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In mathematics, Owen's T function ''T''(''h'', ''a''), named after statistician Donald Bruce Owen, is defined by : The function was first introduced by Owen in 1956.〔Owen, D B (1956). "Tables for computing bivariate normal probabilities". ''Annals of Mathematical Statistics'', 27, 1075–1090.〕 ==Applications== The function ''T''(''h'', ''a'') gives the probability of the event (''X>h'' and 0'' This function can be used to calculate bivariate normal distribution probabilities〔Sowden, R R and Ashford, J R (1969). "Computation of the bivariate normal integral". ''Applied Statististics'', 18, 169–180.〕〔Donelly, T G (1973). "Algorithm 462. Bivariate normal distribution". ''Commun. Ass. Comput.Mach.'', 16, 638.〕 and, from there, in the calculation of multivariate normal distribution probabilities.〔Schervish, M H (1984). "Multivariate normal probabilities with error bound". ''Applied Statistics'', 33, 81–94.〕 It also frequently appears in various integrals involving Gaussian functions. Computer algorithms for the accurate calculation of this function are available;〔Patefield, M. and Tandy, D. (2000) "(Fast and accurate Calculation of Owen’s T-Function )", ''Journal of Statistical Software'', 5 (5), 1–25. 〕 quadrature having been employed since the 1970s. 〔(JC Young and Christoph Minder. Algorithm AS 76 ) 〕 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「Owen's T function」の詳細全文を読む スポンサード リンク
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