Owen's Q-function via repeated integration by parts
This is an implementation of the algorithm given in Owen's original paper (Biometrica 1965) via repeated integration by parts.
OwensQOwen(nu, t, delta, a=0, b)
degree of Owen's Q
lower integration limit.
upper integration limit
numeric value of Owen's Q function.
a=0 could be dropped but is retained for sake of completeness.
This function is mainly for comparative / validation purposes.
The function needs
Owen D B
"A Special Case of a Bivariate Non-central t-Distribution"
Biometrika Vol. 52, 1965, pp.437-446.
1 2 3 4
# comparison of the results of both implementations # both should give  0.0731726 OwensQ(2, 2.92, 4.2135, 0, 2.0407) OwensQOwen(2, 2.92, 4.2135, 0, 2.0407)
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