Pierre Simon Laplace, Inverse Probability, Central Limit Theorem, Probability, Deep Dives.
the essence of Laplace’s line of attack on inverse probability. A means to compute inverse probability P(p|X_bar_n=x) (Image by Author) There are three probabilities to be computed on the R.H.S. of the above equation: P(X_bar_n=x | p), P(p), and P(X_bar_n=x). Let’s look at them one by one: