Geotechnical problems that are characterized by a high degree of complexity and uncertainty with respect to the input data are solved recently, using the Bayesian analysis (for instance the problem of a cautious estimation of the geotechnical characteristic parameters according to the Eurocode 7 requirements). The applicability of the Bayesian approach to geotechnics via a simple examples related to determination of characteristic values of geotechnical parameters for design structures is in the paper addressed. In order to select the characteristic parameters for the geotechnical design a new numerical code called BAYANAL was developed. Example of applying the BAYANAL code to analyse the DMT tests demonstrates that it is a powerful and promising tool in evaluation of ground properties and geotechnical parameters.