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Bayesian Statistics: An Introduction, 4th Edition by Peter M. Lee

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9.7 Introduction to WinBUGS and OpenBUGS

9.7.1 Information about WinBUGS and OpenBUGS

The package BUGS (Bayesian Inference Using Gibbs Sampling) grew from a statistical research project at the MRC Biostatistics Unit in Cambridge, but now is developed jointly with the Imperial College School of Medicine at St Mary’s, London. It is now most widely used in its Windows form, which is known as WinBUGS, and it has become the most popular means for numerical investigations of Bayesian inference. The software and documentation can be freely copied provided that it is noted that it is copyright © MRC Biostatistics Unit 1995.

We will only give a very brief overview of its use here, but with this introduction it is hoped that you will be able to get started in using WinBUGS employing its online help system. Much valuable information, including information on how to download the package (which is currently free) can be obtained from the website

More recently a program called OpenBUGS has been developed which from the user’s point of view is more or less indistinguishable from WinBUGS while having the slight advantage that there is no need to bother with a key. It is freely available from

OpenBUGS is copyright © Free Software Foundation 1989, 1991.

Information installing running OpenBUGS or WinBUGS from a Mac can be found on the website associated with this book.

9.7.2 Distributions in WinBUGS and OpenBUGS

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