After specification of the model in WinBUGS, the analysis is
carried out using the normal MCMC techniques as described in
Chapter
to sample from the full conditionals.
As outlined in Section
Gibbs sampling takes from
the full conditional distribution of each of the variables, and
the joint posterior is the target distribution.
For example, letting
denote
, that is the
parameters, except
,
and similarly for the other variables.