G.H Gholami - Department of Mathematics , Faculty of science , Urmia University , Urmia , IRAN.
A Etemadi - Department of Mathematics , Urmia Branch, Islamic Azad University , Urmia , IRAN.

The prior distribution is the key to Bayesian inference and its determination is therefore the most important step in drawing this inference . To some extent , it is also the most difficult . In this paper , we'll review different approaches of choosing prior distribution.

Prior Distribution, Bayesian Inference, Selection, Drawing