cdf_normal_inverse_gamma_gaussian

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

CDF of a Gaussian variate with a normal inverse-gamma prior.

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

Return: the cumulative probability.