  We perform a global Bayesian fit of the phenomenological minimal
supersymmetric standard model (pMSSM) to current indirect collider and dark
matter data. The pMSSM contains the most relevant 25 weak-scale MSSM
parameters, which are simultaneously fit using `nested sampling' Monte Carlo
techniques in more than 15 years of CPU time. We calculate the Bayesian
evidence for the pMSSM and constrain its parameters and observables in the
context of two widely different, but reasonable, priors to determine which
inferences are robust. We make inferences about sparticle masses, the sign of
the $\mu$ parameter, the amount of fine tuning, dark matter properties and the
prospects for direct dark matter detection without assuming a restrictive
high-scale supersymmetry breaking model. We find the inferred lightest CP-even
Higgs boson mass as an example of an approximately prior independent
observable. This analysis constitutes the first statistically convergent pMSSM
global fit to all current data.
