Wikipedia
WinBUGS
WinBUGS is statistical software for Bayesian analysis using Markov chain Monte Carlo (MCMC) methods.
It is based on the BUGS ( Bayesian inference Using Gibbs Sampling) project started in 1989. It runs under Microsoft Windows, though it can also be run on Linux or Mac using Wine.
It was developed by the BUGS Project, a team of UK researchers at the MRC Biostatistics Unit, Cambridge, and Imperial College School of Medicine, London.
The last version of WinBUGS was version 1.4.3, released in August 2007. Development is now focused on OpenBUGS, an open source version of the package. WinBUGS 1.4.3 remains available as a stable version for routine use, but is no longer being developed.