Abstract
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.
Disciplines
Statistical Methodology | Statistical Theory
Suggested Citation
Cook, John D., "Exact calculation of inequality probabilities" (November 2009). UT MD Anderson Cancer Center Department of Biostatistics Working Paper Series. Working Paper 54.
http://biostats.bepress.com/mdandersonbiostat/paper54