/********************************************************************** * univariate normal model * Peng Zeng @ Auburn University * 2025-09-15 * * model: * y ~ normal(mu, sigma) * prior: * mu ~ normal(mu0, tau0) * sigma^2 ~ scaled inverse chi-square(v0, s0) **********************************************************************/ data { int n; // sample size real y[n]; // observations real mu_mean; // prior - mu0 real mu_sd; // prior - tau0 real sigma_df; // prior - v0 real sigma_scale; // prior - s0, not s0^2 } parameters { real mu; // mean real sigma; // standard deviation } model { mu ~ normal(mu_mean, mu_sd); sigma^2 ~ scaled_inv_chi_square(sigma_df, sigma_scale); y ~ normal(mu, sigma); } /********************************************************************** * THE END **********************************************************************/