The function <code class="computeroutput"><span class="identifier">owens_t</span><span class="special">(</span><span class="identifier">h</span><span class="special">,</span> <span class="identifier">a</span><span class="special">)</span></code> gives the probability of the event <span class="emphasis"><em>(X
      &gt; h and 0 &lt; Y &lt; a * X)</em></span>, where <span class="emphasis"><em>X</em></span> and
      <span class="emphasis"><em>Y</em></span> are independent standard normal random variables.
  