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Laplace's rule of succession

As explained in Statistics Slam Dunk

Laplace's rule of succession estimates the probability of success on the next independent trial as (s + 1) / (n + 2), where s is the number of prior successes and n is the number of completed trials.

Laplace’s rule of succession estimates the next success probability after independent success-or-failure trials: p = (s + 1) / (n + 2), where s is prior successes and n is completed trials. It is useful when few observations make the conventional s / n estimate misleadingly absolute. section 16.0

The added 1 and 2 preserve room for the opposite outcome. After five successes in five trials, the estimate is 6 / 7, or about 86%, rather than 100%; after five failures, it is 1 / 7, or about 14%. section 16.0

When successes equal trials, the resulting probability curve has a distinctive shape:

  • It rises as the run of successes grows. section 16.3
  • It rises at a decreasing rate rather than linearly. section 16.3
  • It never reaches 100%, regardless of how many prior successes occurred. section 16.3
df %>%
 mutate(laplace = (prior_successes + 1) / 
          (independent_trials + 2) * 100) -> df
print(df)
##    prior_successes independent_trials  laplace
## 1                1                  1 66.66667
## 2                2                  2 75.00000
## 3                3                  3 80.00000
## 4                4                  4 83.33333
## 5                5                  5 85.71429
## 6                6                  6 87.50000
## 7                7                  7 88.88889
## 8                8                  8 90.00000
## 9                9                  9 90.90909
## 10              10                 10 91.66667
## 11              11                 11 92.30769
## 12              12                 12 92.85714
## 13              13                 13 93.33333
## 14              14                 14 93.75000
## 15              15                 15 94.11765
## 16              16                 16 94.44444
## 17              17                 17 94.73684
## 18              18                 18 95.00000
## 19              19                 19 95.23810
## 20              20                 20 95.45455

Create a Laplace percentage column in R by applying the formula to prior successes and independent trials, then multiply by 100. section 16.3

Testing a free-throw streak

For a player’s free throws, separate attempts by game, calculate consecutive prior makes, and compare the next-shot percentages by streak length. Small counts at long streaks can produce apparent 100% rates, while simulated coin flips also contain streaks. The observed player-level pattern does not consistently rise with each additional make, supporting randomness rather than a hot hand. section 16.4.1 section 16.6

How Statistics Slam Dunk covers it

How deep it goes
Defines the formula, works five-trial cases, and visualizes its curve without deriving the formula formally.
Examples
Uses five all-success or all-failure trials, a 20-success curve, simulated coin flips, and 2019–20 NBA free throws.
What it assumes
Introduces success, failure, independent trials, and probability notation before applying the formula.
What you can do after
Evaluate/understand why short success or failure runs should not imply certain next-trial outcomes.
How it connects
Connects independent trials, conventional probability, randomness, coin flips, free-throw percentages, and the hot hand.

Related concepts

This explainer was generated by Manning's knowledge graph from the text of Statistics Slam Dunk. The section links point to the parts of the book it draws on.