Conjugate Priors Example: Normal Distribution and the Exponential Family of Distributions @Eigensteve

Uploaded February 2026 | Updated September 2026, 1 week ago

Here we demonstrate conjugate priors with an example. Specifically Normal distributions are conjugate to themselves, so if the likelihood is Normal, we also choose Normal priors. More generally, the Exponential Family of Distributions are useful because they give an entire family of likelihoods and their conjugate priors.

This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company

%%% CHAPTERS %%%
00:00 Intro
01:48 The Exponential Family
06:31 Conjugate Priors of the Exponential Family
09:57 Example: Gaussian is in Exponential Family
16:49 Homework Problems
17:29 Outro

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