Comparison among Posterior Densities Estimation using by MCMC Techniques

In complex cases, determination of unknown densities for Bayesian nested models, become possible just by using simulation methods. In this ways, MCMC methods have the most contribution. Solutions of applied examples with various methods of theirs, had given novel ideas to select best methods for examiners. In this paper we remark MCMC methods and attempt by using several of them to solve applied examples by Splus software. Histogram of generation samples from posterior densities is shown.