Although most clinical trials comparing therapies are analyzed using classical hypothesis testing and P values, such methods do not yield the information most useful to the clinician, that is, the probability that one treatment is more efficacious than another. Bayesian inference can yield this probability but only if we quantify our prior beliefs about the possible efficacies of the treatments studied. This article gives a brief introduction to Bayesian methods and contrasts them with classical hypothesis testing. It shows that the quantification of prior beliefs is a common and necessary part of the interpretation of clinical information, whether from a laboratory test or published clinical trial. Advantages of Bayesian analysis over classical analysis of clinical trials include the ability to incorporate prior information regarding treatment efficacies into the analysis; the ability to make multiple unscheduled inspections of accumulating data without increasing the error rate of the study; and the ability to calculate the probability that one treatment is more effective than another. Because it is likely that Bayesian methods will be used more often in the analysis of future clinical trials, investigators and readers should be aware of the two schools of statistical thought and the strengths and weaknesses of each.