Classification learning is a type of supervised machine learning technique that uses a classification model (e.g. decision tree) to predict unknown class labels for previously unseen instances. In many applications it can be very useful to additionally obtain class probabilities for the different class labels. Decision trees that yield these probabilities are also called probability estimation trees (PETs). Smoothing is a technique used to improve the probability estimates. There are several existing smoothing methods, such as the Laplace correction, M-Estimate smoothing and M-Branch smoothing. Smoothing does not just apply to PETs. In the field of text compression, PPM in particular, smoothing methods play a important role. This thesis migrates smoothing methods from text compression to PETs. The newly migrated methods in PETs are compared with the best of the existing smoothing methods considered in this thesis under different experiment setups. Unpruned, pruned and bagged trees are considered in the experiments. The main finding is that the PPM-based methods yield the best probability estimate when used with bagged trees, but not when used with individual (pruned or unpruned) trees.