OwenT

OwenT[x,a]

gives Owen's T function .

Details

  • Mathematical function, suitable for both symbolic and numerical evaluation.
  • for real .
  • OwenT[x,a] is the entire function of x with no branch cut discontinuities.
  • OwenT[x,a] has a branch cut discontinuity in the complex a plane running from to and from to .
  • For certain special arguments, OwenT automatically evaluates to exact values.
  • OwenT can be evaluated to arbitrary numerical precision.
  • OwenT automatically threads over lists.

Examples

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Basic Examples  (6)

Evaluate numerically:

Plot over a subset of the reals:

Plot over a subset of the complexes:

Series expansion at the origin:

Series expansion at Infinity:

Series expansion at a singular point:

Scope  (24)

Numerical Evaluation  (4)

Evaluate numerically:

Evaluate to high precision:

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

Complex number input:

Evaluate efficiently at high precision:

Specific Values  (5)

Values of OwenT at fixed points:

OwenT for symbolic a:

Values at zero:

Find the first positive maximum of OwenT[x,1 ]:

Compute the associated OwenT[x,1] function:

Visualization  (4)

Plot the OwenT function for various parameters:

Plot the real part of :

Plot the imaginary part of :

Plot as real parts of two parameters vary:

Types 2 and 3 of OwenT function have different branch cut structures:

Function Properties  (4)

OwenT is defined for all real and complex values:

Owen's T function is even with respect to x and odd with respect to a:

OwenT may reduce to a simpler form:

TraditionalForm formatting:

Differentiation  (2)

First derivative with respect to x:

First derivative with respect to a:

Higher derivatives with respect to x:

Plot the higher derivatives with respect to x when a=1.5:

Integration  (3)

Compute the indefinite integral using Integrate:

Verify the anti-derivative:

Definite integral:

More integrals:

Series Expansions  (2)

Find the Taylor expansion using Series:

Plots of the first three approximations around :

Taylor expansion at a generic point:

Applications  (5)

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:

Properties & Relations  (1)

Derivatives:

Introduced in 2010
 (8.0)