/********************************************************************** * t-distribution model with known degrees of freedom * Peng Zeng @ Auburn University * 2025-09-17 * * model: * y ~ t(df, mu, sigma) * prior: * f(mu, sigma) ~ 1 / sigma **********************************************************************/ data { int n; // sample size real y[n]; // observations real df; // degrees of freedom } parameters { real mu; // mean real sigma; // standard deviation } model { y ~ student_t(df, mu, sigma); target += -log(sigma); // noninformative prior } /********************************************************************** * THE END **********************************************************************/