update_gaussian_gaussian

function update_gaussian_gaussian(x:Real, μ:Real, σ2:Real, μ_m:Real, σ2_m:Real) -> (Real, Real)

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

  • x: The variate.
  • μ: Prior mean.
  • σ2: Prior variance.
  • μ_m: Marginal mean.
  • σ2_m: Marginal variance.

Returns: the updated parameters μ and σ2.