[SciPy-User] skew-normal distribution and Owen's T function

josef.pktd@gmai... josef.pktd@gmai...
Mon Sep 17 21:40:19 CDT 2012


triggered by a question on another mailing list I started to look at
whether we can add the Skew-normal distribution to scipy.stats

http://en.wikipedia.org/wiki/Skew_normal_distribution

pdf is easy,
but cdf needs Owen's T function
http://en.wikipedia.org/wiki/Owen%27s_T_function

I never heard of that one before.
Google shows that it is also used for the cdf of a bivariate normal
distribution.
http://blog.wolfram.com/2010/10/07/why-you-should-care-about-the-obscure/

Any python and/or BSD compatible versions anywhere?

Josef


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