Abstract

The theoretical construction and practical use of prior probabilities, in particular for systems having many degrees of freedom, are investigated. It becomes clear that it is operationally unsound to use mutually consistent priors if one wishes to draw sensible conclusions from practical experiments. The prior cannot usefully be identified with a state of knowledge, and indeed it is not so identified in common scientific practice. Rather, it can be identified with the question one asks. Accordingly, priors are free constructions. Their informal, ill-defined and subjective characteristics must carry over into the conclusions one chooses to draw from experiments or observations.