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Tyrrell_McAllister comments on So You Think You're a Bayesian? The Natural Mode of Probabilistic Reasoning - Less Wrong
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No, it's Bayes's theorem.
Or at least it should be; I'm reasonably confident that you only use s' for plural possessives; singular nouns that end in s have a possessive form ending in s's.
Personally, I always write "Bayes's". But since I was citing Wikipedia, I didn't want to muddy waters further by not using their convention.