B Derivations of posterior distributions
B.1 Single-subject
B.1.1 \(\pi(\nu|\cdots)\) – Standard deviation of the random effects
$ \[\begin{align} \pi(\nu_{\alpha} | \cdots) &\propto \pi(\nu_{\alpha}) \pi(\alpha_i | \mu_{\alpha}, \nu_{\alpha}, \vect{\kappa}_{\alpha}) \\ where,\\ & \nu_{\alpha} \sim Unif(0, a)\\ & \alpha_i | \mu_{\alpha}, \nu_{\alpha}, \vect{\kappa}_{\alpha} \sim t^+_4 (\mu_{\alpha}, \nu^2_{\alpha})\\ \\ \end{align}\]$
The distribution of \(\nu_{\alpha}\) is evident. The distribution of \(\pi(\alpha_i | \mu_{\alpha}, \nu_{\alpha}, \vect{\kappa}_{\alpha})\) is achieved using a normal-gamma mixture:
$ \[\begin{align} \pi(\alpha_i | \mu_{\alpha}, \nu_{\alpha}, \vect{\kappa}_{\alpha}) &\sim N^+ (\mu_{\alpha}, \frac{\nu^2_{\alpha}}{\vect{\kappa}_{\alpha}})\\ where,\\ & \vect{\kappa}_{\alpha} \sim \Gamma(r/2,r/2)\\ \end{align}\]$