Ranked set sampling can be useful when measurements are expensive but units from the popu- lation can be easily ranked. In this situation one may draw k units from the population, rank them, select one on which to make the expensive measurement, draw another k units, rank them, select one, and so on. The method was originally suggested by McIntyre (1952) in connection with pasture yields and is obviously applicable in other situations as well. Dell and Clutter (1972) and Patil et al. (1994) explain the basics from a classical point of view. Our aim is to examine the procedure from a Bayesian point of view, determine whether ranked set sampling provides advantages over simple random sampling and explore some optimality questions