An Application of Bayes Regression for a Small Sample

Main purpose of this article is to have a posterior distribution of the model structural parameters in the regression model with elliptical measurement error based on prior distribution and considering the previous one was gained multivariable B it is not easy to produce data from it to measure the previous distribution mean. So we use Gibbs sampling method stated by Arellano and Bolfarine(1998). Finally we stated an application of the regression model.