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.