Many Thanks to every one for your helpful response. It gave me valuable insight. I went back and checked the formula for the prior distribution. The correct formula is 1/sqrt[(x-a)**2+b] , -Inf<x<Inf Which is different than what I mistakenly sent you earlier. Could you please tell me what distribution can I use for this formula in winbug13. If I am stuck with cauchy prior, is this a source of a problem for obtaining reliable and stable estimate for the mean and variance for the posterior distribution? Thanks Lamya _________________________________________________________________________ Get Your Private, Free E-mail from MSN Hotmail at http://www.hotmail.com. ------------------------------------------------------------------- To mail the BUGS list, mail to [log in to unmask] You can search old messages at www.jiscmail.ac.uk/lists/bugs.html To leave the BUGS list, send LEAVE BUGS to [log in to unmask] If this fails, mail [log in to unmask], NOT the whole list This list is for discussion of modelling issues and the BUGS software. For help with crashes and error messages, first mail [log in to unmask]