Prior distribution

Definition: Beliefs held by researchers about the parameters in a statistical model before further evidence is taken into account. A ‘prior’ is expressed as a probability distribution and can be determined in a number of ways (e.g., previous research, subjective assessment, principles such as maximising entropy given constraints), and is typically combined with the likelihood function using Bayes’ theorem to obtain a posterior distribution.

Related terms: <a href='/glossary/bayes-factor/'>Bayes Factor</a>, <a href='/glossary/bayesian-inference/'>Bayesian inference</a>, <a href='/glossary/bayesian-parameter-estimation/'>Bayesian Parameter Estimation</a>, <a href='/glossary/likelihood-function/'>Likelihood function</a>, <a href='/glossary/posterior-distribution/'>Posterior distribution</a>

Reference: van de Schoot et al. (2021)

Drafted and Reviewed by: Alaa AlDoh, Charlotte R. Pennington, Martin Vasilev

Note that we are currently working on an automated mechanism to link references cited above with their full-length version that can be found at with all references used so far.