Our perceptions are fundamentally altered by our expectations, i.e., priors about the world. In previous statistical learning experiments (Chalk, Seitz, & Seriès, 2010), we investigated how such priors are formed by presenting subjects with white low contrast moving dots on a blank screen and using a bimodal distribution of motion directions such that two directions were more frequently presented than the others. We found that human observers quickly and automatically developed expectations for the most frequently presented directions of motion. Here, we examine the specificity of these expectations. Can one learn simultaneously to expect different motion directions for dots of different colors? We interleaved moving dot displays of two different colors, either red or green, with different motion direction distributions. When one distribution was bimodal while the other was uniform, we found that subjects learned a single bimodal prior for the two stimuli. On the contrary, when both distributions were similarly structured, we found evidence for the formation of two distinct priors, which significantly influenced the subjects' behavior when no stimulus was presented. Our results can be modeled using a Bayesian framework and discussed in terms of a suboptimality of the statistical learning process under some conditions.