Prior probability
probability distribution that would express one's uncertainty before some evidence is taken into account
A prior probability distribution (often simply called the prior probability, prior distribution, or prior) of an uncertain quantity is its assumed probability distribution before evidence is taken into account. For example, the prior could be the probability distribution representing the relative proportions of voters who will vote for a particular politician in a future election. The unknown quantity may be a parameter of the model or a latent variable rather than an observable variable.
In Bayesian statistics, Bayes' rule prescribes how to update the prior with new information to obtain the posterior probability distribution, which is the conditional distribution of the uncertain quantity given new data. Historically, the choice of priors was often constrained to a conjugate family of a given likelihood function, so that it would result in a tractable posterior of the same family. The widespread availability of Markov chain Monte Carlo methods, however, has made this less of a concern.
There are many ways to construct a prior distribution. In some cases, a prior may be determined from past information, such as previous experiments. A prior can also be elicited from the purely subjective assessment of an experienced expert. When no information is available, an uninformative prior may be adopted as justified by the principle of indifference.
The public source identifies “Prior probability” as probability distribution that would express one's uncertainty before some evidence is taken into account. This brief keeps that definition visible, then builds a research path around Prior, probability and distribution.
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This entry incorporates text from “Prior probability” on English Wikipedia. Contributors are listed in the page history. Text is available under the Creative Commons Attribution-ShareAlike 4.0 License. Selected authority identifiers and statements are retrieved from Wikidata under CC0; their references and qualifiers remain part of the verification path.