Division of Quantitative Sciences - Department of Biostatistics

Software Download Site

 File NameSizeNotes
 InequalityCalculator_V2.3_WithFX1.1.exe  24840 KB Includes Microsoft .Net Framework 1.1
 InequalityCalculator_V2.3_NoFX1.1.exe  2596 KB No Microsoft .Net Framework included. Assumes you already have the .NET 1.1 Framework installed

Inequality Calculator

Given two random variables X and Y, this application calculates P(X > Y + δ) and produces graphs of the densities of the two random variables. The supported distribution families are

  • Beta
  • Gamma
  • Inverse Gamma
  • Log normal
  • Normal
  • Weibull

See also this short video demonstration.

For more information, see the Inequality Calculator user's guide included with the download distribution.

This software is included as a utility inside Adaptive Randomization, Predictive Probabilities, and Multc Lean.

J. Kyle Wathen and Hoang Nguyen developed the user interface using C# and the Microsoft .NET framework version 1.1.

John Cook implemented the numerical algorithms using Visual C++. Technical reports are available for numerical algorithms [1] and analytical results [2] related to the Inequality Calculator.

 

References

[1] John D. Cook Numerical Computation of Stochastic Inequality Probabilities (2003) Technical report UTMDABTR-008-03

[2] John D. Cook Exact calculation of beta inequalities (2005). Technical Report UTMDABTR-006-05