Why would Arthur Miller make this statement: "I think it is a mistake to ever look for hope outside oneself"?
If you look at some of Miller's main characters in his more famous works, you would see the most difficult problems man has with society.
John Proctor from The Crucible and Willy Loman from Death of a Salesman both struggle with society and the hope for doing what's right but society doesn't follow through.
This mirrors some of Miller's own life tales that even occured after his writing. Miller was called in and questioned in front of the House Un-American Activities Committee to respond to allegations that he might be a friendly to "un-Americans". His character's words rang true for him that day:
"I like not to spoil their names... I speak my own sins; I cannot judge another. I have no tongue for it."
His words to the committee that day were very similar: "I am trying to, and I will, protect my sense of myself. I could not use the name of another person and bring trouble on him." Miller knew the condition of mankind to hurt each other, it is certainly something by word and action he tried to prevent in his own life on behalf of others. Because of his own life experiences with societies that experience hysteria Miller knows that the only person in the world who will absolutely true to the self is the self.
(Information from the Introduction to The Crucible Penguin Classics edition)