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The present article is an analysis of the concept of probability. In order to do this, I consider the conjunction of the points of view of David Hume and Jean Nicod. It is clear for both of them that probability is quite independent from any substantialist metaphysics, proclaiming thus that probability is not a matter of ontology. Hume considers that the Newtonian rationalism contributes some infallible truths, whereas, on the contrary, commonsense knowledge produces only probabilistic explanations. Nicod criticizes the logic of the inductivist methodologies proposed by Francis Bacon and John Stuart Mill who pretend to establish certainties in knowledge. Hume and Nicod have a tendency to adopt a pragmatic conception of knowledge. [ABSTRACT FROM AUTHOR]