Recent approaches to causal modelling rely upon the causal Markov condition, which specifies which probability distributions are compatible with a directed acyclic graph. Further principles are required in order to choose among the large number of DAGs compatible with a given probability distribution. Here we present a principle that we call frugality. This principle tells one to choose the DAG with the fewest causal arrows. We argue that frugality has several desirable properties compared to the other principles that have been (...) suggested, including the well-known causal faithfulness condition. _1_ Introduction _2_ The Causal Markov Condition _3_ Faithfulness _4_ Frugality _4.1_ Basic independences and frugality _4.2_ General properties of directed acyclic graphs satisfying frugality _4.3_ Connection to minimality assumptions _5_ Frugality as a Parsimony Principle _6_ Conclusion Appendix. (shrink)