Adding New Mathematical Functions and Statistical‎ Distributions in WinBUGS

‎WinBUGS is one of the usual softwares in computational Bayesian statistics‎, ‎which is used to fit Baysian models easily‎. ‎Although this software has usual mathematical functions and statistical distributions as built in functions‎, ‎sometimes it is necessary to include other functions and distributions in computations which is done by some tricks and indirectly‎. ‎By using WinBUGS development interface (known as WBDev)‎, ‎new mathematical functions and statistical distributions can be added in the software‎. ‎This method facilitates writing codes of statistical models‎, ‎increases speed of computations and make computations more efficient‎. ‎In this paper‎, ‎the stages of including new mathematical functions and statistical distributions in the WinBUGS are illustrated by some examples‎.