AI engineering glossary · Statistics inference
What is prior distribution?
Prior distribution: A probability distribution expressing what is believed about a parameter before seeing the current data. It can encode earlier studies or expert judgement, and its influence fades as more data arrive.
Prior distribution: an example
Before an experiment, a Beta(2, 38) prior expresses a belief that conversion is around 5 percent.
Related terms
More Statistics inference terms
- Propensity score
- R-squared
- Randomisation
- Randomised controlled trial
- Regression coefficient
- Regression to the mean
- Rejection region
- Resampling
Where you learn it
Prior distribution is part of the AI Engineering Program, which teaches it with notes, a hands-on lab and an exam. The first lesson is free.