Proof is the use of reliable materials to show or determine the authenticity of people or things. Here, there are three elements that deserve our attention. First, we should think about the concept of “authenticity”. Especially when it comes to decisions, the difference between authenticity and certainty is of great concern. It also indicates the goal of proof. Second, we should think about “reliable materials”, which is the evidence. How to understand the relationship between method and material (evidence) constitutes the basis of proof. Third, we should think about the method of making judgment. Whether the proof is rational depends on the rationality of the method. Charles Sanders Pierce pointed out that: “That which constitutes science, then, is not so much correct conclusions, as it is a correct method” (Peirce, Selected Writings, Dover Publications, 1958: 350). Therefore, from the perspective of probability theory, this section focuses on three aspects: Firstly, what is the goal of probability theory, and what does “authenticity” mean under this probability theory? Secondly, what is the relationship between probability theory as a method and evidence as proof material? Thirdly, what are the different observation and research paths provided by the mainstream probability interpretation theory?