Help answer the following questions. Please note that the first 2 attachments are the spacer.

ROBUST The robust linear regression run in JAGS and discussed in chapter 16 of JK's book is given below: model { for ( i in 1: Ntotal ) { zy[i] ~ dt( mu[i] , 1/zsigma"2 , nu ) mu [i] 0, k > 0. It has probability density function Exponential The exponential distribution with rate A (lambda) is defined by y * dexp (lambda) The t-distribution is equivalent to a scale mixture of normals: for A > 0. It has probability density function y 1 then the expectation has constant hazard A. is u. The variance is k/(T * (k - 2)) for k > 2 but for 1