Bayesian Analysis of Some Probability Models in OpenBUGS
Vijay Kumar
Department of Mathematics and Statistics,
DDU Gorakhpur University, Gorakhpur(U.P.) -273009
E-mail :vkgkp@rediffmail.com
In this paper the Bayesian modeling of some probability models based on
reliability data in OpenBUGS are presented and various ways of summarizing posterior
inference are discussed. BUGS (Bayesian inference Using Gibbs Sampling) is a piece of
computer software for the Bayesian analysis of complex statistical models using Markov
chain Monte Carlo (MCMC) methods. It has been developing and rapidly growing in
popularity for a number of years, and is probably best known in its WinBUGS
incarnations. OpenBUGS is the newest innovation: an open source version, which can
run on Windows and Linux, as well as from inside the increasingly popular R .
Keywords : Bayesian estimation, Gibbs Sampling, MCMC, OpenBUGS.