I'm a beginner at hierarchical modeling and statistics in general and this is confusing me.
Question: If I draw a histogram of a posterior distribution from an MCMC chain, do I draw the prior as a histogram, too, or do I just paste the distribution into the posterior plot (and make sure it has the same scale)?
Background: I'm using WinBUGS/OpenBUGS to do parameter estimation of a memory decay model. This is my first try at hierarchical models and my first serious attempt at using statistics. Whenever, I want to plot the prior of one of my parameters, I usually use a function in R to get data e.g.
dnorm(0:10,mean=5,sd=1) (if the prior is a normal distribution). I then use a histogram or a function like
densityplot() to create a plot from the data. What I'm basically wondering is this: The output of
dnorm(0:10,mean=5,sd=1) are ten values. Are these density values? Or are these probabilities? Which one should I use?