the frequentist variety (effectively mandating fault trees) in 1968. Since then flying has become safe, by any measure. In no other endeavor has mankind made such an inherently dangerous activity so safe. Aviation safety progressed through many innovations, redundant systems being high on the list. Probability is the means by which you allocate redundancy. You can’t get great aircraft systems without designers like Willie. Nor can you get them without probability.