Thomas Bayes - Bayes' Theorem

Bayes' Theorem

Bayes' solution to a problem of "inverse probability" was presented in An Essay towards solving a Problem in the Doctrine of Chances which was read to the Royal Society in 1763 after Bayes's death. Richard Price shepherded the work through this presentation and its publication in the Philosophical Transactions of the Royal Society of London the following year. This was an argument for using a uniform prior distribution for a binomial parameter and not merely a general postulate.

This essay contains a statement of a special case of Bayes' theorem.

In the first decades of the eighteenth century, many problems concerning the probability of certain events, given specified conditions, were solved. For example, given a specified number of white and black balls in an urn, what is the probability of drawing a black ball? Attention soon turned to the converse of such a problem: given that one or more balls has been drawn, what can be said about the number of white and black balls in the urn? These are sometimes called "inverse probability" problems. The Essay of Bayes contains his solution to a similar problem, posed by Abraham de Moivre, author of The Doctrine of Chances (1718).

In addition to the Essay Towards Solving a Problem, a paper on asymptotic series was published posthumously.

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