7.

(a) Write a computer program which uses your answer to Exercise 5 to carry out posterior simulation in the individual effects model with hierarchical prior and independent Student-t errors.

(b) Using artificial data sets simulated as in the empirical illustration of Section 7.6, test your program of part (a).

(c) Add computer code which does an informal test for Normality of errors by calculating p.¹ > 30jy/ and use this on the artificial data set.

(d) Repeat parts

(b) and

(c) using different artificial data sets, including some with Student-t errors.