Many people, including physicists, are confused about what the Second Law of thermodynamics really means, about how it relates to the arrow of time, and about whether it can be derived from classical mechanics. They also wonder what entropy really is: Is it all about information? But, if so, then, what is its relation to fluxes of heat?

One might ask similar questions about probabilities: Do they express subjective judgments by us, humans, or do they reflect facts about the world, i.e. frequencies. And what notion of probability is used in the natural sciences, in particular...