OwenT | R Documentation |
Evaluates the Owen T-function.
OwenT(h, a)
h |
numeric scalar |
a |
numeric scalar |
This is a port of the function owens_t
of the boost
collection of C++ libraries.
A number between 0
and 0.25
.
Owen, D. B. (1956). Tables for computing bivariate normal probabilities. Ann. Math. Statist. 27, 1075-1090.
integrate(function(x) pnorm(1+2*x)^2*dnorm(x), lower=-Inf, upper=Inf)
pnorm(1/sqrt(5)) - 2*OwenT(1/sqrt(5), 1/3)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.