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Gelfand, A.E., Hills, S.E., Racine-Poon, A. and Smith, A.F.M. (1990) Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling. Journal of the American Statistical Association, 85, 972-985.
http://dx.doi.org/10.1080/01621459.1990.10474968

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