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

What's New in Version 3.1.0.0

• Added capability to change the graph legend for the X and Y Distributions
• Several minor bug fixes

Requirements

• Windows 7
  (other Windows versions may be compatible but this has not been tested)
• Administrative permissions may be required to install Inequality Calculator depending on the chosen installation location.
• The following packages will be installed if they are not present:
  • Microsoft .NET Framework 4
  • Microsoft Visual C++ 2013 x86 runtime redistributable library
  • Microsoft Windows Installer 4.5
• To view the the Inequality Calculator user's guide a PDF file viewer (not included with the software) such as Adobe Reader (available for free here) must be installed.
• To follow the "Send feed back via email" link in the Help -> About window, an email client such as Microsoft Outlook (not included with the software) must be installed.

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 Q. Nguyen developed the original user interface using Microsoft's C# .

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-005-05