After making some general remarks, I consider two examples that illustrate
the use of Bayesian Probability Theory. The first is a simple one, the
physicist's favorite "toy," that provides a forum for a discussion of the key
conceptual issue of Bayesian analysis: the assignment of prior probabilities.
The other example illustrates the use of Bayesian ideas in the real world of
experimental physics.Comment: 14 pages, 5 figures, Workshop on Confidence Limits, CERN, 17-18
January, 200
