We present a new Bayesian approach to constrain the intrinsic parameters (stellar mass, age) of the eclipsing binary system CEP0227 in the LMC. We computed evolutionary models covering a broad range in chemical compositions and in stellar mass. Independent sets of models were constructed either by neglecting or by including a moderate convective core overshooting (beta=0.2) during central H-burning phases. Models were also constructed either by neglecting or by assuming a canonical (eta=0.4,0.8) or an enhanced (eta=4) mass loss rate. The solutions were computed in three different planes: luminosity-temperature, mass-radius and gravity-temperature. By using the Bayes Factor, we found that the most probable solutions were obtained in the gravity-temperature plane with a Gaussian mass prior distribution. The evolutionary models constructed by assuming a moderate convective core overshooting (beta=0.2) and a canonical mass loss rate (eta=0.4) give stellar masses for the primary Cepheid M=4.14^{+0.04}_{-0.05} M_sun and for the secondary M=4.15^{+0.04}_{-0.05} M_sun that agree at the 1% level with dynamical measurements. Moreover, we found ages for the two components and for the combined system t=151^{+4}_{-3} Myr that agree at the 5% level. The solutions based on evolutionary models that neglect the mass loss attain similar parameters, while those ones based on models that either account for an enhanced mass loss or neglect convective core overshooting have lower Bayes Factors and larger confidence intervals. The dependence on the mass loss rate might be the consequence of the crude approximation we use to mimic this phenomenon. By using the isochrone of the most probable solution and a Gaussian prior on the LMC distance, we found a distance modulus 18.53^{+0.02}_{-0.02} mag and a reddening value E(B-V)= 0.142^{+0.005}_{-0.010} mag that agree well with literature estimates.
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