Cauchy Distribution (Section 6.9): Mixture representation
WinBUGS code Cauchy.odc
Posterior means, posterior standard deviations and 95% credible intervals (Inference->Samples->stats)
Sample path (history)
Posterior probability densities (Inference->Samples->density)
(Further, right-click on the figure->Margins-> Special…->Smooth -> change from 0.2 to 0.1-> apply all)
Sample autocorrelation function (Inference->Samples->auto corr)
Running quantile plot (Inference->Samples->quantiles)
Scatter plots (Inference->Correlations…)