- Exact calculation of inequality probabilities
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This note surveys results for computing the inequality probability P(X > Y )in closed form where X and Y are independent continuous random variables. Distribution families discussed include normal, Cauchy, gamma, inverse gamma, Levy, folded normal, and beta. Mixture distributions are also discussed.
- Subject Area:
- Statistical Theory and Methods
- Suggested Citation:
- John D. Cook,
"Exact calculation of inequality probabilities"
UT MD Anderson Cancer Center Department of Biostatistics Working Paper Series.
Working Paper 54.