This paper proposes a new adaptive competitive learning algorithm called “the probabilistic winner-take-all.” The algorithm is based on a learning scheme developed by Agrawala within the statistical pattern recognition literature (Agrawala 1970). Its name stems from the fact that for a given input pattern once each competitor computes the probability of being the one that generated this pattern, the computed probabilities are utilized to probabilistically choose a winner. Then, only this winner is permitted to learn. The learning rule of the algorithm is derived for three different cases. Its properties are discussed and compared to those of two other competitive learning algorithms, namely the standard winner-take-all and the maximum-likelihood soft competition. Experimental comparison is also given. When all three algorithms are used to train the hidden layer of radial-basis-function classifiers, experiments indicate that classifiers trained with the probabilistic winner-take-all outperform those trained with the other two algorithms.