psbt {OwenQ} | R Documentation |
Owen distribution functions
Description
Evaluates the Owen cumulative distribution function for an integer number of degrees of freedom.
-
psbt1
evaluates P(T1 ≤ t1, T2 ≤ t2) -
psbt2
evaluates P(T1 ≤ t1, T2 > t2) -
psbt3
evaluates P(T1 > t1, T2 > t2) -
psbt4
evaluates P(T1 > t1, T2 ≤ t2)
Usage
psbt1(nu, t1, t2, delta1, delta2, algo = 2)
psbt2(nu, t1, t2, delta1, delta2, algo = 2)
psbt3(nu, t1, t2, delta1, delta2, algo = 2)
psbt4(nu, t1, t2, delta1, delta2, algo = 2)
Arguments
nu |
integer greater than |
t1 , t2 |
two numbers, positive or negative, possibly infinite |
delta1 , delta2 |
two vectors of possibly infinite numbers with the same length, the noncentrality parameters |
algo |
the algorithm used, |
Value
A vector of numbers between 0
and 1
,
possibly containing some NaN
.
Note
When the number of degrees of freedom is odd, the procedure resorts to
the Owen T-function (OwenT
).
References
Owen, D. B. (1965). A special case of a bivariate noncentral t-distribution. Biometrika 52, 437-446.
See Also
It is better to use powen
if delta1>delta2
.
Examples
nu=5; t1=1; t2=2; delta1=2; delta2=3
( p1 <- psbt1(nu, t1, t2, delta1, delta2) )
( p2 <- psbt2(nu, t1, t2, delta1, delta2) )
( p3 <- psbt3(nu, t1, t2, delta1, delta2) )
( p4 <- psbt4(nu, t1, t2, delta1, delta2) )
# the sum should be 1
p1+p2+p3+p4