Abstract

This note will look at ways of computing P(X>Y)where X is a distribution modeling survival (gamma, inverse gamma, Weibull, log-normal) and Y has a uniform distribution. Each of these can be computer in closed form in terms of common statistical functions. We begin with analytical calculations and then include software implementations in R to make some of the details more explicit. Finally, we give a suggestion for using simulation to compute random inequalities that cannot be computed in closed form.

Disciplines

Numerical Analysis and Computation