quantile_normal_inverse_gamma_gaussian

function quantile_normal_inverse_gamma_gaussian(p:Real, μ:Real, a2:Real, α:Real, β:Real) -> Real

Quantile of a Gaussian distribution with a normal inverse-gamma prior.

• p: The cumulative probability.
• μ: Mean.
• a2: Variance.
• α: Shape of the inverse-gamma.
• β: Scale of the inverse-gamma.

Return: the quantile.