Conjugate Prior Explained
with examples and proofs
Published in
4 min readJan 8, 2020
1. What is Prior?
Prior probability is the likelihood of an event occurring before we see the evidence (data).
In Bayesian Inference, the prior is our first estimate of probability based on what we know now, before additional evidence (new data) becomes available.
2. What is Conjugate Prior?
Conjugate prior cannot be understood unless one is familiar with Bayesian inference.