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A. E. Gelfand, S. E. Hills, A. Racine-Poon and A. F. M. Smith, “Illustration of Bayesian Inference in Normal Data Models Using Gibbs Sampling,” Journal of the American Statistical Association, Vol. 85, No. 412, 1990, pp. 972-985. doi:10.1080/01621459.1990.10474968

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