Documentation of alpha

[sbfnk]

Description

This PR closes #829.

It clarifies the documentation of alpha.

Initial submission checklist

• My PR is based on a package issue and I have explicitly linked it.
• I have tested my changes locally (using devtools::test() and devtools::check()).
• I have added or updated unit tests where necessary.
• I have updated the documentation if required and rebuilt docs if yes (using devtools::document()).
• I have followed the established coding standards (and checked using lintr::lint_package()).
• I have added a news item linked to this PR.

After the initial Pull Request

• I have reviewed Checks for this PR and addressed any issues as far as I am able.

[seabbs]

Noting the prior change was intentional based on prior predictives but happy for it to be widened. It might be good to split this out from the doc change.

[jamesmbaazam]

Agree with splitting out the prior change.