scipy.special.owens_t — SciPy v1.15.3 Manual (original) (raw)

scipy.special.owens_t(h, a, out=None) = <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.

outndarray, optional

Optional output array for the function results

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