Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling
用 Gibbs 抽样展示正态数据模型的贝叶斯推断
The use of the Gibbs sampler as a method for calculating Bayesian marginal posterior and predictive densities is reviewed and illustrated with a range of normal data models, including variance components, unordered and ordered means, hierarchical growth curves, and missing data in a crossover trial. In all cases the approach is straightforward to specify distributionally and to implement computationally, with output readily adapted for required inference summaries.