Hello, Thank you very much for your advises.
I would want to play a little with Software for Flexible Bayesian Modeling by Radford M. Neal. But information supplied by documentation that goes with this doesn't make me clear some concepts related to priors mentioned in the documentation itself. Due it, neither I can completely understand samples of priors nor code my own ones. I asked you for Radford Neal thesis in my last message because the software documentation mentions that appendix A of it treats this question in depth. So at first, I think that it can help me. I'm learning about Bayesian modeling on one's own initiative, this is not academic one, so my student budget doesn't allow me to buy a whole book from an USA or UK bookstore. Neither I have found out this book at public libraries. As you have suggested me, next I'm going to ask to thesis author for appendix A. My e-mail address is [EMAIL PROTECTED] Please remove the "REMOVETHIS" string from the email address to get my real one. It's an anty-spam measure. I apologise for any inconvenience that it causes to you. Thank you very much and best regards, Marklin. ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at http://jse.stat.ncsu.edu/ =================================================================