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dear BUGSers, I am interested in estimating the expected values for the variances of a given population. I would use the results of some experiments as observed values for the variances. I tried the following model: S[i] ~ Gamma(alpha[i], beta[i]) alpha[i] ~ Exp(1) beta[i] ~ Gamma(0.1, 1) mu[i] <- alpha[i] / beta[i] where the prior distributions for alpha and beta are as in Congdon (2001). The values for mu[i] are not consistent and both the scale and the variability appear to be very high. A possible different model I tried was by modelling S[i] as a lognormal(mu[i], tau), but I can't figure out which prior distribution I can use for mu[i] (NB mu[i] is my primary interest, as I would like to use these values as prior for the variances in an other model, where I am trying to estimate means). Does anybody have a hint about that? Thanks in advance, Marta Blangiardo PhD student in Applied Statistics University of Florence (Italy) mail to: [log in to unmask] ------------------------------------------------------------------- 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] To mail the BUGS list, mail to [log in to unmask] Before mailing, please check the archive at www.jiscmail.ac.uk/lists/bugs.html Please do not mail attachments to the list. 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