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The quotation is known. You can see Stephen M. Stigler The history of 
Statistics, Belknap Press 1986: 327. According to Stigler, Pearson cited 
Edgeworth's work on a priori probabilities (i.e. three papers published in 
1884). Edgeworth's founded his theory of probabilities on Spencerian (hence 
Kantian) ideas, but in a very complicated way, and also in Edgeworth's 
style of writing. A critical point of E's foundations of probability is the 
notion of a priori probability (on this theme I wrote a paper in History of 
economic ideas, 1997). 
 
So I think that the "cobweb" is only a metaphor. My interpretation of the 
quotation is the following [but I think it is necessary to control 
Pearson's Grammar]: Pearson "adheres to Laplace's doctrine of indirect 
probabilities [i.e. probabilities not known directly by experience, i.e. a 
priori probabilities] in its least acceptable form [Edgeworth's version of 
a priori probabilities], relying here upon Mr. F. Y. Edgeworth's cobwebs" 
[Pearson is entrapped by E's Spencerian arguments about a priori 
probabilities]. 
 
Alberto Baccini 
 
 
 
 
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