WinBUGS is based on Bayesian analysis that makes use of prior and conditional probabilities (the correct approach to statistics). It makes use of several techniques such as Gibbs Sampling and Markov Chain Monte Carlo (MCMC) simulations to estimate these probabilities and place confidence intervals around them.
Warning: Although the program is Windows-based, offers a convenient graphical user interface, and includes several automatic graphics and diagnostic features, all of the analyses are done with code, thus programming is required.
It is from Imperial College and Medical Research Council, UK, and is available @ www.mrc-bsu.cam.ac.uk/bugs/winbugs/contents.shtml
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