Probability Theory Website
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What did Thomas Bayes really say in An Essay towards solving a Problem in the Doctrine of Chances (1763)?
We all use “Bayes’s Rule” to calculate the posterior probability of A given B from the probability of B given A, the prior probability of A, and the overall probability of B:
$$P(A|B) = \frac{P(B|A)P(A)}{P(B)} $$But Bayes never wrote it.
Instead, he said something more specific about the probability of successes in
trials of an unknown binary event.
Here is how he said it in words:
… in the case of an event concerning the probability of which we absolutely know nothing antecedently, …I have no reason to think that, in a certain number of trials, it should rather happen any one possible number of times than another.
And here is my “translation”:
In independent trials of an unknown binary event, all possible success counts are equally likely.
The mathematical rule that he highlighted was, in modern notation,
$$ \int_{0}^{1} \binom{n}{k} \theta^{k}(1-\theta)^{n-k}d\theta = \frac{1}{n+1} \quad k = 0, 1, 2, …n.$$The main purpose of this website is to present my article, What Did Bayes Really Say? and provide links to my two other websites: EBD-2.net and sample-size.net . EBD-2.net is the website for the textbook Evidence-Based Diagnosis, 2nd edition, by Thomas B. Newman and Michael A. Kohn, illustrated by Martina A. Steurer. Sample-size.net is a website of calculators for clinical investigators. It was was developed by Michael Kohn and Josh Senyak (Quicksilver Consulting).
— Michael Kohn, updated 7 September 2022