[jonloldrup]

But how do I incorporate my level of confidence in my prior? I haven't seen any treatment of this question, even though it is a quite essential one: priors that you are not so sure about should be given less weight than priors that you are very certain about.

[cityhall]

This is handled by choosing a smoother, higher entropy prior. If you have uncertainty about your prior then basic factorization tells us it's equivalent to integrating over your various priors with respect to the probability you assign each of them.

[jonloldrup]

Silly me, he actually treats this question (towards the end of the article using his dog as an example)