Abstract
The Bayes’ theorem which is the kernel of today’s Bayesian World incorporates prior knowledge in analysis. Regarding its level, form or application restrictions, the challenging part can be seen as “prior” especially for joiners in this world. In various areas, concerning the requirements, there are various prior distributions suggested to be used. However the studies that give a generic look and review on prior distributions classes are not seen in the literature. With this motivation, the paper discusses prior distributions with comprehensive coverage. Thus it’s aimed to introduce prior distribution classes and to give a review on them.