Since the experimental observation of the violation of the Bell-CHSH inequalities, much has been said about the non-local and contextual character of the underlying system. However, the hypothesis from which Bell’s inequalities are derived differ according to the probability space used to write them. The violation of Bell’s inequalities can, alternatively, be explained by assuming that the hidden variables do not exist at all, that they exist but their values cannot be simultaneously assigned, that the values can be assigned but joint probabilities cannot be properly defined, or that averages taken in different contexts cannot be combined. All of the above are valid options, selected by different communities to provide support to their particular research program.

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The violation of Bell inequalities is often interpreted as showing that, if hidden variables exist, they must be contextual and non local. But they can also be explained questioning the probability space employed, or the validity of the Kolmogorov axioms. In this article we explore the additional constrains which can be deduced from two widely used objetive probability theories: frequentism and propensities.One of the strongest objections in the deduction of one version of Bell inequalities goes about the probability space, which assumes the existence of values for the output of the experiment in each run, while only two of the four values can be measured each time, making them counterfactual. It is shown that frequentism rejects the possibility of using counterfactual situations, while long-run propensities allow their use. In this case the introduction of locality and contextuality does not help to explain the violation, and an alternative explanation could point to a failure of the probability.Single case propensities were designed to associate probabilities to single events, but they need to be conditional to the whole universe, and do not have a clear link with the observed relative frequencies. It heavily limits their use.