PowerTOST (version 1.4-8)

OwensQOwen: Owen's Q-function via repeated integration by parts

Description

This is an implementation of the algorithm given by Owen via repeated integration by parts.

Usage

OwensQOwen(nu, t, delta, a=0, b)

Arguments

nu

degree of Owen<U+2019>s Q

t

parameter t

delta

parameter delta

a

lower integration limit. Only a=0 implemented, other values give an error.

b

upper integration limit

Value

Numeric value of Owen<U+2019>s Q function.

References

Owen DB. A special case of a bivariate non-central t-distribution. Biometrika. 1965;52(3/4):437--46. 10.2307/2333696

See Also

OwensQ, OwensT

Examples

# NOT RUN {
# comparison of the results of both implementations
# both should give [1] 0.0731726
OwensQ(2, 2.92, 4.2135, 0, 2.0407)
OwensQOwen(2, 2.92, 4.2135, 0, 2.0407)
# }