What the prior is wrong with these data?

In this article we relate our experience of teaching one aspect of an introductory Bayesian statistics module to BSc Mathematics and BSc Statistics undergraduates. The particular illustration that is given here concerns the development of the students’ appreciation of prior information. The software used for this module was the Windows based 1st Bayes software developed by Professor Tony O’Hagan. We start by describing how the programme is used to specify a (conjugate) prior. We then show how interesting insights into the understanding of the prior information can be obtained.