OwenT[x,a]
gives Owen's T function
.
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 an entire function of x with no branch cut discontinuities.
- OwenT[x,a] has branch cut discontinuities in the complex a plane running 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
open all close allBasic Examples (6)
OwenT[4., 1]Plot over a subset of the reals:
Plot[OwenT[x, 2], {x, -4, 4}]Plot3D[OwenT[x, a], {x, -3, 3}, {a, -3, 3}]Plot over a subset of the complexes:
ComplexPlot3D[OwenT[z, 1], {z, -2 - 2I, 2 + 2I}, PlotLegends -> Automatic]Series expansion at the origin:
Series[OwenT[x, a], {x, 0, 6}]Series expansion at Infinity:
Series[OwenT[x, 1], {x, ∞, 3}]//Normal//FullSimplifySeries expansion at a singular point:
Series[OwenT[x, 2], {x, -I, 3}]//Normal//FullSimplifyScope (38)
Numerical Evaluation (6)
OwenT[0, .5]OwenT[4., -7]N[OwenT[1 / 8, -1], 50]The precision of the output tracks the precision of the input:
OwenT[.44444444444444444444444, -7]OwenT[2 + I, -7.5]Evaluate efficiently at high precision:
OwenT[1 / 7, -1`100]//TimingOwenT[1 / 9, -1`1000];//TimingCompute average-case statistical intervals using Around:
OwenT[ Around[2, 0.01], π]Compute the elementwise values of an array:
OwenT[{{1 / 2, 0}, {0, 1 / 2}}, 1]Or compute the matrix OwenT function using MatrixFunction:
MatrixFunction[OwenT[#, 1]&, {{1 / 2, 0}, {0, 1 / 2}}]//FullSimplifySpecific Values (5)
Values of OwenT at fixed points:
Table[OwenT[x, 2 ], {x, -2, 2}]//NOwenT for symbolic a:
OwenT[0, a]OwenT[0, 0]Find the first positive maximum of OwenT[x,1 ]:
xmax = x /. FindRoot[D[OwenT[x, 1], x] == 0, {x, 0.6}]Plot[OwenT[x, 1 ], {x, -5, 5}, Epilog -> Style[Point[{xmax, OwenT[xmax, 1 ]}], PointSize[Large], Red]]Compute the associated OwenT[x,1] function:
OwenT[x, 1]Visualization (3)
Plot the OwenT function for various parameters:
Plot[{OwenT[x, 1], OwenT[x, 2], OwenT[x, 3], OwenT[x, 4]}, {x, -3, 3}]ComplexContourPlot[Re[OwenT[z, 3]], {z, -1 - I, 1 + I}, Contours -> 24]ComplexContourPlot[Im[OwenT[z, 3]], {z, -1 - I, 1 + I}, Contours -> 24]Plot the real part of the function as two parameters vary:
Plot3D[Re[OwenT[x, a]], {a, 0, 3}, {x, -2, 2}]Function Properties (11)
OwenT is defined for all real values:
FunctionDomain[OwenT[z, a], {z, a}]FunctionDomain[OwenT[z, a], z, Complexes]
is even with respect to
and odd with respect to
:
OwenT[-x, a] == OwenT[x, a]OwenT[x, -a] == -OwenT[x, a]OwenT may reduce to a simpler form:
OwenT[x, 1]OwenT[0, a]OwenT is an analytic function in both its arguments:
FunctionAnalytic[OwenT[x, a], {x, a}]It is not an analytic function over the complexes:
FunctionAnalytic[OwenT[x, a], {x, a}, Complexes]OwenT is neither non-decreasing nor non-increasing:
Table[FunctionMonotonicity[OwenT[x, a], x], {a, 4}]FunctionInjective[OwenT[x, a], x, Assumptions -> a > 0]Plot[{OwenT[x, 1], OwenT[x, 2], .1}, {x, -3, 3}]FunctionSurjective[OwenT[x, a], x, Assumptions -> a > 0]Plot[{OwenT[x, 2], OwenT[x, 4], -.1}, {x, -3, 3}]FunctionSign[OwenT[x, a], x, Assumptions -> a > 0]OwenT has no singularities or discontinuities:
FunctionSingularities[OwenT[x, a], {x, a}]
has branch cut discontinuities with respect to
over the complexes:
FunctionSingularities[OwenT[x, a], a, Complexes]FunctionDiscontinuities[OwenT[x, a], a, Complexes]OwenT is neither convex nor concave:
Table[FunctionConvexity[OwenT[x, a], x], {a, 5}]TraditionalForm formatting:
OwenT[x, a]//TraditionalFormDifferentiation (4)
First derivative with respect to x:
D[OwenT[x, a], x]Higher derivatives with respect to x:
Table[D[OwenT[x, a], {x, k}], {k, 1, 3}]//FullSimplifyPlot the higher derivatives with respect to x when a=1.5:
Plot[Evaluate[% /. { a -> 1.5}], {x, -3, 3}, PlotLegends -> {"First Derivative", "Second Derivative", "Third Derivative"}]First derivative with respect to a:
D[OwenT[x, a], a]Higher derivatives with respect to a:
Table[D[OwenT[x, a], {a, k}], {k, 1, 3}]//FullSimplifyPlot the higher derivatives with respect to a when x=0.5:
Plot[Evaluate[% /. { x -> 1.5}], {a, -3, 3}, PlotLegends -> {"First Derivative", "Second Derivative", "Third Derivative"}]Integration (4)
Compute the indefinite integral with respect to
using Integrate:
Integrate[OwenT[x, a], x]FullSimplify[D[%, x]]Compute the indefinite integral with respect to
:
Integrate[OwenT[x, a], a]FullSimplify[D[%, a]]Integrate[OwenT[x, a], {x, 0, 5}]Integrate[x OwenT[x, 4], x]//FullSimplifyIntegrate[ x OwenT[x^2, 1], {x, 0, 5}]//FullSimplifyIntegrate[a^2 OwenT[(1/2), a], a]//FullSimplifySeries Expansions (2)
Find the Taylor expansion using Series:
Series[OwenT[x, a], {x, 0, 6}]// FullSimplifyPlots of the first three approximations around
:
terms = Normal@Table[Series[OwenT[x, 1], {x, 0, m}], {m, 1, 5, 2}];
Plot[{OwenT[x, 1], terms}, {x, -3, 3}]Taylor expansion at a generic point:
Series[OwenT[x, a], {x, x0, 2}]Function Identities (3)
Ordinary differential equation with respect to
satisfied by
:
y'''[x] + (a^2 + 2)x y''[x] + (a^2x^2 + x^2 + 1)y'[x] == 0 /. y -> Function[x, OwenT[x, a]]//SimplifyOrdinary differential equation with respect to
satisfied by
:
(1 + a^2)y''[a] + a(x^2(1 + a^2) + 2)y'[a] == 0 /. y -> Function[a, OwenT[x, a]]//SimplifyPartial differential equation satisfied by
:
Subscript[∂, {x, 2}]y[x, a] + xSubscript[∂, x]y[x, a] + a(1 + a^2)Subscript[∂, a]y[x, a] == 0 /. y -> Function[{x, a}, OwenT[x, a]]//SimplifyApplications (6)
Plot Owen's T-function in the complex a plane:
Plot3D[Re[OwenT[1 / 2, u + I v]], {u, -1, 1}, {v, -2, 2}]Compute the CDF of SkewNormalDistribution:
CDF[SkewNormalDistribution[μ, σ, α], x]Compute the probability of an uncorrelated bivariate normal over a truncated wedge:
With[{a = 2, h = 3 / 2},
NProbability[x ≥ h && 0 < y < a * x, {x, y}BinormalDistribution[0]]]With[{a = 2, h = 3 / 2}, OwenT[h, a]]//NThe probability that a standard binormal variate with correlation
lies within an equilateral triangle can be expressed using OwenT:
TriangleProbability[r_] := 1 - OwenT[(1/2), (Sqrt[3] - r/Sqrt[1 - r^2])] - OwenT[(1/2), (Sqrt[3] + r/Sqrt[1 - r^2])] - OwenT[(1/Sqrt[2] Sqrt[2 - Sqrt[3] r]), (Sqrt[3] - r/Sqrt[1 - r^2])] + OwenT[(1/Sqrt[2] Sqrt[2 - Sqrt[3] r]), (2 r - Sqrt[3]/ Sqrt[1 - r^2])] - OwenT[(1/Sqrt[2] Sqrt[2 + Sqrt[3] r]), (2 r + Sqrt[3]/Sqrt[1 - r^2])] - OwenT[(1/Sqrt[2] Sqrt[2 + Sqrt[3] r]), (Sqrt[3] + r/ Sqrt[1 - r^2])]Generate and visualize the region:
reg = FullSimplify[RegionMember[RegularPolygon[{1, 0}, 3], {x, y}], (x | y)∈Reals]RegionPlot[reg, {x, -0.7, 1.1}, {y, -1.1, 1.1}]Evaluate the probability for a particular value of the correlation coefficient:
TriangleProbability[0.4]Use NProbability to compute the probability directly:
NProbability[reg, {x, y}BinormalDistribution[0.4]]Use OwenT to compute the standard BinormalDistribution probability of
:
bnpr[ρ_, {x_, y_}] /; x * y ≠ 0 := (1/4)Erfc[-(x/Sqrt[2])] + (1/4)Erfc[-(y/Sqrt[2])] - OwenT[x, (y / x - ρ/Sqrt[1 - ρ^2])] - OwenT[y, (x / y - ρ/Sqrt[1 - ρ^2])] - UnitStep[-x y] / 2bnpr[0.87, {2, 1}]CDF[BinormalDistribution[0.87], {2, 1}]Compute the mean residual life function of a skew-normal random variate:
μ[α_, t_] = Expectation[xx > t, xSkewNormalDistribution[α], Assumptions -> α > 0] - tPlot the mean residual life function for several values of parameter
, including the limiting case of a normal variate, i.e.
:
Plot[Table[Legended[μ[α, t], Row[{"α = ", α}]], {α, {0, 1 / 2, 2}}]//Evaluate, {t, -2, 5}]Related Guides
History
Text
Wolfram Research (2010), OwenT, Wolfram Language function, https://reference.wolfram.com/language/ref/OwenT.html.
CMS
Wolfram Language. 2010. "OwenT." Wolfram Language & System Documentation Center. Wolfram Research. https://reference.wolfram.com/language/ref/OwenT.html.
APA
Wolfram Language. (2010). OwenT. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/OwenT.html
BibTeX
@misc{reference.wolfram_2026_owent, author="Wolfram Research", title="{OwenT}", year="2010", howpublished="\url{https://reference.wolfram.com/language/ref/OwenT.html}", note=[Accessed: 12-June-2026]}
BibLaTeX
@online{reference.wolfram_2026_owent, organization={Wolfram Research}, title={OwenT}, year={2010}, url={https://reference.wolfram.com/language/ref/OwenT.html}, note=[Accessed: 12-June-2026]}