Question: Exercise 9.12 In the WinBUGS program chapter 9 generated.odc a BayesianGaussian hierarchical model is given using fictive data from Tiao and Tan (1965). The data

Exercise 9.12 In the WinBUGS program ‘chapter 9 generated.odc’ a Bayesian–Gaussian hierarchical model is given using fictive data from Tiao and Tan (1965). The data were generated such that the frequentist estimate of σ2 θ is negative. Check that this is indeed the case. Further, apply the Bayesian approach to estimate σ2 θ .

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