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I was solving one problem and got to the point where I needed to find the prior probability of the normally distributed variable, with the known mean and variance. I'm a little confused because I've never seen it like this before, but judging by the definition of the prior probability, it will just be the pdf of the normal distribution. Am I right?

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    $\begingroup$ You need to find prior or posterior? What exactly are you asked to do? $\endgroup$
    – Tim
    Commented May 5, 2021 at 17:50
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    $\begingroup$ Yes, you (or whoever asked you to do this) define the prior distribution. Without more information and context, we can’t answer your question. $\endgroup$ Commented May 5, 2021 at 18:00

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