Cauchy Distribution (Section 6.9): Mixture representation

WinBUGS code Cauchy.odc

Cauchy

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…)