Correction to: Nature Reviews Methods Primers https://doi.org/10.1038/s43586-020-00001-2, published online 14 January 2021.

In the original version of the article, Fig. 1 mistakenly defined the posterior distribution as P(y|θ). The posterior distribution should have been defined as P(θ|y). This error has now been corrected in the HTML and PDF versions of the article.