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## help on the hierarchical model of variance

Help
2013-10-12
2013-10-12

• 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