cdf_normal_inverse_gamma

function cdf_normal_inverse_gamma(x:Real, μ:Real, a2:Real, α:Real, β:Real) -> Real

CDF of a normal inverse-gamma variate.

  • x: The variate.
  • μ: Mean.
  • a2: Variance.
  • α: Shape of inverse-gamma on scale.
  • β: Scale of inverse-gamma on scale.

Return: the cumulative probability.