- Random inequalities between survival and uniform distributions
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- 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.
- Subject Area:
- Computation
- Suggested Citation:
- John D. Cook,
"Random inequalities between survival and uniform distributions"
(September 2011).
UT MD Anderson Cancer Center Department of Biostatistics Working Paper Series.
Working Paper 71.
http://www.bepress.com/mdandersonbiostat/paper71