Oh What a Prior

Lyric by Mark Glickman
may sing to the tune of "December, 1963 Oh What a Night" (Bob Gaudio and Judy Parker)

Oh what a prior
A unimodal proper density
She captured all my subjectivity
What a function, what a prior

Oh what a prior
Tall and thin, right then I understood
She towered over every likelihood
Oh I believed her, what a prior

Oh I, I fit a Bayesian model after all
and assumed
that my results would verify the truth

Oh what a prior
Elicited from deep inside my head
Expert thought I would not use instead
Oh I committed to the prior

I saw the others dressed in uniform attire
But when she came to me, I knew my data would not defy her!

Oh what a prior
I was so sure but I could make no sense
Of this false posterior inference
Oh I got bitten by a prior