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PowerTOST (version 1.2-09)

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

Description

This is an implementation of the algorithm given in Owen's original paper (Biometrica 1965) via repeated integration by parts.

Usage

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

Arguments

nu
degree of Owen'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's Q function.

References

Owen, D.B. (1965) "A Special Case of a Bivariate Non-central t-Distribution" Biometrika Vol. 52, p437-446.

See Also

OwensQ, OwensT

Examples

Run this code
# 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)

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