Read the documentation for the PARMS statement in PROC MCMC (available at the SAS Internet site). To specify multiple initial parameters using the PARMS statement, precede this statement with an ARRAY statement that specifies the number of parameters you want to initialize. The documentation shows the following example:
ARRAY mu [3];
PARMS mu {1 2 3};
Note that brackets are used in the ARRAY statement and that braces are used in the PARMS statement.