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