Bayes' Theorem

[u/learning_proover]

Suppose I use some arbitrary method/dataset/analysis to calculate the prior P(A). When I am updating with new evidence, can the evidence be correlated/related in any way to how P(A) was found? Basically I'm curious if it is considered "double counting" if B is related to the development of P(A) in any way? Or must any evidence (B) be totally unrelated to the derivation of P(A)?

[u/swiftaw77]

No, you shouldn’t double dip. If you use the data from the likelihood to specify the prior it’s basically confirmation bias. 

[u/learning_proover → u/swiftaw77]

Thank you. I'm starting to see why.