In literature I sometimes stumple upon the remark, that choosing priors that depend on the data itself (for example Zellners g-prior) can be criticized from a theoretical point of view. Where exactly is the problem if the prior is not chosen independent from the data?

**Answer**

Generally, informative priors are typically viewed as your information about parameters (or hypotheses) **before** seeing the data. So any data-based prior is violating the likelihood principle since evidence from the sample is coming through the likelihood function and the prior.

**Attribution***Source : Link , Question Author : muffin1974 , Answer Author : jaradniemi*