Depends on your total income and other things about your tax situation. What you'd pay is basically your tax bracket % times the prize amount. So in a 15% bracket, federal income tax would be $375 on $2500. Depending on the prize, you'd very likely owe state tax also.
If that $2500 was your only income for the year, then very little, probably nothing.
If you had other income as well, then your tax would be computed based on the total of all your income. Your total tax would not be the total of the tax on your other income plus the tax on $2500. Income taxes are not linear. The percentage varies depending on the total of all your income. For example, a person who earns two times as much as another may be required to pay four times as much tax.
They'll add that $2500 to your regular income, so you'd need to know what tax bracket you fall into.
Best to set aside at least 20 percent.