Modify Code 7.4 so that it displays priors and posteriors for volatility rather than variance.  Implement the Gibbs sampler for the semi-conjugate mean variance model, and use it to estimate the...

Modify Code 7.4 so that it displays priors and posteriors for volatility rather

than variance.

 Implement the Gibbs sampler for the semi-conjugate mean variance model,

and use it to estimate the marginal and joint posterior distributions of the

mean and variance for a stock returns set or portfolio returns set of your

choice. Plot your marginal posterior densities using an S-PLUS kernel

density estimate, and plot a visualizaton of the joint posterior using the SPLUS contour function.