What is assumed about a parameter before the data — the input of Bayesian analysis that most often decides its output.A prior distribution encodes what is assumed about a parameter before any data are collected. In Bayesian statistics, the prior is combined with the likelihood of the observed data to produce the posterior distribution, which represents the updated belief after seeing the data. The choice of prior is often the most debated aspect of Bayesian analysis because it can strongly influence the final result, especially when data are sparse or weakly informative.
The concept dates back to Thomas Bayes in the 18th century, but the formal treatment and the debate over priors were developed by Pierre-Simon Laplace and later by modern statisticians like Harold Jeffreys in the 20th century.
The prior assigns a probability to each possible value of the parameter. A 'flat' or uniform prior gives equal weight to all values, but this is not always the most neutral choice — for example, a uniform prior on a rate parameter is not uniform on its logarithm. Informative priors can incorporate known physical constraints, such as positivity or bounds from previous experiments. The posterior is proportional to the prior times the likelihood, so the prior acts as a weighting factor that pulls the estimate toward regions of high prior probability.
Priors are used in particle physics for setting limits on new particles, in cosmology for estimating cosmological parameters from CMB data, and in machine learning for regularising models.
In high-energy physics, the choice of prior can be so consequential that the field has developed 'prior-independent' methods, like the CLs method, to avoid relying on subjective priors when claiming discoveries.












