We will start by using WinBUGS to look at the simple problem we have
already considered. That is, the problem of Bayesian inference for
a normal random sample with unknown mean and variance.
Load WinBUGS by selecting Start, Programs, Departmental software,
Statistics, WinBUGS. Select File, Open and load up
J:\Data\Stats\451\Project.odc. This will load up a
"WinBUGS compound document", which will guide you through the
example.