In recent years there has been a rapid growth in the amount of DNA being se
quenced and in its availability through genetic databases. Statistical tech
niques which identify structure within these sequences can be of considerab
le assistance to molecular biologists particularly when they incorporate th
e discrete nature of changes caused by evolutionary processes. This paper f
ocuses on the detection of homogeneous segments within heterogeneous DNA se
quences. In particular, we study an intron from the chimpanzee alpha-fetopr
otein gene; this protein plays an important role in the embryonic developme
nt of mammals. We present a Bayesian solution to this segmentation problem
using a hidden Markov model implemented by Markov chain Monte Carlo methods
. We consider the important practical problem of specifying informative pri
or knowledge about sequences of this type. Two Gibbs sampling algorithms ar
e contrasted and the sensitivity of the analysis to the prior specification
is investigated. Model selection and possible ways to overcome the label s
witching problem are also addressed. Our analysis of intron 7 identifies th
ree distinct homogeneous segment types, two of which occur in more than one
region, and one of which is reversible.