downdate_inverse_gamma_gaussian

function downdate_inverse_gamma_gaussian(x:Real, μ:Real, α':Real, β':Real) -> (Real, Real)

Downdate the parameters of an inverse-gamma distribution with a Gaussian likelihood.

  • x: The variate.
  • μ: Mean.
  • α': Posterior shape of the inverse-gamma.
  • β': Posterior scale of the inverse-gamma.

Returns: the prior hyperparameters α and β.