boostmath (version 1.0.0)

owens_t: Owens T Function

Description

Computes the Owens T function of h and a, giving the probability of the event (X > h and 0 < Y < a * X) where X and Y are independent standard normal random variables.

Usage

owens_t(h, a)

Value

The value of the Owens T function at (h, a).

Arguments

h

The first argument of the Owens T function

a

The second argument of the Owens T function

See Also

Boost Documentation for more details on the mathematical background.

Examples

# Owens T Function
owens_t(1, 0.5)