Numerical Evaluation of Gamma Inequalities
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Abstract:
This paper addresses the problem of numerically evaluating the probabilities P(X>Y), P(X>max(Y,Z)), and P(X<min(Y,Z)) where X, Y, and Z are independent gamma or inverse gamma random variables.
Subject Area:
Statistical Theory and Methods
Suggested Citation:
John D. Cook, "Numerical Evaluation of Gamma Inequalities" (December 2006). UT MD Anderson Cancer Center Department of Biostatistics Working Paper Series. Working Paper 30.
http://www.bepress.com/mdandersonbiostat/paper30