You may be wondering at the title of this post. Well, it is true – it was Laplace who made the Bayes equation. But not the Bayes theorem!
Bayes theorem may have been postulated a few years before Pierre Simon Laplace was born, in 1749. Bayes’ view about probabilities was more conceptual. It was a simple idea of modifying our subjective knowledge with objective information. In more technical language: initial (subjective) belief (guess or prior) + objective data = updated belief. Interestingly, those two words – subjective and belief – made classical statisticians, aka frequentists, mad!
Laplace, unaware of what Bayes had done more than two decades before, had his own ideas about the probability of causes. Eventually, he came up with a theory: the probability of a cause (given an event) is proportional to the probability of the event (given the cause). Note how close he has come to the Bayes formula that we know today.
It took Laplace another eight years or so to learn about Bayes’ idea of a prior, which gave Laplace’s equation the form as we know it. Well, by the name Bayes equation!
