Alan B. answered 08/20/15
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The tremendous heat from the protosun caused molecules of hydrogen and helium to exceed the escape velocities of the inner, less massive rocky planets (Mercury, Venus, Earth, Mars) with lower escape velocities than the outer, more massive gas giants. These gas giants (Jupiter, Saturn, Uranus and Neptune) had more mass, higher escape velocities, and received less solar heating/radiation, so they were cooler and the hydrogen and helium molecules moved more slowly and were thus retained in the atmospheres.