OwenT

Evaluate numerically:

Evaluate for complex arguments:

Evaluate to high precision:

The precision of the output tracks the precision of the input:

Evaluate symbolically:

Parity transformations are automatically applied:

Plot Owen's T-function in the complex a plane:

Compute the CDF of SkewNormalDistribution:

Compute the probability of an uncorrelated bivariate normal over a truncated wedge:

The probability for a standard binormal variate with correlation to lie inside a triangle can be expressed using OwenT:

Visualize the region:

Evaluate the probability for a particular value of the correlation coefficient:

Use NProbability to compute the probability directly:

Use OwenT to compute the standard BinormalDistribution probability of :

Evaluate numerically:

Compute directly:

Derivatives: