downdate_gaussian_gaussian

function downdate_gaussian_gaussian(x:Real, μ':Real, λ':Real, l:Real) -> (Real, Real)

Downdate the parameters of a Gaussian distribution with a Gaussian likelihood.

  • x: The variate.
  • μ': Prior mean.
  • λ': Prior precision.
  • l: Likelihood precision.

Returns: the prior hyperparameters μ and σ2.