update_scaled_inverse_gamma_weibull

function update_scaled_inverse_gamma_weibull(x:Real, k:Real, a:Real, α:Real, β:Real) -> (Real, Real)

Update the parameters of a scaled inverse-gamma distribution with a Weibull likelihood with known shape.

  • x: The variate.
  • k: Likelihood shape.
  • a: Constant scale.
  • α: Prior shape.
  • β: Prior scale.

Returns: the posterior hyperparameters α' and β'.