Jinsong Zhao
2013-10-12
I am new to BUGS. Recently, I read a paper that uses Bayesian hierachical model to simulate a normal distribution. The formula is something like:
$$p(\mu,\tau|y) \propto p(\mu,\tau) \prod_j N(\bar{y}_i|\mu,\sqrt{\sigma_j^2+\tau^2})$$
where, $\sigma_j^2$ is the variance for jth samples.
(it's in fact the equation 5.18 in Gelman et al. (2004, p.135)).
I hope to know how to simulate it in JAGS.
I will really appreciate you for any suggestions or hints.
Regards,
Jinsong