Question: Work out the details of the Gibbs sampling algorithm sketched in Sec tion 8.1 for obtaining samples from the posterior distribution of the parameters in

Work out the details of the Gibbs sampling algorithm sketched in Sec tion 8.1 for obtaining samples from the posterior distribution of the parameters in model (8.1). In particular, show that sampling from the full conditional distributions in Steps 1 and 2 can be achieved via FFBS.

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