The praetorian guard were an elite corps of ex-legionary soldiers originally formed by Augustus (then known as Octavian) after the battle of Actium in 31BC, from among the most experienced - and trustworthy - troops in both his own legions and those of the defeated Marcus Antonius. Under Augustus the Guard was originally composed of nine quingenary cohorts, each with a nominal 500 men and commanded by a military tribune, under the overall command of two equestrian prefects. Their internal organisation was like that of an ordinary Roman legionary cohort, i.e. every cohort held six centuries, each commanded by a centurion and containing eighty soldiers.
They were at first billeted in various locations throughout Rome, but in 23AD a huge camp, the Castra Praetoria, was established in the eastern suburbs of the city by their notorious commander Lucius Aelius Sejanus. Vitellius transferred many experienced soldiers into the Guard in 69 but they were generally recruited from among the young sons of the landed Italian gentry, with a few from good families in the "more civilised" provinces. Their period of service was only 16 years - as opposed to 20 years in the legions and 25 in the Auxilia - and their rate of pay was much higher than the other armed forces.
By the reign of Domitian the praetorian guard had been increased to ten cohorts, each structured like the primary cohort of a legion (i.e. containing five double-strength centuries), generally under the command of a single equestrian prefect, sometimes two. The overall strength of the praetorian guard after the Flavian period was then, about ten-thousand men. When on campaign with the emperor, the praesidium praetorio were joined by an elite cavalry force, formed from among the best cavalry troops in the province, and named the equites singulares Augusti or the "Renowned Horsemen of the Emperor".
A praetorian cohort would not normally be stationed in Britain as their duties were to protect the person of the emperor. Whenever the emperor toured his provinces or went on campaign, the praetorians would necessarily accompany him. They have no garrison forts anywhere except in Rome, and would probably be billeted in barrack-blocks within existing forts.
Two interesting "centurial stones" have been unearthed which record the names of individual centuries of Roman soldiers working on the ramparts of Hadrian's Wall, one found between Carrawburgh and Housesteads near the emperor's suspected residence at Vindolanda (Chesterholm), the other between Castlesteads and the Wall's headquarters at Stanwix near the Wall's western end. It is possible that these stones were placed by Praetorian units in the train of the Emperor Hadrian during his 122AD visit to Britain, who were conscripted into "doing their bit" during the early days of construction on the Wall.
It may be argued that the stones in question may have been placed by cohorts recruited from the Priantes of Thrace, or even the Praetuttii from the Picenum district of Italy. The latter tribe would be very unlikely as they were Roman citizens and thus eligible for recruitment into the legions. Equally unlikely are the Praesti and the Prasii tribes from India, the Pratitae from Caspia Portae, the Pronastae of Boeotia, the Prothingi tribe from Scythia beyond the Ister, and the Protropi from Apulia near Beneventum.