We start with the discussion on misapplication of classical probability theory by Feynman in his analysis of the two slit experiment (by following the critical argumentation of Koopman, Ballentine, and the author of this paper). The seed of Feynman’s conclusion on the impossibility to apply the classical probabilistic description for the two slit experiment is treatment of conditional probabilities corresponding to different experimental contexts as unconditional ones. Then we move to the Bell type inequalities. Bell applied classical probability theory in the same manner as Feynman and, as can be expected, he also obtained the impossibility statement. In contrast to Feynman, he formulated his no-go statement not in the probabilistic terms, but by appealing to nonlocality. This note can be considered as a part of the author’s attempts for getting rid off nonlocality from quantum physics.