Definition:Prior Probability Distribution

Definition

In the context of Bayesian inference, a prior probability distribution is a probability distribution to which a parameter is assumed to fit, based on the experimenter's belief in the state of nature.

This may then be combined with the results of an experiment, or sequence of experiments, to provide a posterior probability distribution.

Also see

• Definition:Posterior Probability Distribution

• Results about prior probability distributions can be found here.

Sources

• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): Bayesian inference
• 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): prior distribution
• 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): prior distribution