The daemon thread, except that it is managed by JVM and will get killed if no user threads are running, is also just another thread. Therefore, just like normal threads, they will have the priority of the creating thread and the value Thread.NORM_PRIORITY by default. They will belong to the same ThreadGroup as their parent thread, unless explicitly created as belonging to another ThreadGroup using the overloaded Thread constructor. Infact you can set the entire ThreadGroup as daemon. Any threads that belong to that ThreadGroup will be marked as daemon too.
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Ajith Kallambella M. Sun Certified Programmer for the Java�2 Platform.
IBM Certified Developer - XML and Related Technologies, V1.