Laplace's rule of succession (as a special case)

E1002836

Laplace's rule of succession is a classical Bayesian rule for estimating the probability of an event based on observed successes and failures, assigning a nonzero prior probability to unobserved outcomes.

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Observed surface forms (1)

Surface form Occurrences
Laplace's rule of succession 0

Statements (47)

Predicate Object
instanceOf Bayesian inference rule
classical Bayesian method
probability estimation method
statistical rule
addresses problem of zero counts in probability estimation
aimsTo avoid assigning probability 0 or 1 from finite data
appliesTo Bernoulli trials NERFINISHED
binary events
assumes exchangeable trials
independent and identically distributed trials
no prior information favoring success or failure
unknown event probability
category Bayesian updating rule NERFINISHED
probability smoothing technique
contrastsWith maximum likelihood estimate s/n
estimates posterior mean of event probability
example sunrise problem
field Bayesian statistics
probability theory
statistical inference
formula (s+1)/(n+2)
generalizedBy Dirichlet prior for multinomial outcomes
givesPosterior Beta(s+1,n-s+1)
historicalContext introduced in the 18th–19th century
input number of observed successes s
number of trials n
interpretation posterior mean under uniform prior
predictive probability of success in next trial
mathematicalForm posterior mean of Beta(s+1,n-s+1) distribution
namedAfter Pierre-Simon Laplace NERFINISHED
output estimated probability of success in next trial
property assigns nonzero probability to unobserved outcomes
asymptotically approaches empirical frequency s/n
shrinks estimates toward 1/2 for small samples
relatedTo Bayesian predictive distribution NERFINISHED
Dirichlet-multinomial model NERFINISHED
Laplace's law of succession NERFINISHED
add-one smoothing
principle of insufficient reason
specialCaseOf Bayesian estimation with Beta prior
conjugate prior analysis for Bernoulli model
usedFor handling zero-frequency problems
predicting next outcome probability
smoothing probability estimates
usesLikelihood Binomial likelihood
usesPrior Beta(1,1) prior
uniform prior on probability parameter

Referenced by (1)

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Carnap's continuum of inductive methods hasMember Laplace's rule of succession (as a special case)