Module « scipy.special »

Fonction owens_t - module scipy.special

Signature de la fonction owens_t

Description

owens_t.__doc__

owens_t(x1, x2, /, out=None, *, where=True, casting='same_kind', order='K', dtype=None, subok=True[, signature, extobj])

owens_t(h, a)

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.

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

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