SciPy

scipy.special.owens_t

scipy.special.owens_t(h, a) = <ufunc 'owens_t'>

Owen’s T Function.

The function T(h, a) gives the probability of the event (X > h and 0 < Y < a * X) where X and Y are independent standard normal random variables.

Parameters:
h: array_like

Input value.

a: array_like

Input value.

Returns:
t: scalar or ndarray

Probability of the event (X > h and 0 < Y < a * X), where X and Y are independent standard normal random variables.

References

[1]M. Patefield and D. Tandy, “Fast and accurate calculation of Owen’s T Function”, Statistical Software vol. 5, pp. 1-25, 2000.

Examples

>>> from scipy import special
>>> a = 3.5
>>> h = 0.78
>>> special.owens_t(h, a)
0.10877216734852274

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