A Natural Law of Succession

Details A Natural Law of Succession A Natural Law of Succession

1995-08-30

arxiv.org/abs/cmp-lg/9508012v1

Computer Science

Computation and Language

23 pages

Scientific paper

Consider the problem of multinomial estimation. You are given an alphabet of k distinct symbols and are told that the i-th symbol occurred exactly n_i times in the past. On the basis of this information alone, you must now estimate the conditional probability that the next symbol will be i. In this report, we present a new solution to this fundamental problem in statistics and demonstrate that our solution outperforms standard approaches, both in theory and in practice.

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